Controladora Vuela (Germany) Risk Analysis And Volatility Evaluation

2CDA -- Germany Stock  

EUR 5.23  0.00  0.00%

Macroaxis considers Controladora Vuela to be unknown risk. Controladora Vuela secures Sharpe Ratio (or Efficiency) of -0.0716 which signifies that Controladora Vuela had -0.0716% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Controladora Vuela Compaa de Aviacin S A B de C V exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Controladora Vuela Risk Adjusted Performance of (0.17) and Mean Deviation of 2.62 to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Controladora Vuela Market Sensitivity

As returns on market increase, returns on owning Controladora Vuela are expected to decrease at a much smaller rate. During bear market, Controladora Vuela is likely to outperform the market.
2 Months Beta |Analyze Controladora Vuela Demand Trend
Check current 30 days Controladora Vuela correlation with market (DOW)
β = -0.0992

Controladora Vuela Central Daily Price Deviation

Controladora Vuela Technical Analysis

Transformation
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Controladora Vuela Projected Return Density Against Market

Assuming 30 trading days horizon, Controladora Vuela Compaa de Aviacin S A B de C V has beta of -0.0992 . This suggests as returns on benchmark increase, returns on holding Controladora Vuela are expected to decrease at a much smaller rate. During bear market, however, Controladora Vuela Compaa de Aviacin S A B de C V is likely to outperform the market. Additionally, Controladora Vuela Compaa de Aviacin S A B de C V has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Controladora Vuela is -1397.44. The daily returns are destributed with a variance of 6.53 and standard deviation of 2.55. The mean deviation of Controladora Vuela Compaa de Aviacin S A B de C V is currently at 1.97. For similar time horizon, the selected benchmark (DOW) has volatility of 1.32
α
Alpha over DOW
=0.47
β
Beta against DOW=0.1
σ
Overall volatility
=2.55
Ir
Information ratio =0.09

Controladora Vuela Return Volatility

Controladora Vuela Compaa de Aviacin S A B de C V assumes 2.5547% volatility of returns over the 30 days investment horizon. DOW inherits 1.3328% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Controladora Vuela Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Controladora Vuela Investment Opportunity

Controladora Vuela Compaa de Aviacin S A B de C V has a volatility of 2.55 and is 1.92 times more volatile than DOW. 23% of all equities and portfolios are less risky than Controladora Vuela. Compared to the overall equity markets, volatility of historical daily returns of Controladora Vuela Compaa de Aviacin S A B de C V is lower than 23 (%) of all global equities and portfolios over the last 30 days. Use Controladora Vuela Compaa de Aviacin S A B de C V to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Controladora Vuela to be traded at €5.18 in 30 days. As returns on market increase, returns on owning Controladora Vuela are expected to decrease at a much smaller rate. During bear market, Controladora Vuela is likely to outperform the market.

Controladora Vuela correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Controladora Vuela Compaa de A and equity matching DJI index in the same portfolio.

Controladora Vuela Volatility Indicators

Controladora Vuela Compaa de Aviacin S A B de C V Current Risk Indicators

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