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BANKIA FUSI (Spain) Volatility

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Our approach towards foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for BANKIA FUSI N III, which you can use to evaluate future volatility of the entity. Please confirm BANKIA FUSI N to double-check if the risk estimate we provide is consistent with the expected return of 0.0%.
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BANKIA FUSI Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of BANKIA daily returns, and it is calculated using variance and standard deviation. We also use BANKIA's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of BANKIA FUSI volatility.

BANKIA FUSI N Technical Analysis

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We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

BANKIA FUSI Projected Return Density Against Market

Assuming 30 trading days horizon, BANKIA FUSI has beta of 0.0 suggesting the returns on DOW and BANKIA FUSI do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of BANKIA FUSI is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of BANKIA FUSI N III is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 3.73
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

BANKIA FUSI Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 3.8336% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

BANKIA FUSI Investment Opportunity

DOW has a standard deviation of returns of 3.83 and is 9.223372036854776E16 times more volatile than BANKIA FUSI N III. of all equities and portfolios are less risky than BANKIA FUSI. Compared to the overall equity markets, volatility of historical daily returns of BANKIA FUSI N III is lower than 0 () of all global equities and portfolios over the last 30 days.

BANKIA FUSI Current Risk Indicators

BANKIA FUSI Suggested Diversification Pairs

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