LASCONI INVERSIONES (Spain) Volatility

LI
LSC -- Spain Fund  

EUR 9.88  0.00  0.00%

Macroaxis considers LASCONI INVERSIONES to be very steady. LASCONI INVERSIONES has Sharpe Ratio of -0.0848, which conveys that the fund had -0.0848% of return per unit of volatility over the last 3 months. Macroaxis way of estimating 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. LASCONI INVERSIONES exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify LASCONI INVERSIONES SICAV Mean Deviation of 0.3752 and Market Risk Adjusted Performance of (1.47) to check out the risk estimate we provide.

Search Volatility

 
Refresh
LASCONI INVERSIONES 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 LASCONI daily returns, and it is calculated using variance and standard deviation. We also use LASCONI's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of LASCONI INVERSIONES volatility.

90 Days Market Risk

Very steady

Chance of Distress

Very Small

90 Days Economic Sensitivity

Barely shadows market

LASCONI INVERSIONES Market Sensitivity

As returns on market increase, LASCONI INVERSIONES returns are expected to increase less than the market. However, during bear market, the loss on holding LASCONI INVERSIONES will be expected to be smaller as well.
3 Months Beta |Analyze LASCONI INVERSIONES Demand Trend
Check current 30 days LASCONI INVERSIONES correlation with market (DOW)
β = 0.065

LASCONI INVERSIONES Central Daily Price Deviation

LASCONI INVERSIONES Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of LASCONI INVERSIONES price series. View also all equity analysis or get more info about median price price transform indicator.

LASCONI INVERSIONES Projected Return Density Against Market

Assuming 30 trading days horizon, LASCONI INVERSIONES has beta of 0.065 indicating as returns on market go up, LASCONI INVERSIONES average returns are expected to increase less than the benchmark. However during bear market, the loss on holding LASCONI INVERSIONES SICAV 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. LASCONI INVERSIONES is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of LASCONI INVERSIONES is -1179.88. The daily returns are destributed with a variance of 0.22 and standard deviation of 0.47. The mean deviation of LASCONI INVERSIONES SICAV is currently at 0.21. For similar time horizon, the selected benchmark (DOW) has volatility of 4.08
α
Alpha over DOW
=-0.09
β
Beta against DOW=0.07
σ
Overall volatility
=0.47
Ir
Information ratio =0.07

LASCONI INVERSIONES Return Volatility

the fund assumes 0.4683% volatility of returns over the 30 days investment horizon. the entity inherits 4.1343% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About LASCONI INVERSIONES Volatility

Volatility is a rate at which the price of LASCONI INVERSIONES or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of LASCONI INVERSIONES may increase or decrease. In other words, similar to LASCONI's beta indicator, it measures the risk of LASCONI INVERSIONES and helps estimate the fluctuations that may happen in a short period of time. So if prices of LASCONI INVERSIONES fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility. Please read more on our technical analysis page.

LASCONI INVERSIONES Investment Opportunity

DOW has a standard deviation of returns of 4.13 and is 8.79 times more volatile than LASCONI INVERSIONES SICAV. of all equities and portfolios are less risky than LASCONI INVERSIONES. Compared to the overall equity markets, volatility of historical daily returns of LASCONI INVERSIONES SICAV is lower than 4 () of all global equities and portfolios over the last 30 days. Use LASCONI INVERSIONES SICAV 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 LASCONI INVERSIONES to be traded at €9.78 in 30 days. . As returns on market increase, LASCONI INVERSIONES returns are expected to increase less than the market. However, during bear market, the loss on holding LASCONI INVERSIONES will be expected to be smaller as well.

LASCONI INVERSIONES correlation with market

correlation synergy
Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding LASCONI INVERSIONES SICAV S A and equity matching DJI index in the same portfolio.

LASCONI INVERSIONES Current Risk Indicators

LASCONI INVERSIONES Suggested Diversification Pairs

Additionally, see Stocks Correlation. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Company logos by clearbit
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page