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Falcon Volatility

FII
FIIEUM -- Denmark Stock  

DKK 89.04  0.000001  0.00%

Macroaxis considers Falcon Invest to be somewhat reliable. Falcon Invest Falcon secures Sharpe Ratio (or Efficiency) of -0.3988, which denotes the organization had -0.3988% of return per unit of risk over the last 3 months. Macroaxis philosophy towards predicting 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. Falcon Invest Falcon Europe Mom exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Falcon Invest Falcon Coefficient Of Variation of (855.39) and Mean Deviation of 2.82 to check the risk estimate we provide.
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Falcon Invest Stock 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 Falcon daily returns, and it is calculated using variance and standard deviation. We also use Falcon's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Falcon Invest volatility.

Falcon Invest Market Sensitivity

As returns on market increase, Falcon Invest returns are expected to increase less than the market. However, during bear market, the loss on holding Falcon Invest will be expected to be smaller as well.
3 Months Beta |Analyze Falcon Invest Falcon Demand Trend
Check current 30 days Falcon Invest correlation with market (DOW)
β = 0.1146

Falcon Invest Central Daily Price Deviation

Falcon Invest Falcon Technical Analysis

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Falcon Invest Projected Return Density Against Market

Assuming 30 trading days horizon, Falcon Invest has beta of 0.1146 suggesting as returns on market go up, Falcon Invest average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Falcon Invest Falcon Europe Mom will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Falcon Invest Falcon is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of Falcon Invest is -250.77. The daily returns are destributed with a variance of 87.66 and standard deviation of 9.36. The mean deviation of Falcon Invest Falcon Europe Mom is currently at 6.43. For similar time horizon, the selected benchmark (DOW) has volatility of 3.81
α
Alpha over DOW
=0.66
β
Beta against DOW=0.11
σ
Overall volatility
=9.36
Ir
Information ratio =0.06

Falcon Invest Return Volatility

the company accepts 9.3629% volatility on return distribution over the 30 days horizon. the entity inherits 3.8414% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Falcon Invest Investment Opportunity

Falcon Invest Falcon Europe Mom has a volatility of 9.36 and is 2.44 times more volatile than DOW. 83  of all equities and portfolios are less risky than Falcon Invest. Compared to the overall equity markets, volatility of historical daily returns of Falcon Invest Falcon Europe Mom is higher than 83 () of all global equities and portfolios over the last 30 days. Use Falcon Invest Falcon Europe Mom to protect your portfolios 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 Falcon Invest to be traded at kr88.15 in 30 days. . As returns on market increase, Falcon Invest returns are expected to increase less than the market. However, during bear market, the loss on holding Falcon Invest will be expected to be smaller as well.

Falcon Invest correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Falcon Invest Falcon Europe Mo and equity matching DJI index in the same portfolio.

Falcon Invest Current Risk Indicators

Falcon Invest Suggested Diversification Pairs

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