>

ACCIONES TAUTIRA (Spain) Volatility

AC
S3391 -- Spain Fund  

EUR 11.98  0.03  0.25%

Macroaxis considers ACCIONES TAUTIRA to be slightly risky. ACCIONES TAUTIRA INV retains Efficiency (Sharpe Ratio) of -0.1068, which signifies that the fund had -0.1068% of return per unit of risk over the last 3 months. Macroaxis approach to foreseeing 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. ACCIONES TAUTIRA exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ACCIONES TAUTIRA INVERSIONES SI Market Risk Adjusted Performance of (12.96) and Coefficient Of Variation of (1,356) to double-check the risk estimate we provide.
View Volatility For
Refresh
ACCIONES TAUTIRA 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 ACCIONES daily returns, and it is calculated using variance and standard deviation. We also use ACCIONES's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of ACCIONES TAUTIRA volatility.

90 Days Market Risk

Slightly risky

Chance of Distress

Very Small

90 Days Economic Sensitivity

Barely shadows market

ACCIONES TAUTIRA Market Sensitivity

As returns on market increase, ACCIONES TAUTIRA returns are expected to increase less than the market. However, during bear market, the loss on holding ACCIONES TAUTIRA will be expected to be smaller as well.
3 Months Beta |Analyze ACCIONES TAUTIRA INV Demand Trend
Check current 30 days ACCIONES TAUTIRA correlation with market (DOW)
β = 0.0128

ACCIONES TAUTIRA Central Daily Price Deviation

ACCIONES TAUTIRA INV Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. ACCIONES TAUTIRA Typical Price indicator is an average of each day price and can be used instead of closing price when creating different ACCIONES TAUTIRA INV moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

ACCIONES TAUTIRA Projected Return Density Against Market

Assuming 30 trading days horizon, ACCIONES TAUTIRA has beta of 0.0128 . This entails as returns on market go up, ACCIONES TAUTIRA average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ACCIONES TAUTIRA INVERSIONES SI 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. ACCIONES TAUTIRA INV is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of ACCIONES TAUTIRA is -936.22. The daily returns are destributed with a variance of 6.68 and standard deviation of 2.58. The mean deviation of ACCIONES TAUTIRA INVERSIONES SI is currently at 1.22. For similar time horizon, the selected benchmark (DOW) has volatility of 3.99
α
Alpha over DOW
=0.16
β
Beta against DOW=0.0128
σ
Overall volatility
=2.58
Ir
Information ratio =0.0348

ACCIONES TAUTIRA Return Volatility

the fund venture accepts 2.5841% volatility on return distribution over the 30 days horizon. the entity inherits 4.0185% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

ACCIONES TAUTIRA Investment Opportunity

DOW has a standard deviation of returns of 4.02 and is 1.56 times more volatile than ACCIONES TAUTIRA INVERSIONES SI. 23  of all equities and portfolios are less risky than ACCIONES TAUTIRA. Compared to the overall equity markets, volatility of historical daily returns of ACCIONES TAUTIRA INVERSIONES SI is lower than 23 () of all global equities and portfolios over the last 30 days. Use ACCIONES TAUTIRA INVERSIONES SI to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of ACCIONES TAUTIRA to be traded at €11.86 in 30 days. . As returns on market increase, ACCIONES TAUTIRA returns are expected to increase less than the market. However, during bear market, the loss on holding ACCIONES TAUTIRA will be expected to be smaller as well.

ACCIONES TAUTIRA correlation with market

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

ACCIONES TAUTIRA Current Risk Indicators

ACCIONES TAUTIRA Suggested Diversification Pairs

Additionally, take a look at World Market Map. Please also try Equity Search module to search for activelly-traded equities including funds and etfs from over 30 global markets.
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