Energy Focu Stock Volatility
| EFOI Stock | USD 3.93 0.09 2.34% |
Sharpe Ratio = 0.103
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Latest disclosures for Energy Focu show a Market Risk Adjusted Performance of 0.4%, a Risk of 26.95, and a Risk Adjusted Performance of 0.1%. Moving average data positions the stock near 8% of its recent return envelope.
Key indicators related to Energy Focu's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Energy Focu (3 Months):
Beta 6.83 | Alpha 2.7 | Risk 26.95 | Sharpe Ratio 0.1 | Expected Return 2.78 |
Assets With Similar Volatility
| 0.77 | ST | Sensata Technologies Holding | PairCorr |
| 0.79 | VICR | Vicor | PairCorr |
| 0.74 | WATT | Energous | PairCorr |
| 0.69 | ENVX | Enovix Corp | PairCorr |
| 0.65 | ELVA | Electrovaya Earnings Call This Week | PairCorr |
| 0.78 | ENS | Enersys | PairCorr |
| 0.86 | ESP | Espey Mfg Electronics | PairCorr |
| 0.74 | ETN | Eaton PLC | PairCorr |
| 0.69 | SKS | SKS Technologies Group | PairCorr |
| 0.73 | NVT | nVent Electric PLC | PairCorr |
| 0.65 | RBC | RBC Bearings Incorporated Earnings Call This Week | PairCorr |
| 0.7 | VRT | Vertiv Holdings Co Sell-off Trend | PairCorr |
Lower Correlation Assets
Sensitivity To Market
Beta analysis for Energy Focu evaluates how its price movements correlate with the broader market. With a beta of 6.83, Energy Focu reflects measurable exposure to systematic risk. Observed total volatility stands near 26.95%. Asymmetric risk in Energy Focu is visible through downside-focused metrics. Downside deviation reads 6.24% and semi-deviation reads 4.59%, isolating the loss-side component of total return variability. Volatility is commonly higher for smaller or less liquid equities due to wider spreads and thinner order books. For Energy Focu, measured downside deviation describes the intensity of negative return periods.
3 Months Beta |Energy Focu Demand TrendCurrent 90-day Energy Focu correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation reading for Energy Focu summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower. When Energy Focu standard deviation rises relative to its historical range, it signals a regime change in price behavior. Annualizing the daily figure scales Energy Focu standard deviation to a time horizon more commonly used in risk budgeting.
Standard Deviation | 26.95 |
Standard deviation and downside deviation are complementary tools for assessing Energy Focu's risk. Downside deviation or semi-deviation of Energy Focu's returns isolates the loss-side component of total variability. For Energy Focu, understanding the difference between standard deviation and downside deviation is analytically important. Semi-deviation of Energy Focu's returns captures only losses, providing a more focused risk measure. Latest disclosures for Energy Focu show a Downside Deviation of 6.24, a Downside Variance of 38.93, and a Maximum Drawdown of 227.25.
Stock Volatility Analysis
In evaluating Energy Focu as an investment, volatility is a primary indicator of risk. High volatility generally means the stock price moves dramatically in a short period of time. Lower risk tolerance generally corresponds to preference for stocks exhibiting lower volatility. Volatility metrics inform stop-loss placement and exposure calibration for Energy Focu.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Energy Focu's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Given a 90-day horizon, Energy Focu has a beta of 6.8277 suggesting when the benchmark rises, EFOI tends to outperform it on average. However, when benchmark returns turn negative, Energy Focu tends to underperform.Energy Focu volatility reflects broader stock market cycles alongside company or sector-specific developments. Diversified portfolios reduce specific exposure but not systemic risk. Latest disclosures for Energy Focu show a Downside Deviation of 6.24, a Mean Deviation of 7.92, and a Semi Deviation of 4.59.
Predicted Return Distribution |
| Density |
What Drives Energy Focu's Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in the Electrical Equipment sector often influence how investors price Energy Focu's risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around Energy Focu.Energy Focu's Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Energy Focu is 970.48. The daily returns are distributed with a variance of 726.32 and standard deviation of 26.95. The mean deviation of Energy Focu is currently at 8.07. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.92
α | Alpha over Dow Jones | 2.70 | |
β | Beta against Dow Jones | 6.83 | |
σ | Overall volatility | 26.95 | |
Ir | Information ratio | 0.1 |
Stock Return Volatility
Daily return volatility for Energy Focu measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 26.9502% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9237% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Evaluating Energy Focu Stock requires separating price momentum from underlying operating strength versus competitors. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| YHGJ | 4.21 | 0.04 | 0.01 | 0.01 | 4.35 | 9.03 | 26.40 | |||
| PC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| RENT | 3.42 | -0.43 | 0.00 | 1.95 | 0.00 | 6.46 | 21.99 | |||
| GTIM | 1.22 | 0.05 | 0.03 | 0.08 | 1.58 | 2.54 | 10.00 | |||
| WKSP | 4.29 | -0.57 | 0.00 | -0.38 | 0.00 | 9.00 | 35.11 | |||
| KXIN | 6.60 | -1.19 | 0.00 | -0.82 | 0.00 | 14.29 | 53.74 | |||
| FGI | 7.81 | 0.86 | 0.08 | 0.57 | 9.38 | 20.74 | 82.59 | |||
| LVLU | 4.49 | -0.50 | 0.00 | -0.50 | 0.00 | 7.47 | 34.19 | |||
| JZXN | 10.12 | 1.10 | 0.10 | 1.40 | 9.94 | 31.93 | 125.36 | |||
| HWH | 3.90 | -0.28 | 0.00 | -0.36 | 0.00 | 6.50 | 67.20 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Energy Focu measures how widely returns scatter around their average over a given period. Return scatter increases when new information or regime shifts widen the distribution of outcomes. Energy Focu has a market cap of 24.77 million, ROE of -29.24%.
Energy Focu data is compiled from periodic company reporting and market reference feeds and standardized for comparability. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Michael Smolkin, Member of Macroaxis Board of Directors
Volatility Profile Summary
Recent data suggests that Energy Focu is more volatile than Dow Jones Industrial by approximately 29.29x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 96% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Energy Focu with characteristics aligned to broad market upside participation. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. an unexpected upward trend with elevated sensitivity to market signals. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Energy Focu probability analysis.
Moderate diversification
The correlation between Energy Focu and Dow Jones is 0.39, which Macroaxis classifies as Moderate diversification for the selected horizon. The overlap area shows the portion of risk diversified away by holding both instruments together.
Additional Risk Indicators
Secondary risk indicators for Energy Focu evaluate exposure beyond standard deviation, beta, or one headline volatility measure. This is most informative when assessing whether the current opportunity is being compensated with reasonable risk.
| Risk Adjusted Performance | 0.0985 | |||
| Market Risk Adjusted Performance | 0.3828 | |||
| Mean Deviation | 7.92 | |||
| Semi Deviation | 4.59 | |||
| Downside Deviation | 6.24 | |||
| Coefficient Of Variation | 1039.61 | |||
| Standard Deviation | 26.57 |
Energy Focu Suggested Diversification Pairs
A pair-trading setup around Energy Focu shifts the return benchmark from the broad market to a second position, altering the risk profile. Pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Pair diversification lowers aggregate risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the broad market - cannot be eliminated by pairing Energy Focu with another position. However, Energy Focu's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Energy Focu.
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