Valeura Energy Stock Volatility
| VLERF Stock | 4.25 0.17 4.17% |
Valeura Energy appears to be unstable, given 3 months investment horizon. Valeura Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0957, which indicates the firm had a 0.0957% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Valeura Energy, which you can use to evaluate the volatility of the company. Please review Valeura Energy's Coefficient Of Variation of 1962.09, risk adjusted performance of 0.047, and Semi Deviation of 3.03 to confirm if our risk estimates are consistent with your expectations.
Valeura |
Valeura Energy 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 Valeura daily returns, and it is calculated using variance and standard deviation. We also use Valeura's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Valeura Energy volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Valeura Energy can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of Valeura Energy at lower prices to lower their average cost per share. Similarly, when the prices of Valeura Energy's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving together with Valeura Pink Sheet
Moving against Valeura Pink Sheet
| 0.74 | PFE | Pfizer Inc Fiscal Year End 4th of February 2025 | PairCorr |
| 0.59 | JNJ | Johnson Johnson Sell-off Trend | PairCorr |
| 0.51 | MCD | McDonalds Fiscal Year End 3rd of February 2025 | PairCorr |
| 0.42 | VZ | Verizon Communications Aggressive Push | PairCorr |
Valeura Energy Market Sensitivity And Downside Risk
Valeura Energy's beta coefficient measures the volatility of Valeura 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 Valeura pink sheet's returns against your selected market. In other words, Valeura Energy's beta of 1.26 provides an investor with an approximation of how much risk Valeura Energy pink sheet can potentially add to one of your existing portfolios. Valeura Energy shows above-average downside volatility for the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Valeura Energy's pink sheet risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Valeura Energy's pink sheet price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Valeura Energy Demand TrendCheck current 90 days Valeura Energy correlation with market (Dow Jones Industrial)Valeura Beta |
Valeura 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 | 3.97 |
It is essential to understand the difference between upside risk (as represented by Valeura Energy's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Valeura Energy's daily returns or price. Since the actual investment returns on holding a position in valeura 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 Valeura Energy.
Valeura Energy Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Valeura Energy pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Valeura Energy's price changes. Investors will then calculate the volatility of Valeura Energy'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 Valeura Energy's volatility:
Historical Volatility
This type of pink sheet volatility measures Valeura Energy's fluctuations based on previous trends. It's commonly used to predict Valeura Energy'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 Valeura Energy'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 Valeura Energy'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. Valeura Energy 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.
Valeura Energy Projected Return Density Against Market
Assuming the 90 days horizon the pink sheet has the beta coefficient of 1.2581 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Valeura Energy 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 Valeura Energy or Valeura 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 Valeura Energy'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 Valeura 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.
Valeura Energy has an alpha of 0.0478, implying that it can generate a 0.0478 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Valeura Energy 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.Valeura Energy Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Valeura Energy is 1045.23. The daily returns are distributed with a variance of 15.76 and standard deviation of 3.97. The mean deviation of Valeura Energy is currently at 2.93. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 0.05 | |
β | Beta against Dow Jones | 1.26 | |
σ | Overall volatility | 3.97 | |
Ir | Information ratio | 0.02 |
Valeura Energy Pink Sheet Return Volatility
Valeura Energy historical daily return volatility represents how much of Valeura Energy pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 3.9694% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7522% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Valeura Energy Investment Opportunity
Valeura Energy has a volatility of 3.97 and is 5.29 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Valeura Energy is lower than 35 percent of all global equities and portfolios over the last 90 days. You can use Valeura Energy to enhance the returns of your portfolios. The pink sheet experiences a very speculative upward sentiment. The trend is possibly hyped up. Check odds of Valeura Energy to be traded at 5.31 in 90 days.Modest diversification
The correlation between Valeura Energy and DJI is 0.24 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Valeura Energy and DJI in the same portfolio, assuming nothing else is changed.
Valeura Energy Additional Risk Indicators
The analysis of Valeura Energy'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 Valeura Energy's investment and either accepting that risk or mitigating it. Along with some common measures of Valeura Energy 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 | 0.047 | |||
| Market Risk Adjusted Performance | 0.1623 | |||
| Mean Deviation | 2.94 | |||
| Semi Deviation | 3.03 | |||
| Downside Deviation | 3.29 | |||
| Coefficient Of Variation | 1962.09 | |||
| Standard Deviation | 3.96 |
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.
Valeura Energy 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.
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 Valeura Energy 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. Valeura Energy'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, Valeura Energy'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 Valeura Energy.
Complementary Tools for Valeura Pink Sheet analysis
When running Valeura Energy's price analysis, check to measure Valeura Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Valeura Energy is operating at the current time. Most of Valeura Energy's value examination focuses on studying past and present price action to predict the probability of Valeura Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valeura Energy's price. Additionally, you may evaluate how the addition of Valeura Energy to your portfolios can decrease your overall portfolio volatility.
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