Electric Power Development Stock Volatility
| EDRWY Stock | USD 25.20 6.60 35.48% |
Electric Power Development operates with a minimal volatility profile across the current review period. Its Sharpe Ratio (Efficiency) stands at 0.13, summarizing favorable risk-adjusted returns over the last 3 months. We observed 17 technical indicators shaping the current volatility backdrop.
Sharpe Ratio = 0.127
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Electric Power Development posted a Market Risk Adjusted Performance of -1.8%, a Risk of 4.51, and a Risk Adjusted Performance of 0.1% for the reported period. Electric Power is operating near 10% of its historical trend range based on monthly averages. Diversification effects vary according to correlation and allocation weight.
Key indicators related to Electric Power's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Electric Power volatility measures the statistical dispersion of Electric Power's daily returns using variance and standard deviation. Combined with Electric's beta and financial distress probability, these metrics provide a comprehensive view of the risk associated with investing in.
Electric |
Volatility Strategy
Historical price movement in Electric Power Development provides context for allocation sensitivity. Current statistical measures show total volatility near 4.51% with a beta coefficient of -0.3, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.13, evaluates return per unit of total risk. An alpha value of 0.5 reflects performance relative to systematic market exposure. Expected return estimates near 0.57% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Trading volume spikes may widen dispersion.
Main indicators related to Electric Power's market risk premium analysis include:
Beta -0.30 | Alpha 0.5 | Risk 4.51 | Sharpe Ratio 0.13 | Expected Return 0.57 |
Moving together with Electric Pink Sheet
Moving against Electric Pink Sheet
| 0.49 | BMYMP | Bristol Myers Squibb | PairCorr |
| 0.38 | PTAIY | Astra International Tbk | PairCorr |
| 0.37 | META | Meta Platforms | PairCorr |
| 0.36 | PIFMY | Indofood Sukses Makmur | PairCorr |
Sensitivity To Market
Beta modeling for Electric Power Development results in a coefficient of -0.3, reflecting relative volatility versus the broader market. Regression slope interpretation explains this systematic risk measure. Total historical volatility is approximately 4.51%.Electric Power Development volatility statistics provide a compact view of historical movement. Downside deviation is about 0.0% and standard deviation is about 4.37%. Equity volatility can compress in calm markets and expand quickly when uncertainty increases.
3 Months Beta |Analyze Electric Power Demand TrendCheck current 90 days Electric Power correlation with market (Dow Jones Industrial)Downside Risk
Electric 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.
Standard Deviation | 4.51 |
It is essential to understand the difference between upside risk (as represented by Electric Power's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Electric Power's daily returns or price. As a public company listed on the PINK Exchange, Electric Power Development draws investor attention across its key financial metrics.
Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Electric Power pink sheet price increases or decreases over a specific time horizon. These price changes indicate the level of risk and opportunity associated with Electric Power's.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Electric Power 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.
Projected Return Density Against Market
Assuming a 90-day horizon Electric Power Development has a beta of -0.2988 suggesting that as returns on the benchmark increase, returns on Electric Power tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Electric Power Development is likely to outperform the market.Electric Power reflects a blend of market-wide risk and company or sector-specific developments. Historical volatility and beta quantify how it responds to broader cycles. Electric Power Development posted a Mean Deviation of 1.06 and a Standard Deviation of 4.37 for the reported period.
Predicted Return Density |
| Returns |
What Drives Electric Power's Price Volatility?
Several factors can influence Electric Power's market volatility:Industry Dynamics
Sector-level events can directly affect Electric Power's price stability. Regulatory changes, supply disruptions, or shifts in demand within Electric Power's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Electric Power.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Electric Power's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Electric Power. During periods of economic expansion, Electric Power's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Electric Power's Company-Specific Factors
Volatility can also stem from events unique to Electric Power. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Electric Power's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Electric Power's share price.Pink Sheet Risk Measures
Assuming a 90-day horizon the coefficient of variation of Electric Power is 787.4. The daily returns are distributed with a variance of 20.31 and standard deviation of 4.51. The mean deviation of Electric Power Development is currently at 1.13. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.50 | |
β | Beta against Dow Jones | -0.2988 | |
σ | Overall volatility | 4.51 | |
Ir | Information ratio | 0.14 |
Pink Sheet Return Volatility
Electric Power daily volatility tracks how widely pink sheet returns have moved around the mean across the selected time frame. The company reflects 4.5065% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8248% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
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
Surface-level performance for Electric Pink Sheet can mask how the business actually stacks up against its competitive set. A thorough review of Electric Power's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TEPCY | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| DRXGY | 0.86 | 0.28 | 0.00 | 0.51 | 0.00 | 1.06 | 19.89 | |||
| DRXGF | 0.63 | 0.14 | 0.00 | 0.47 | 0.00 | 1.12 | 24.29 | |||
| PUPOF | 0.88 | 0.42 | 0.00 | 0.36 | 0.00 | 0.00 | 35.93 | |||
| STECF | 1.02 | 0.45 | 0.00 | -0.87 | 0.00 | 0.00 | 34.04 | |||
| TEPCF | 0.12 | -0.02 | 0.00 | 0.08 | 0.00 | 0.00 | 7.90 | |||
| CGKEF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CSGEF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| IRDEY | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| IRDEF | 15.89 | 4.51 | 0.00 | 14.72 | 0.00 | 37.86 | 19.28 |
Risk Metrics, Assumptions & Methodology
Volatility for Electric Power measures return dispersion and uncertainty over time. Risk-adjusted exposure depends on dispersion and liquidity discipline. Electric Power has a market cap of 2.99 B, P/E of 47.39, ROE of 13.84%.
This section for Electric Power Development is built from periodic company reporting and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Vlad Skutelnik - Macroaxis ContributorElectric Power Investment Opportunity
Electric Power Development currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 5.5. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use Electric Power Development to enhance the returns of your portfolios. This move summary looks at how the current session may translate into a basic near-term setup. It works best as a directional cue rather than as a standalone forecast. a very speculative upward sentiment. The trend is possibly hyped up. Check odds of Electric Power to be traded at $31.5 in 90 days.Very good diversification
The correlation between EDRWY and DJI is -0.5, which Macroaxis classifies as Very good diversification for the selected horizon. The cleaner interpretation is to review correlation beside volatility, expected return, and the role each holding plays in the portfolio.
Electric Power Additional Risk Indicators
Looking at additional risk metrics for Electric Power Development frames how the position may behave under different market and portfolio conditions. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.1069 | |||
| Market Risk Adjusted Performance | -1.76 | |||
| Mean Deviation | 1.06 | |||
| Coefficient Of Variation | 812.4 | |||
| Standard Deviation | 4.37 | |||
| Variance | 19.08 | |||
| Information Ratio | 0.1433 |
Electric Power Suggested Diversification Pairs
Pair trading with Electric Power can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for Electric Power persists even in a well-constructed pair. The benefit is in offsetting Electric Power's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Electric Power Development.
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