ACCIONES TAUTIRA (Spain) Volatility

AT
S3391 -- Spain Fund  

EUR 13.20  0.00  0.00%

ACCIONES TAUTIRA appears to be somewhat reliable, given 3 months investment horizon. ACCIONES TAUTIRA INV retains Efficiency (Sharpe Ratio) of 0.11, which signifies that the fund had 0.11% of return per unit of risk over the last 3 months. Our approach to foreseeing the volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ACCIONES TAUTIRA, which you can use to evaluate future volatility of the entity. Please makes use of ACCIONES TAUTIRA INVERSIONES coefficient of variation of 1006.28, and market risk adjusted performance of (1.23) to double-check if our risk estimates are consistent with your expectations.

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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

Somewhat reliable

Chance of Distress

Very Small

90 Days Economic Sensitivity

Almost neglects market trends

ACCIONES TAUTIRA Market Sensitivity And Downside Risk

ACCIONES TAUTIRA INV beta coefficient measures the volatility of ACCIONES stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents ACCIONES stock's returns against your selected market. In other words, ACCIONES TAUTIRA's beta of -0.335 provides an investor with an approximation of how much risk ACCIONES TAUTIRA stock can potentially add to one of your existing portfolios. Let's try to break down what ACCIONES's beta means in this case. As returns on the market increase, returns on owning ACCIONES TAUTIRA are expected to decrease at a much lower rate. During the bear market, ACCIONES TAUTIRA is likely to outperform the market.
3 Months Beta |Analyze ACCIONES TAUTIRA INV Demand Trend
Check current 30 days ACCIONES TAUTIRA correlation with market (DOW)
β

Current ACCIONES TAUTIRA Beta Coefficient

 = 

ACCIONES TAUTIRA Central Daily Price Deviations

It is essential to understand the difference between upside risk (as represented by ACCIONES TAUTIRA's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of ACCIONES TAUTIRA stock's daily returns or price. Since the actual investment returns on holding a position in ACCIONES TAUTIRA stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in ACCIONES TAUTIRA.

ACCIONES TAUTIRA INV Volatility Analysis

Transformation
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ACCIONES TAUTIRA Projected Return Density Against Market

Assuming the 30 trading days horizon, ACCIONES TAUTIRA INVERSIONES has a beta of -0.335 . This usually implies as returns on benchmark increase, returns on holding ACCIONES TAUTIRA are expected to decrease at a much lower rate. During the bear market, however, ACCIONES TAUTIRA INVERSIONES is likely to outperform the market. Moreover, Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to ACCIONES TAUTIRA or ACCIONES TAUTIRA INVERSIONES sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that ACCIONES TAUTIRA stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a ACCIONES stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. The company has an alpha of 0.4754, implying that it can generate a 0.48 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 

ACCIONES TAUTIRA Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to ACCIONES TAUTIRA or ACCIONES TAUTIRA INVERSIONES sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that ACCIONES TAUTIRA stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a ACCIONES stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 30 trading days horizon, the coefficient of variation of ACCIONES TAUTIRA is 906.54. The daily returns are destributed with a variance of 14.84 and standard deviation of 3.85. The mean deviation of ACCIONES TAUTIRA INVERSIONES is currently at 1.86. For similar time horizon, the selected benchmark (DOW) has volatility of 1.81
α
Alpha over DOW
=0.48
β
Beta against DOW=-0.34
σ
Overall volatility
=3.85
Ir
Information ratio =0.06

ACCIONES TAUTIRA Return Volatility

ACCIONES TAUTIRA historical daily return volatility represents how much ACCIONES TAUTIRA stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The fund accepts 3.8518% volatility on return distribution over the 30 days horizon. By contrast, DOW inherits 1.7904% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About ACCIONES TAUTIRA Volatility

Volatility is a rate at which the price of ACCIONES TAUTIRA 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 ACCIONES TAUTIRA may increase or decrease. In other words, similar to ACCIONES's beta indicator, it measures the risk of ACCIONES TAUTIRA and helps estimate the fluctuations that may happen in a short period of time. So if prices of ACCIONES TAUTIRA 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.
Obtencin de rentabilidad a medio y largo plazo, asumiendo los riesgos propios derivados de su vocacin inversora global. ACCIONES TAUTIRA is traded on Madrid SE C.A.T.S. in Spain.

ACCIONES TAUTIRA Investment Opportunity

ACCIONES TAUTIRA INVERSIONES has a volatility of 3.85 and is 2.15 times more volatile than DOW. 33  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 is lower than 33 () of all global equities and portfolios over the last 30 days. Use ACCIONES TAUTIRA INVERSIONES to protect your portfolios against small markets fluctuations. The fund experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of ACCIONES TAUTIRA to be traded at €13.07 in 30 days. . Let's try to break down what ACCIONES's beta means in this case. As returns on the market increase, returns on owning ACCIONES TAUTIRA are expected to decrease at a much lower rate. During the bear market, ACCIONES TAUTIRA is likely to outperform the market.

ACCIONES TAUTIRA correlation with market

correlation synergy
Good 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 Additional Risk Indicators

The analysis of various secondary risk indicators of ACCIONES TAUTIRA is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in ACCIONES TAUTIRA investment, and either accepting that risk or mitigating it. Along with some common measures of ACCIONES TAUTIRA stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging your existing portfolio. Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing the like to determine which investment holds the most risk.
Risk Adjusted Performance0.1858
Market Risk Adjusted Performance(1.23)
Mean Deviation2.21
Semi Deviation2.99
Downside Deviation4.57
Coefficient Of Variation1006.28
Standard Deviation4.29

ACCIONES TAUTIRA Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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Additionally, take a look at World Market Map. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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