Getty Copper Stock Volatility
| GTCDF Stock | USD 0.12 -0.02 -14.29% |
Over the last 3 months, Getty Copper maintains very high price volatility. Getty Copper indicates a Sharpe ratio of 0.12, suggesting positive return efficiency over the last 3 months. The current setup includes 18 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.1239
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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For Getty Copper, recent data highlights a Market Risk Adjusted Performance of -0.4%, a Risk of 76.25, and a Risk Adjusted Performance of 0.1%. Getty Copper reflects approximately 9% of its established trend range based on monthly averages. Portfolio-level outcomes depend on how the asset interacts with other holdings. Portfolio outcomes depend on how Getty Copper interacts with existing holdings over time. Evaluating Getty Copper against its trend range supports more grounded portfolio decisions.
Key indicators related to Getty Copper's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding Getty Copper's historical volatility sets realistic expectations for Getty Copper's future price range. Investors use volatility estimates to size positions, set stop-loss levels, and price the cost of hedging Getty Copper exposure. Volatility analysis for Getty Copper is most actionable when combined with directional views. High financial distress probability for Getty Copper amplifies the risk of extreme downside scenarios.
Getty |
Volatility Strategy
Getty Copper 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 76.25% with a beta coefficient of -21.76, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.12, evaluates return per unit of total risk. An alpha value of 7.48 reflects performance relative to systematic market exposure. Expected return estimates near 9.45% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Competitive positioning may influence variability.
Main indicators related to Getty Copper's market risk premium analysis include:
Beta -21.76 | Alpha 7.48 | Risk 76.25 | Sharpe Ratio 0.12 | Expected Return 9.45 |
Moving against Getty Pink Sheet
| 0.57 | BKRKY | Bank Rakyat | PairCorr |
| 0.42 | PBCRY | Bank Central Asia | PairCorr |
| 0.4 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.38 | PTBRY | Bank Negara Indonesia | PairCorr |
Sensitivity To Market
Getty Copper exhibits a beta of -21.76, 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 76.25%.Volatility metrics for Getty Copper describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.0%. Stock volatility often clusters, meaning high-volatility periods can come in waves.
3 Months Beta |Analyze Getty Copper Demand TrendCheck current 90 days Getty Copper correlation with market (Dow Jones Industrial)Downside Risk
For Getty, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. Volatile instruments show high standard deviation; stable instruments show low. Standard deviation for Getty provides a measure of daily price dispersion around the mean. Standard deviation for Getty allows comparison of risk levels across different time horizons.
Standard Deviation | 76.25 |
Distinguishing between standard deviation and downside deviation sharpens the risk picture for Getty Copper. Upside risk is measured by Getty Copper's standard deviation, while downside risk is captured by downside deviation of Getty Copper's returns. Standard deviation and downside deviation for Getty Copper measure different things — total dispersion vs. loss-only dispersion. Semi-deviation and downside deviation focus on the loss risk embedded in Getty Copper's returns. For Getty Copper, recent data highlights a Maximum Drawdown of 600.
Pink Sheet Volatility Analysis
For investors tracking Getty Copper, understanding volatility is essential to managing portfolio risk. It indicates how dramatically Getty Copper's price swings over a specific time horizon. For traders and investors in Getty Copper, volatility is both a risk factor and a source of opportunity. Sharp price movements in Getty Copper's can be triggered by earnings surprises, macroeconomic data, or sector trends.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Getty Copper 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 Getty Copper has a beta of -21.7615 . This usually indicates as returns on its benchmark rise, returns on Getty Copper are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, Getty Copper is expected to outperform its benchmark.Investors in Getty Copper face systematic risk from overall pink sheet 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. For Getty Copper, recent data highlights a Mean Deviation of 17.91 and a Standard Deviation of 73.90.
Predicted Return Distribution |
| Density |
What Drives Getty Copper's Price Volatility?
Industry Dynamics
Getty Copper's volatility can rise when competitive dynamics or demand conditions shift across the Basic Materials sector.Political and Economic Environment
Changes in fiscal policy, rates, and growth expectations affect market-wide risk premiums and spill into Getty Copper's trading.Getty Copper's Company-Specific Factors
Event risk around earnings, forecasts, and operating performance can create abrupt price dispersion in Getty Copper.Pink Sheet Risk Measures
Assuming a 90-day horizon the coefficient of variation of Getty Copper is 807.15. The daily returns are distributed with a variance of 5814.28 and standard deviation of 76.25. The mean deviation of Getty Copper is currently at 19.05. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | 7.48 | |
β | Beta against Dow Jones | -21.7615 | |
σ | Overall volatility | 76.25 | |
Ir | Information ratio | 0.12 |
Pink Sheet Return Volatility
Getty Copper return volatility captures the typical daily swing in pink sheet returns relative to the mean over the selected period. The company has volatility of 76.2514% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8484% 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
Getty Copper Company can look attractive on recent price action while risk efficiency lags the peer group. Reviewing Getty Copper's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SEHKF | 444.72 | 207.76 | 0.00 | -0.86 | 0.00 | 0.00 | 14,900 | |||
| SVBL | 3.37 | 0.03 | 0.02 | -1.05 | 3.75 | 9.09 | 21.74 | |||
| ERVFF | 5.07 | 0.80 | 0.06 | 0.16 | 5.81 | 25.00 | 61.57 | |||
| HGGCF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CBULF | 13.31 | 1.92 | 0.08 | -0.93 | 13.89 | 56.36 | 131.97 | |||
| NIOCF | 61.56 | 31.01 | 0.00 | 1.72 | 0.00 | 174.51 | 1,480 | |||
| SPCNF | 4.22 | 0.14 | 0.01 | 5.15 | 6.99 | 13.60 | 63.15 | |||
| CDMNF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CAMZF | 5.03 | 0.51 | 0.08 | 20.64 | 5.79 | 13.33 | 45.95 | |||
| ATBHF | 4.49 | 0.50 | 0.07 | -1.26 | 5.72 | 14.32 | 37.19 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Getty Copper measures how widely returns scatter around their average over a given period. Higher dispersion implies a wider range of plausible outcomes for any given holding period. Getty Copper has a market cap of 3.17 M, ROE of -8.7%.
Data shown for Getty Copper is aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardGetty Copper Investment Opportunity
Getty Copper is about 89.71 times more volatile than Dow Jones Industrial based on recent return behavior. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Getty Copper to protect the portfolio against small market fluctuations. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a very speculative downward sentiment. The market maybe over-reacting. Check odds of Getty Copper to be traded at $0.114 in 90 days.Very strong inverse diversification
For the present investment horizon, the measured correlation between Getty Copper and Dow Jones stands at -0.67, or Very strong inverse diversification. A -0.67 reading means Getty Copper and Dow Jones have partial price overlap, offering some diversification benefit.
Getty Copper Additional Risk Indicators
Risk analysis around Getty Copper becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.1081 | |||
| Market Risk Adjusted Performance | -0.40 | |||
| Mean Deviation | 17.91 | |||
| Coefficient Of Variation | 832.76 | |||
| Standard Deviation | 73.9 | |||
| Variance | 5461.63 | |||
| Information Ratio | 0.1208 |
Getty Copper Suggested Diversification Pairs
A pair strategy built around Getty Copper is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
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While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around Getty Copper, market-wide risk remains. What pair trading can address is Getty Copper's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.
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