Global Clean Energy Stock Volatility
| GCEH Stock | USD 1.10 0.09 7.56% |
Global Clean is out of control given 3 months investment horizon. Global Clean Energy holds Efficiency (Sharpe) Ratio of 0.0886, which attests that the entity had a 0.0886 % return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.27% are justified by taking the suggested risk. Use Global Clean Energy Downside Deviation of 10.61, market risk adjusted performance of (4.58), and Risk Adjusted Performance of 0.147 to evaluate company specific risk that cannot be diversified away. Key indicators related to Global Clean's volatility include:
30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |
Global Clean OTC Stock 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 Global daily returns, and it is calculated using variance and standard deviation. We also use Global's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Global Clean volatility.
Global |
Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Global Clean at lower prices. For example, an investor can purchase Global stock that has halved in price over a short period. This will lower their average cost per share, thereby improving the overall portfolio performance when market normalizes.
Moving against Global OTC Stock
| 0.73 | SHG | Shinhan Financial | PairCorr |
| 0.7 | WF | Woori Financial Group | PairCorr |
| 0.7 | HPQ | HP Inc | PairCorr |
| 0.69 | JNJ | Johnson Johnson Fiscal Year End 28th of January 2025 | PairCorr |
| 0.66 | BAC-PL | Bank of America | PairCorr |
| 0.63 | KB | KB Financial Group | PairCorr |
| 0.63 | VZ | Verizon Communications Aggressive Push | PairCorr |
| 0.61 | TRV | The Travelers Companies | PairCorr |
| 0.58 | INTC | Intel Aggressive Push | PairCorr |
Global Clean Market Sensitivity And Downside Risk
Global Clean's beta coefficient measures the volatility of Global otc stock 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 Global otc stock's returns against your selected market. In other words, Global Clean's beta of -0.54 provides an investor with an approximation of how much risk Global Clean otc stock can potentially add to one of your existing portfolios. Global Clean Energy is showing large volatility of returns over the selected time horizon. Global Clean Energy is a potential penny stock. Although Global Clean may be in fact a good instrument to invest, many penny otc stocks are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in Global Clean Energy. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Global instrument if you perfectly time your entry and exit. However, remember that penny otcs 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 Global Clean Energy Demand TrendCheck current 90 days Global Clean correlation with market (Dow Jones Industrial)Global Beta |
Global 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 | 14.32 |
It is essential to understand the difference between upside risk (as represented by Global Clean's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Global Clean's daily returns or price. Since the actual investment returns on holding a position in global otc stock 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 Global Clean.
Global Clean Energy OTC Stock Volatility Analysis
Volatility refers to the frequency at which Global Clean otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Global Clean's price changes. Investors will then calculate the volatility of Global Clean's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc 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 Global Clean's volatility:
Historical Volatility
This type of otc volatility measures Global Clean's fluctuations based on previous trends. It's commonly used to predict Global Clean's future behavior based on its past. However, it cannot conclusively determine the future direction of the otc stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Global Clean's current market price. This means that the otc will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Global Clean'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. Global Clean 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.
Global Clean Projected Return Density Against Market
Given the investment horizon of 90 days Global Clean Energy has a beta of -0.5357 . This usually indicates as returns on the benchmark increase, returns on holding Global Clean are expected to decrease at a much lower rate. During a bear market, however, Global Clean Energy is likely to outperform the market.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 Global Clean or Food Products 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 Global Clean's price will be affected by overall otc stock 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 Global otc'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.
Global Clean Energy has an alpha of 2.4814, implying that it can generate a 2.48 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives a Global Clean Price Volatility?
Several factors can influence a otc'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.Global Clean OTC Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Global Clean is 1128.37. The daily returns are distributed with a variance of 205.03 and standard deviation of 14.32. The mean deviation of Global Clean Energy is currently at 7.38. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.85
α | Alpha over Dow Jones | 2.48 | |
β | Beta against Dow Jones | -0.54 | |
σ | Overall volatility | 14.32 | |
Ir | Information ratio | 0.16 |
Global Clean OTC Stock Return Volatility
Global Clean historical daily return volatility represents how much of Global Clean otc's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 14.3187% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8662% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Global Clean Volatility
Volatility is a rate at which the price of Global Clean 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 Global Clean may increase or decrease. In other words, similar to Global's beta indicator, it measures the risk of Global Clean and helps estimate the fluctuations that may happen in a short period of time. So if prices of Global Clean 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.Global Clean Energy Holdings, Inc., a renewable fuels company, engages in the development, production, and processing of feedstocks through to the refining and distribution of renewable fuels in the United States. The company was incorporated in 2010 and is based in Torrance, California. Global Clean operates under Farm Products classification in the United States and is traded on OTC Exchange. It employs 125 people.
Global Clean'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 Global OTC Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Global Clean's price varies over time.
3 ways to utilize Global Clean's volatility to invest better
Higher Global Clean's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Global Clean Energy 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. Global Clean Energy 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 Global Clean Energy investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Global Clean'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 Global Clean's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Global Clean Investment Opportunity
Global Clean Energy has a volatility of 14.32 and is 16.46 times more volatile than Dow Jones Industrial. 96 percent of all equities and portfolios are less risky than Global Clean. You can use Global Clean Energy to protect your portfolios against small market fluctuations. The otc stock experiences a very speculative downward sentiment. The market maybe over-reacting. Check odds of Global Clean to be traded at $1.045 in 90 days.Good diversification
The correlation between Global Clean Energy and DJI is -0.03 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Global Clean Energy and DJI in the same portfolio, assuming nothing else is changed.
Global Clean Additional Risk Indicators
The analysis of Global Clean'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 Global Clean's investment and either accepting that risk or mitigating it. Along with some common measures of Global Clean otc stock'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 | 0.147 | |||
| Market Risk Adjusted Performance | (4.58) | |||
| Mean Deviation | 8.54 | |||
| Semi Deviation | 7.88 | |||
| Downside Deviation | 10.61 | |||
| Coefficient Of Variation | 618.39 | |||
| Standard Deviation | 15.28 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential otc stocks, we recommend comparing similar otcs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Global Clean 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 Global Clean 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. Global Clean'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, Global Clean'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 Global Clean Energy.
Complementary Tools for Global OTC Stock analysis
When running Global Clean's price analysis, check to measure Global Clean'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 Global Clean is operating at the current time. Most of Global Clean's value examination focuses on studying past and present price action to predict the probability of Global Clean's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Global Clean's price. Additionally, you may evaluate how the addition of Global Clean to your portfolios can decrease your overall portfolio volatility.
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