Earthfirst Techs Stock Volatility
| EFTI Stock | USD 0.00001 0.00 0.00% |
Earthfirst Techs retains a minimal volatility profile during the current observation window. Earthfirst Techs posts a Sharpe Ratio (Efficiency) of 0.13, showing that returns compensated for risk over the last 3 months. There are 3 technical indicators affecting the current volatility pattern.
Sharpe Ratio = 0.128
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For Earthfirst Techs, recent data highlights a Risk of 128.04. Earthfirst Techs is currently reflecting about 10% of its established moving-average range. Risk-adjusted metrics at the portfolio level depend on weighting and covariance.
Key indicators related to Earthfirst Techs' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Short-term traders focus on Earthfirst Techs' daily volatility and intraday price ranges, while long-term investors are more concerned with Earthfirst Techs's annual return volatility and its impact on compound wealth accumulation over time.
Earthfirst | Build AI portfolio with Earthfirst Stock |
Earthfirst Techs Stock Volatility Analysis
Price volatility in Earthfirst Techs measures the variation in Earthfirst Techs' stock price over time. High volatility means greater uncertainty about Earthfirst Techs' short-term price direction. Low volatility means the stock is more likely to trade within a narrow range.
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The output start index for this execution was zero with a total number of output elements of sixty-one. Earthfirst Techs 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.
Earthfirst Techs Projected Return Density Against Market
Given the investment horizon of 90 days Earthfirst Techs has a beta that is very close to zero suggesting the returns on DOW JONES INDUSTRIAL and Earthfirst Techs do not appear to be responsive.Systematic exposure aligns Earthfirst Techs with overall stock market volatility, while unsystematic drivers reflect company or sector-specific developments. Earthfirst Techs (EFTI) operates as a public company with notable key financial metrics data points.
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What Drives an Earthfirst Techs 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.Earthfirst Techs Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Earthfirst Techs is 781.02. The daily returns are distributed with a variance of 16393.44 and standard deviation of 128.04. The mean deviation of Earthfirst Techs is currently at 32.25. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.00 | |
β | Beta against Dow Jones | 0.00 | |
σ | Overall volatility | 128.04 | |
Ir | Information ratio | 0.00 |
Earthfirst Techs Stock Return Volatility
Earthfirst Techs historical daily return volatility represents how much of Earthfirst Techs stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm inherits 128.0369% risk (volatility on return distribution) over a 90-day horizon. By contrast, Dow Jones Industrial accepts 0.7694% 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 Earthfirst Stock performing well and Earthfirst Techs 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 Earthfirst Techs' 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ETCC | 1.69 | -0.75 | 0.00 | 1.37 | 0.00 | 2.99 | 11.81 | |||
| DOCKF | 22.93 | 9.49 | 0.00 | 1.40 | 0.00 | 52.94 | 381.88 | |||
| PRBCF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| INTWF | 7.99 | 1.08 | 0.08 | 0.74 | 8.19 | 22.00 | 54.14 | |||
| BNET | 6.22 | 1.01 | 0.11 | -1.67 | 6.23 | 14.29 | 38.72 | |||
| CHSTY | 1.01 | 0.51 | 0.00 | 0.55 | 0.00 | 0.00 | 33.81 | |||
| APGI | 5.25 | 1.00 | 0.04 | 3.07 | 6.76 | 16.67 | 92.86 | |||
| RLBY | 8.79 | 1.92 | 0.13 | -0.37 | 7.96 | 23.25 | 155.56 | |||
| AWAW | 13.37 | 0.91 | 0.02 | -0.35 | 17.16 | 50.00 | 270.00 | |||
| EXROF | 26.38 | 4.75 | 0.12 | 1.18 | 22.13 | 100.00 | 266.67 |
About Earthfirst Techs Volatility Analysis
Volatility for Earthfirst Techs measures return dispersion and uncertainty over time. Dispersion metrics refine allocation models across asset classes. Earthfirst Techs has market cap of 1.1 M, ROE of -14.08%.
Unless otherwise specified, financial data for Earthfirst Techs 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. Updates may occur throughout the day.
Earthfirst Techs Investment Opportunity
Measured over the selected horizon, Earthfirst Techs carries roughly 166.29 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 Earthfirst Techs to protect your portfolios against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It is intended to separate routine noise from more speculative bursts in price action. a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Earthfirst Techs to be traded at $0.0 in 90 days.Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Earthfirst Techs Suggested Diversification Pairs
Pair trading with Earthfirst Techs 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 Earthfirst Techs 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. Earthfirst Techs' 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, Earthfirst Techs' 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 Earthfirst Techs.
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