Energy Revenue Amer Stock Volatility
| ERAO Stock | USD 0.04 0.01 14.39% |
Energy Revenue is out of control given 3 months investment horizon. Energy Revenue Amer secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13% return per unit of risk over the last 3 months. We were able to analyze twenty-nine different technical indicators, which can help you to evaluate if expected returns of 3.37% are justified by taking the suggested risk. Use Energy Revenue Coefficient Of Variation of 790.18, mean deviation of 11.91, and Downside Deviation of 22.2 to evaluate company specific risk that cannot be diversified away. Key indicators related to Energy Revenue's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Energy Revenue Pink Sheet volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Energy daily returns, and it is calculated using variance and standard deviation. We also use Energy's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Energy Revenue volatility.
Energy |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Energy Revenue can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Energy Revenue at lower prices. For example, an investor can purchase Energy stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Energy Revenue's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.
Moving against Energy Pink Sheet
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| 0.46 | PG | Procter Gamble Sell-off Trend | PairCorr |
| 0.43 | JNJ | Johnson Johnson Sell-off Trend | PairCorr |
| 0.39 | BA | Boeing Fiscal Year End 29th of January 2025 | PairCorr |
| 0.33 | OXY | Occidental Petroleum | PairCorr |
| 0.32 | PFE | Pfizer Inc Aggressive Push | PairCorr |
Energy Revenue Market Sensitivity And Downside Risk
Energy Revenue's beta coefficient measures the volatility of Energy pink sheet compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Energy pink sheet's returns against your selected market. In other words, Energy Revenue's beta of 2.87 provides an investor with an approximation of how much risk Energy Revenue pink sheet can potentially add to one of your existing portfolios. Energy Revenue Amer is showing large volatility of returns over the selected time horizon. Energy Revenue Amer is a penny stock. Although Energy Revenue may be in fact a good investment, many penny pink sheets are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in Energy Revenue Amer. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on Energy instrument if you perfectly time your entry and exit. However, remember that penny pink sheets that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze Energy Revenue Amer Demand TrendCheck current 90 days Energy Revenue correlation with market (Dow Jones Industrial)Energy Beta |
Energy standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 26.19 |
It is essential to understand the difference between upside risk (as represented by Energy Revenue's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Energy Revenue's daily returns or price. Since the actual investment returns on holding a position in energy pink sheet tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Energy Revenue.
Energy Revenue Amer Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Energy Revenue pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Energy Revenue's price changes. Investors will then calculate the volatility of Energy Revenue's pink sheet to predict their future moves. A pink sheet that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A pink sheet with relatively stable price changes has low volatility. A highly volatile pink sheet is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Energy Revenue's volatility:
Historical Volatility
This type of pink sheet volatility measures Energy Revenue's fluctuations based on previous trends. It's commonly used to predict Energy Revenue's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Energy Revenue's current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Energy Revenue's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Energy Revenue Amer Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Energy Revenue Projected Return Density Against Market
Given the investment horizon of 90 days the pink sheet has the beta coefficient of 2.8728 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Energy Revenue will likely underperform.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Energy Revenue or Energy sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Energy Revenue's price will be affected by overall pink sheet market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Energy pink sheet's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Energy Revenue Amer has an alpha of 2.8874, implying that it can generate a 2.89 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an Energy Revenue Price Volatility?
Several factors can influence a pink sheet's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Energy Revenue Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Energy Revenue is 778.1. The daily returns are distributed with a variance of 685.97 and standard deviation of 26.19. The mean deviation of Energy Revenue Amer is currently at 12.25. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 2.89 | |
β | Beta against Dow Jones | 2.87 | |
σ | Overall volatility | 26.19 | |
Ir | Information ratio | 0.12 |
Energy Revenue Pink Sheet Return Volatility
Energy Revenue historical daily return volatility represents how much of Energy Revenue pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 26.1911% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7444% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Energy Revenue Volatility
Volatility is a rate at which the price of Energy Revenue or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Energy Revenue may increase or decrease. In other words, similar to Energy's beta indicator, it measures the risk of Energy Revenue and helps estimate the fluctuations that may happen in a short period of time. So if prices of Energy Revenue fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.Energy Revenue America, Inc. engages in the exploration, development, production, and marketing of natural gas. Energy Revenue America, Inc. was founded in 2010 and is headquartered in Dallas, Texas. Energy Revenue operates under Oil Gas EP classification in the United States and is traded on OTC Exchange.
Energy Revenue's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Energy Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Energy Revenue's price varies over time.
3 ways to utilize Energy Revenue's volatility to invest better
Higher Energy Revenue's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Energy Revenue Amer stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Energy Revenue Amer stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Energy Revenue Amer investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Energy Revenue's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Energy Revenue's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Energy Revenue Investment Opportunity
Energy Revenue Amer has a volatility of 26.19 and is 35.39 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than Energy Revenue. You can use Energy Revenue Amer to protect your portfolios against small market fluctuations. The pink sheet experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of Energy Revenue to be traded at $0.0333 in 90 days.Significant diversification
The correlation between Energy Revenue Amer and DJI is 0.09 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Energy Revenue Amer and DJI in the same portfolio, assuming nothing else is changed.
Energy Revenue Additional Risk Indicators
The analysis of Energy Revenue's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Energy Revenue's investment and either accepting that risk or mitigating it. Along with some common measures of Energy Revenue pink sheet's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.1064 | |||
| Market Risk Adjusted Performance | 1.14 | |||
| Mean Deviation | 11.91 | |||
| Semi Deviation | 11.15 | |||
| Downside Deviation | 22.2 | |||
| Coefficient Of Variation | 790.18 | |||
| Standard Deviation | 25.79 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Energy Revenue Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
| Bank of America vs. Energy Revenue | ||
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| Citigroup vs. Energy Revenue | ||
| Alphabet vs. Energy Revenue | ||
| Visa vs. Energy Revenue | ||
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Energy Revenue as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Energy Revenue's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Energy Revenue's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Energy Revenue Amer.
Other Information on Investing in Energy Pink Sheet
Energy Revenue financial ratios help investors to determine whether Energy Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Energy with respect to the benefits of owning Energy Revenue security.