Greenfire Resources Stock Volatility
| GFR Stock | 6.65 0.16 2.47% |
Sharpe Ratio = 0.0845
| Leading Returns | Top Quartile | |||
| Strong | ||||
| Moderate | ||||
| Modest | GFR | |||
| Cash | Low | Moderate | Elevated | High |
| Below Benchmark |
Greenfire Resources posted a Market Risk Adjusted Performance of -0.3%, a Risk of 3.10, and a Risk Adjusted Performance of 0.1% for the reported period. Moving average data positions the stock near 6% of its recent return envelope.
Key indicators related to Greenfire Resources' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Greenfire Resources (3 Months):
Beta -0.88 | Alpha 0.27 | Risk 3.1 | Sharpe Ratio 0.08 | Expected Return 0.26 |
Moving together with Greenfire Stock
| 0.75 | AR | Antero Resources Corp | PairCorr |
| 0.74 | VG | Venture Global Downward Rally | PairCorr |
| 0.67 | RBY | Rubellite Energy Earnings Call This Week | PairCorr |
| 0.65 | VIST | Vista Oil Gas | PairCorr |
| 0.69 | VNOM | Viper Energy Ut Earnings Call This Week | PairCorr |
| 0.68 | LGN | Logan Energy Corp | PairCorr |
| 0.67 | EPSN | Epsilon Energy Earnings Call This Week | PairCorr |
| 0.74 | FANG | Diamondback Energy | PairCorr |
| 0.65 | STS1 | Santos Limited | PairCorr |
| 0.62 | BTE | Baytex Energy Corp Earnings Call This Week | PairCorr |
| 0.8 | CNQ | Canadian Natural | PairCorr |
| 0.75 | COP | ConocoPhillips | PairCorr |
| 0.73 | CRC | California Resources Corp Earnings Call This Week | PairCorr |
Moving Against Greenfire Stock
Sensitivity To Market
The beta coefficient of -0.88 for Greenfire Resources measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 3.1%. This analysis separates observed movement from interpretation for Greenfire Resources. Standard deviation (3.09%) and downside deviation (3.08%) describe the range without implying direction. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Greenfire Resources Demand TrendCurrent 90-day Greenfire Resources correlation with market (Dow Jones Industrial)Downside Risk
Greenfire standard deviation over the selected horizon reflects the magnitude of daily price swings relative to the historical average. A rising standard deviation for Greenfire over successive periods signals increasing price uncertainty.
Standard Deviation | 3.1 |
Understanding the asymmetry between upside and downside risk is critical for Greenfire Resources analysis. Total price dispersion includes upside, while downside deviation captures only loss risk in Greenfire Resources' returns. Greenfire Resources posted a Downside Deviation of 3.08, a Downside Variance of 9.50, and a Maximum Drawdown of 15.78 for the reported period.
Stock Volatility Analysis
Volatility is a statistical measure of the dispersion of Greenfire Resources stock returns over a given period of time. Volatility measures how much Greenfire Resources' stock price deviates from its average over a period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Greenfire Resources'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
Over a 90-day investment horizon, Greenfire Resources has a beta of -0.882. This usually indicatesGreenfire Resources carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. Greenfire Resources posted a Downside Deviation of 3.08, a Mean Deviation of 2.49, and a Semi Deviation of 2.89 for the reported period.
Predicted Return Distribution |
| Density |
What Drives Greenfire Resources' Price Volatility?
Industry Dynamics
Competitive pressure, margin shifts, or structural changes in the Oil, Gas & Consumable Fuels sector can alter Greenfire Resources' day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for Greenfire Resources.Greenfire Resources' Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in Greenfire Resources' stock.Stock Risk Measures
Over a 90-day investment horizon, the coefficient of variation of Greenfire Resources is 1183.11. The daily returns are distributed with a variance of 9.62 and standard deviation of 3.1. The mean deviation of Greenfire Resources is currently at 2.46. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | 0.27 | |
β | Beta against Dow Jones | -0.882 | |
σ | Overall volatility | 3.10 | |
Ir | Information ratio | 0.09 |
Stock Return Volatility
Volatility for Greenfire Resources quantifies the day-to-day dispersion of stock returns around their historical average. The company carries 3.1021% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial reported 0.9714% 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
| High negative correlations
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Risk-Adjusted Indicators
Headline performance for Greenfire Stock may not fully reflect how the business compares across its competitive set. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| GPRK | 2.69 | 0.25 | 0.08 | -0.55 | 3.17 | 4.65 | 23.11 | |||
| WTI | 5.80 | 1.25 | 0.21 | -0.63 | 5.41 | 13.26 | 35.09 | |||
| FET | 2.32 | 0.46 | 0.13 | 0.79 | 2.85 | 5.16 | 16.78 | |||
| PNRG | 2.81 | 0.39 | 0.11 | -0.55 | 3.21 | 5.91 | 17.26 | |||
| NGS | 1.31 | 0.27 | 0.15 | 0.83 | 1.64 | 2.92 | 10.07 | |||
| REI | 3.44 | 0.85 | 0.20 | -0.68 | 3.54 | 7.09 | 16.81 | |||
| BRY | 1.47 | -0.28 | 0.00 | 2.50 | 0.00 | 2.46 | 8.78 | |||
| GEOS | 4.75 | -0.55 | 0.00 | -0.28 | 0.00 | 8.01 | 51.37 | |||
| OBE | 2.71 | 1.05 | 0.34 | 34.70 | 2.61 | 6.03 | 14.19 | |||
| NC | 2.18 | 0.04 | 0.01 | 0.04 | 3.10 | 5.06 | 22.32 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for Greenfire Resources identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime transitions often precede directional moves, making volatility shifts a useful timing signal. Greenfire Resources has a market cap of 814.03 million, ROE of 4.78%.
Greenfire Resources data is compiled from periodic company reporting and market reference feeds and standardized for comparability. Analyst projections are included when active coverage applies. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Greenfire Resources is more volatile than Dow Jones Industrial by approximately 3.2x 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 27% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Greenfire Resources with characteristics aligned to broad market upside participation. This short-horizon analysis focuses on what the latest move may imply for immediate market context. It is intended to separate routine noise from more speculative bursts in price action. 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 Greenfire Resources probability analysis.
Very strong inverse diversification
The correlation between Greenfire Resources and Dow Jones is -0.6, which Macroaxis classifies as Very strong inverse diversification for the selected horizon. This chart measures the degree of risk overlap between Greenfire Resources and Dow Jones.
Additional Risk Indicators
Secondary risk indicators for Greenfire Resources evaluate exposure beyond standard deviation, beta, or one headline volatility measure. These measures support both standalone risk assessment and portfolio-level analysis.
| Risk Adjusted Performance | 0.0959 | |||
| Market Risk Adjusted Performance | -0.30 | |||
| Mean Deviation | 2.49 | |||
| Semi Deviation | 2.89 | |||
| Downside Deviation | 3.08 | |||
| Coefficient Of Variation | 1075.8 | |||
| Standard Deviation | 3.09 |
Greenfire Resources Suggested Diversification Pairs
A pair-trading setup around Greenfire Resources 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.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Greenfire Resources' exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Greenfire Resources' idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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