Controladora Vuela (Germany) Risk Analysis And Volatility

2CDA -- Germany Stock  

EUR 7.84  0.18  2.24%

Our philosophy towards foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Controladora Vuela Compaa de Aviacin S A B de C V which you can use to evaluate future volatility of the firm. Please confirm Controladora Vuela Mean Deviation of 1.44, Risk Adjusted Performance of 0.1407 and Downside Deviation of 2.34 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
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 = -0.2421

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 -0.2421 . 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. Moreover, The company has an alpha of 0.3792 implying that it can potentially generate 0.3792% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Controladora Vuela is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Controladora Vuela Compaa de Aviacin S A B de C V is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.69
α
Alpha over DOW
=0.38
β
Beta against DOW=0.24
σ
Overall volatility
=0.00
Ir
Information ratio =0.20

Controladora Vuela Return Volatility

the firm assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 0.6937% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Controladora Vuela Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Controladora Vuela Compaa de Aviacin S A B de C V. 0% 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 0 (%) 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 your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Controladora Vuela to be traded at €7.53 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 Current Risk Indicators

Controladora Vuela Suggested Diversification Pairs

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