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SABADELL PLANIFICACI (Spain) Volatility

SA
ES0182544009 -- Spain Fund  

EUR 9.34  0.00  0.00%

Macroaxis considers SABADELL PLANIFICACI to be slightly risky. SABADELL PLANIFICACI retains Efficiency (Sharpe Ratio) of -0.2635, which indicates the fund had -0.2635% of return per unit of risk over the last 3 months. Macroaxis approach towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. SABADELL PLANIFICACI exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate SABADELL PLANIFICACI N 25 BASE Standard Deviation of 1.59 and Market Risk Adjusted Performance of 10.76 to confirm the risk estimate we provide.
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SABADELL PLANIFICACI 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 SABADELL daily returns, and it is calculated using variance and standard deviation. We also use SABADELL's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of SABADELL PLANIFICACI volatility.

SABADELL PLANIFICACI Market Sensitivity

As returns on market increase, returns on owning SABADELL PLANIFICACI are expected to decrease at a much smaller rate. During bear market, SABADELL PLANIFICACI is likely to outperform the market.
3 Months Beta |Analyze SABADELL PLANIFICACI Demand Trend
Check current 30 days SABADELL PLANIFICACI correlation with market (DOW)
β = -0.0262

SABADELL PLANIFICACI Central Daily Price Deviation

SABADELL PLANIFICACI Technical Analysis

Transformation
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SABADELL PLANIFICACI Projected Return Density Against Market

Assuming 30 trading days horizon, SABADELL PLANIFICACI N 25 BASE has beta of -0.0262 suggesting as returns on benchmark increase, returns on holding SABADELL PLANIFICACI are expected to decrease at a much smaller rate. During bear market, however, SABADELL PLANIFICACI N 25 BASE is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. SABADELL PLANIFICACI is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of SABADELL PLANIFICACI is -379.52. The daily returns are destributed with a variance of 4.26 and standard deviation of 2.06. The mean deviation of SABADELL PLANIFICACI N 25 BASE is currently at 1.17. For similar time horizon, the selected benchmark (DOW) has volatility of 3.8
α
Alpha over DOW
=0.29
β
Beta against DOW=0.03
σ
Overall volatility
=2.06
Ir
Information ratio =0.06

SABADELL PLANIFICACI Return Volatility

the fund accepts 2.0637% volatility on return distribution over the 30 days horizon. the entity inherits 3.8581% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

SABADELL PLANIFICACI Investment Opportunity

DOW has a standard deviation of returns of 3.86 and is 1.87 times more volatile than SABADELL PLANIFICACI N 25 BASE. 18  of all equities and portfolios are less risky than SABADELL PLANIFICACI. Compared to the overall equity markets, volatility of historical daily returns of SABADELL PLANIFICACI N 25 BASE is lower than 18 () of all global equities and portfolios over the last 30 days. Use SABADELL PLANIFICACI N 25 BASE to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of SABADELL PLANIFICACI to be traded at €9.25 in 30 days. . As returns on market increase, returns on owning SABADELL PLANIFICACI are expected to decrease at a much smaller rate. During bear market, SABADELL PLANIFICACI is likely to outperform the market.

SABADELL PLANIFICACI correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding SABADELL PLANIFICACI N 25 BASE and equity matching DJI index in the same portfolio.

SABADELL PLANIFICACI Current Risk Indicators

SABADELL PLANIFICACI Suggested Diversification Pairs

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