RGC Resources Stock Volatility
| RGCO Stock | USD 22.38 0.18 0.81% |
Over the designated horizon, RGC Resources maintains a low volatility profile. RGC Resources registers a Sharpe Ratio (Efficiency) of -0.004, suggesting weak return efficiency over the last 3 months. We identified 30 technical signals influencing current risk dynamics.
Sharpe Ratio = -0.004
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| Negative Returns | RGCO |
Latest disclosures for RGC Resources show a Market Risk Adjusted Performance of 0.1%, a Risk of 1.66, and a Risk Adjusted Performance of 0.02%. Monthly moving average analysis shows RGC Resources is not yet reaching its full return potential. Incorporating it into a well-diversified portfolio can enhance total return while reducing risk.
Key indicators related to RGC Resources' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
RGC Resources' volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of RGC Resources's typical price swings and is a primary input in options pricing models.
RGC Resources Volatility Strategy
RGC Resources return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 1.66% with a beta coefficient of 0.19, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.004, evaluates return per unit of total risk. An alpha value of 0.0273 reflects performance relative to systematic market exposure. Expected return estimates near -0.0067% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Risk appetite shifts can affect dispersion levels.
Main indicators related to RGC Resources' market risk premium analysis include:
Beta 0.19 | Alpha 0.0273 | Risk 1.66 | Sharpe Ratio -0.004 | Expected Return -0.01 |
Moving against RGC Stock
RGC Resources Sensitivity To Market
RGC Resources'RGC Resources exhibits a beta of 0.19, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 1.66%.Volatility metrics for RGC Resources describe how stable or unstable returns have been over the selected window. Current downside deviation is about 1.44%. Options markets imply a forward-looking volatility estimate near 110.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For stocks, volatility can be sensitive to changes in rates, inflation expectations, and overall market tone.
3 Months Beta |Analyze RGC Resources Demand TrendCheck current 90 days RGC Resources correlation with market (Dow Jones Industrial)RGC Resources Downside Risk
The standard deviation of RGC measures how widely its daily prices are dispersed around the mean for a given time period. Highly volatile instruments have large standard deviations; stable instruments have small ones.
Standard Deviation | 1.66 |
Standard deviation captures both upside and downside movement in RGC Resources. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of RGC Resources' returns. Latest disclosures for RGC Resources show a Downside Deviation of 1.44, a Downside Variance of 2.08, and a Maximum Drawdown of 8.23.
Using RGC Put Option to Manage Risk Based on 2026-04-17 Contracts
Latest disclosures for RGC Resources show an Option Implied Volatility of 1.10 and an Option Max Pain Price of -1. Put options on RGC Resources serve as a defensive tool for investors who want to protect their position. By purchasing a put on RGC Stock, the holder secures the right to sell at the strike price regardless of how far RGC Resources' drops.
RGC Resources' PUT expiring on 2026-04-17
Profit |
| RGC Resources Price At Expiration |
Current RGC Resources Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | RGCO260417P00015000 | -0.174448 | 0.009851 | 2 | 2026-04-17 | 0.0 - 4.8 | 0.0 | View |
Put | RGCO260417P00017500 | -0.228231 | 0.014426 | 2 | 2026-04-17 | 0.0 - 4.8 | 0.0 | View |
Put | RGCO260417P00020000 | -0.136169 | 0.079477 | 19 | 2026-04-17 | 0.05 - 0.35 | 0.0 | View |
Put | RGCO260417P00022500 | -0.449597 | 0.151374 | 6 | 2026-04-17 | 0.0 - 0.95 | 0.0 | View |
RGC Resources Stock Volatility Analysis
RGC Resources stock volatility is a measure of the speed and extent of RGC Resources' price movements. High volatility generally means the stock price moves dramatically up or down in a short period of time. Low volatility means RGC Resources' price does not fluctuate dramatically, and tends to be.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. RGC Resources 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.
RGC Resources Projected Return Density Against Market
Given the investment horizon of 90 days RGC Resources has a beta of 0.1909 indicating as returns on the market go up, RGC Resources's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding RGC Resources is expected to be smaller as well.Investors in RGC Resources face systematic risk from overall stock market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. Latest disclosures for RGC Resources show a Downside Deviation of 1.44, a Mean Deviation of 1.24, and an Option Implied Volatility of 1.10.
Predicted Return Density |
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What Drives a RGC Resources Price Volatility?
