Natural Gas Commodity Performance
| NGUSD Commodity | 3.22 0.06 1.90% |
The commodity secures a Beta (Market Risk) of 0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Natural Gas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Natural Gas is expected to be smaller as well.
Risk-Adjusted Performance
Weakest
Weak | Strong |
Over the last 90 days Natural Gas has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Natural Gas is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Natural |
Natural Gas Relative Risk vs. Return Landscape
If you would invest 436.00 in Natural Gas on November 15, 2025 and sell it today you would lose (114.00) from holding Natural Gas or give up 26.15% of portfolio value over 90 days. Natural Gas is currently producing 0.084% returns and takes up 10.0558% volatility of returns over 90 trading days. Put another way, 90% of traded commoditys are less volatile than Natural, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Natural Gas Target Price Odds to finish over Current Price
The tendency of Natural Commodity price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 3.22 | 90 days | 3.22 | about 88.3 |
Based on a normal probability distribution, the odds of Natural Gas to move above the current price in 90 days from now is about 88.3 (This Natural Gas probability density function shows the probability of Natural Commodity to fall within a particular range of prices over 90 days) .
Natural Gas Price Density |
| Price |
Predictive Modules for Natural Gas
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Natural Gas. Regardless of method or technology, however, to accurately forecast the commodity market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the commodity market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natural Gas' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Natural Gas Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Natural Gas is not an exception. The market had few large corrections towards the Natural Gas' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Natural Gas, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Natural Gas within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.01 | |
β | Beta against Dow Jones | 0.42 | |
σ | Overall volatility | 0.79 | |
Ir | Information ratio | -0.0057 |
Natural Gas Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Natural Gas for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Natural Gas can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Natural Gas had very high historical volatility over the last 90 days |
| Natural Gas had very high historical volatility over the last 90 days |