United Energy Corp Stock Volatility
| UNRG Stock | USD 0.04 0.0005 1.10% |
United Energy appears to be out of control, given 3 months investment horizon. United Energy Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0514, which indicates the firm had a 0.0514% return per unit of risk over the last 3 months. By inspecting United Energy's technical indicators, you can evaluate if the expected return of 0.76% is justified by implied risk. Please review United Energy's Risk Adjusted Performance of 0.0471, semi deviation of 9.25, and Coefficient Of Variation of 2034.11 to confirm if our risk estimates are consistent with your expectations. Key indicators related to United Energy's volatility include:
180 Days Market Risk | Chance Of Distress | 180 Days Economic Sensitivity |
United Energy Pink Sheet 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 United daily returns, and it is calculated using variance and standard deviation. We also use United's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of United Energy volatility.
United |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as United Energy can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of United Energy at lower prices to lower their average cost per share. Similarly, when the prices of United Energy's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against United Pink Sheet
| 0.41 | MAPSW | WM Technology | PairCorr |
| 0.4 | CHKEL | Chesapeake Energy Symbol Change | PairCorr |
| 0.37 | CHKEZ | Chesapeake Energy Symbol Change | PairCorr |
United Energy Market Sensitivity And Downside Risk
United Energy's beta coefficient measures the volatility of United pink sheet 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 United pink sheet's returns against your selected market. In other words, United Energy's beta of 1.28 provides an investor with an approximation of how much risk United Energy pink sheet can potentially add to one of your existing portfolios. United Energy Corp is showing large volatility of returns over the selected time horizon. United Energy Corp is a penny stock. Although United Energy may be in fact a good investment, many penny pink sheets are subject to artificial price hype. Make sure you completely understand the upside potential and downside risk of investing in United Energy Corp. We encourage investors to look for signals such as message board hypes, claims of breakthroughs, email spams, sudden volume upswings, and other similar hype indicators. We also encourage traders to check biographies and work history of company officers before investing in instruments with high volatility. You can indeed make money on United instrument if you perfectly time your entry and exit. However, remember that penny pink sheets 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 United Energy Corp Demand TrendCheck current 90 days United Energy correlation with market (Dow Jones Industrial)United Beta |
United 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 | 14.73 |
It is essential to understand the difference between upside risk (as represented by United Energy's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of United Energy's daily returns or price. Since the actual investment returns on holding a position in united pink sheet 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 United Energy.
United Energy Corp Pink Sheet Volatility Analysis
Volatility refers to the frequency at which United Energy pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with United Energy's price changes. Investors will then calculate the volatility of United Energy's pink sheet to predict their future moves. A pink sheet that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A pink sheet with relatively stable price changes has low volatility. A highly volatile pink sheet 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 United Energy's volatility:
Historical Volatility
This type of pink sheet volatility measures United Energy's fluctuations based on previous trends. It's commonly used to predict United Energy's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for United Energy's current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on United Energy'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. United Energy Corp 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.
United Energy Projected Return Density Against Market
Given the investment horizon of 90 days the pink sheet has the beta coefficient of 1.2765 . This usually implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, United Energy will likely underperform.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 United Energy or Chemicals 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 United Energy's price will be affected by overall pink sheet 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 United pink sheet'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.
United Energy Corp has an alpha of 0.5447, implying that it can generate a 0.54 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |
| Returns |
What Drives an United Energy Price Volatility?
Several factors can influence a pink sheet'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.United Energy Pink Sheet Risk Measures
Given the investment horizon of 90 days the coefficient of variation of United Energy is 1944.8. The daily returns are distributed with a variance of 217.03 and standard deviation of 14.73. The mean deviation of United Energy Corp is currently at 7.61. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | 0.54 | |
β | Beta against Dow Jones | 1.28 | |
σ | Overall volatility | 14.73 | |
Ir | Information ratio | 0.04 |
United Energy Pink Sheet Return Volatility
United Energy historical daily return volatility represents how much of United Energy pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 14.7319% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7462% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About United Energy Volatility
Volatility is a rate at which the price of United Energy 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 United Energy may increase or decrease. In other words, similar to United's beta indicator, it measures the risk of United Energy and helps estimate the fluctuations that may happen in a short period of time. So if prices of United Energy 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.United Energy Corp., a diversified oil and gas producer, engages in the exploration, development, production, technology, and storage of oil and gas resources in the United States. It owns or has operations in approximately 250,000 acres of leasehold, 3,200 wells, and 1,100 miles of natural gas pipelines in Texas, Oklahoma, Kansas, and Louisiana. UNITED ENERGY operates under Oil Gas EP classification in the United States and is traded on OTC Exchange.
United Energy'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 United Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much United Energy's price varies over time.
3 ways to utilize United Energy's volatility to invest better
Higher United Energy's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of United Energy Corp 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. United Energy Corp 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 United Energy Corp investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in United Energy'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 United Energy's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
United Energy Investment Opportunity
United Energy Corp has a volatility of 14.73 and is 19.64 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of United Energy Corp is higher than 96 percent of all global equities and portfolios over the last 90 days. You can use United Energy Corp to protect your portfolios against small market fluctuations. The pink sheet experiences a bearish sentiment with high volatility. Check odds of United Energy to be traded at $0.0436 in 90 days.Significant diversification
The correlation between United Energy Corp and DJI is 0.07 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding United Energy Corp and DJI in the same portfolio, assuming nothing else is changed.
United Energy Additional Risk Indicators
The analysis of United Energy'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 United Energy's investment and either accepting that risk or mitigating it. Along with some common measures of United Energy pink sheet'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 | 0.0471 | |||
| Market Risk Adjusted Performance | 0.5643 | |||
| Mean Deviation | 7.66 | |||
| Semi Deviation | 9.25 | |||
| Downside Deviation | 11.1 | |||
| Coefficient Of Variation | 2034.11 | |||
| Standard Deviation | 14.6 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
United Energy 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 United Energy 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. United Energy'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, United Energy'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 United Energy Corp.
Complementary Tools for United Pink Sheet analysis
When running United Energy's price analysis, check to measure United Energy'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 United Energy is operating at the current time. Most of United Energy's value examination focuses on studying past and present price action to predict the probability of United Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move United Energy's price. Additionally, you may evaluate how the addition of United Energy to your portfolios can decrease your overall portfolio volatility.
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