Several factors can influence a stock'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 investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.RGC Resources Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of RGC Resources is -24816.36. The daily returns are distributed with a variance of 2.75 and standard deviation of 1.66. The mean deviation of RGC Resources is currently at 1.27. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.03 | |
β | Beta against Dow Jones | 0.19 | |
σ | Overall volatility | 1.66 | |
Ir | Information ratio | 0.03 |
RGC Resources Stock Return Volatility
RGC Resources historical daily return volatility represents how much of RGC Resources stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 1.6569% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7735% volatility on return distribution over a 90-day horizon. Performance |
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Related Correlations Analysis
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
There is a big difference between RGC Stock performing well and RGC Resources Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze RGC Resources' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| GPJA | 0.32 | 0.03 | 0.12 | 0.14 | 0.32 | 0.92 | 1.88 | |||
| ENO | 0.43 | 0.01 | 0.04 | 0.05 | 0.59 | 0.98 | 3.39 | |||
| EMP | 0.29 | 0.00 | 0.04 | -0.01 | 0.38 | 0.58 | 1.68 | |||
| PCYO | 1.52 | -0.23 | 0.00 | -0.34 | 0.00 | 3.66 | 10.93 | |||
| NXXT | 5.35 | -0.97 | 0.00 | -0.30 | 0.00 | 14.55 | 39.76 | |||
| GWRS | 1.29 | -0.16 | 0.00 | -0.20 | 0.00 | 2.22 | 16.61 | |||
| NFE | 4.38 | -0.17 | 0.00 | -0.14 | 0.00 | 11.11 | 35.70 | |||
| ARTNA | 1.02 | 0.07 | 0.06 | 1.18 | 1.47 | 2.49 | 7.01 | |||
| ELLO | 2.82 | 0.38 | 0.14 | 2.56 | 2.58 | 7.54 | 18.68 |
About RGC Resources Volatility Analysis
Volatility for RGC Resources measures return dispersion and uncertainty over time. Downside profile remains relatively contained. RGC Resources has a market cap of 230.76 M, P/E of 17.12, ROE of 11.3%. 
Gabriel Shpitalnik ยท Member of Macroaxis Editorial Board
Unless otherwise specified, financial data for RGC Resources is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. RGC Resources may have analyst coverage included in Macroaxis-derived consensus inputs when available. Updates may occur throughout the day.
RGC Stock is Curated By:
Gabriel Shpitalnik ยท Member of Macroaxis Editorial BoardRGC Resources Investment Opportunity
Measured over the selected horizon, RGC Resources carries roughly 2.16 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use RGC Resources to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is most useful when combined with broader risk controls and position-sizing discipline. a moderate upward volatility. Check odds of RGC Resources to be traded at $24.62 in 90 days.Very good diversification
Across the chosen horizon, RGCO and DJI show a correlation of -0.44 and fall into the Very good diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
RGC Resources Additional Risk Indicators
Risk analysis around RGC Resources becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0212 | |||
| Market Risk Adjusted Performance | 0.1322 | |||
| Mean Deviation | 1.24 | |||
| Semi Deviation | 1.37 | |||
| Downside Deviation | 1.44 | |||
| Coefficient Of Variation | 4826.12 | |||
| Standard Deviation | 1.61 |
RGC Resources Suggested Diversification Pairs
Pair trading with RGC Resources can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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 RGC Resources 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. RGC Resources' 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, RGC Resources' 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 RGC Resources.
More Resources for RGC Stock Analysis
A structured review of RGC Resources often starts with core financial statements and trend context. Financial ratios provide context for profitability, efficiency, and growth trends. Below are reports that help frame RGC Resources Stock in context:RGC Resources has a market cap of 230.76 M, operating margin of 22.22%, ROE of 11.3%. Use Your Equity Center to explore allocation context. This includes a position in RGC Resources across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in services. For more information on how to buy RGC Stock please use our How to Buy RGC Stock guide.Analysis related to RGC Resources should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Quarterly Earnings Growth -0.08 | Dividend Share 0.84 | Earnings Share 1.24 | Revenue Per Share | Quarterly Revenue Growth 0.109 |
The market value of RGC Resources is measured differently than book value, which reflects RGC accounting equity. RGC Resources' market capitalization is 230.76 M. A P/B ratio of 2.0 indicates the market values RGC Resources above its accounting book value. Enterprise value stands at 386.68 M. The intrinsic value concept focuses on underlying worth, which can diverge from market price and book value. Valuation work aligns these measures into a single context.
Note that RGC Resources' intrinsic value and market price are different measures derived from different inputs. For RGC Resources, key inputs include a P/E ratio of 17.12, a P/B ratio of 2.0, a profit margin of 13.11%, and ROE of 11.3%. Trading price represents the transaction level agreed by market participants.