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CAIXABANK MASTER (Spain) Volatility

CA
Our philosophy 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 CAIXABANK MASTER RETORNO ABSOLU, which you can use to evaluate future volatility of the entity. Please confirm CAIXABANK MASTER RET to double-check if the risk estimate we provide is consistent with the expected return of 0.0%.
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CAIXABANK MASTER 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 CAIXABANK daily returns, and it is calculated using variance and standard deviation. We also use CAIXABANK's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of CAIXABANK MASTER volatility.

CAIXABANK MASTER RET Technical Analysis

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CAIXABANK MASTER Projected Return Density Against Market

Assuming 30 trading days horizon, CAIXABANK MASTER has beta of 0.0 suggesting the returns on DOW and CAIXABANK MASTER 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 CAIXABANK MASTER is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of CAIXABANK MASTER RETORNO ABSOLU is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 3.83
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

CAIXABANK MASTER Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 3.799% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

CAIXABANK MASTER Investment Opportunity

DOW has a standard deviation of returns of 3.8 and is 9.223372036854776E16 times more volatile than CAIXABANK MASTER RETORNO ABSOLU. of all equities and portfolios are less risky than CAIXABANK MASTER. Compared to the overall equity markets, volatility of historical daily returns of CAIXABANK MASTER RETORNO ABSOLU is lower than 0 () of all global equities and portfolios over the last 30 days.

CAIXABANK MASTER Current Risk Indicators

CAIXABANK MASTER Suggested Diversification Pairs

Check out Investing Opportunities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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