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PFIUDO Volatility

PFA
PFIUDO -- Denmark Stock  

DKK 97.14  0.00  0.00%

Macroaxis considers PFA Invest to be very steady. PFA Invest Udenlandske retains Efficiency (Sharpe Ratio) of -0.0423, which implies the corporation had -0.0423% of return per unit of risk over the last 3 months. Macroaxis approach towards forecasting 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. PFA Invest exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check PFA Invest Udenlandske Obl Market Risk Adjusted Performance of (1.69) to confirm the risk estimate we provide.
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PFA 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 PFIUDO daily returns, and it is calculated using variance and standard deviation. We also use PFIUDO's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of PFA Invest volatility.

PFA Invest Market Sensitivity

As returns on market increase, PFA Invest returns are expected to increase less than the market. However, during bear market, the loss on holding PFA Invest will be expected to be smaller as well.
3 Months Beta |Analyze PFA Invest Udenlandske Demand Trend
Check current 30 days PFA Invest correlation with market (DOW)
β = 0.024

PFA Invest Central Daily Price Deviation

PFA Invest Udenlandske Technical Analysis

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PFA Invest Projected Return Density Against Market

Assuming 30 trading days horizon, PFA Invest has beta of 0.024 . This implies as returns on market go up, PFA Invest average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PFA Invest Udenlandske Obl 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. PFA Invest Udenlandske is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of PFA Invest is -2363.57. The daily returns are destributed with a variance of 0.46 and standard deviation of 0.68. The mean deviation of PFA Invest Udenlandske Obl is currently at 0.27. For similar time horizon, the selected benchmark (DOW) has volatility of 3.83
α
Alpha over DOW
=0.03
β
Beta against DOW=0.024
σ
Overall volatility
=0.68
Ir
Information ratio =0.53

PFA Invest Return Volatility

the company accepts 0.6777% 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 

PFA Invest Investment Opportunity

DOW has a standard deviation of returns of 3.8 and is 5.59 times more volatile than PFA Invest Udenlandske Obl. of all equities and portfolios are less risky than PFA Invest. Compared to the overall equity markets, volatility of historical daily returns of PFA Invest Udenlandske Obl is lower than 6 () of all global equities and portfolios over the last 30 days. Use PFA Invest Udenlandske Obl 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 PFA Invest to be traded at kr96.17 in 30 days. . As returns on market increase, PFA Invest returns are expected to increase less than the market. However, during bear market, the loss on holding PFA Invest will be expected to be smaller as well.

PFA Invest correlation with market

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

PFA Invest Current Risk Indicators

PFA Invest Suggested Diversification Pairs

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