Hang Seng (Hong Kong) Performance

HS
HSI -- Hong Kong Index  

 23,133  168.60  0.72%

The index retains a Market Volatility (i.e. Beta) of 0.0, which attests that the returns on MARKET and Hang Seng are completely uncorrelated. Even though it is essential to pay attention to Hang Seng current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any index is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Hang Seng exposes twenty-eight different technical indicators, which can help you to evaluate its performance.

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Hang Seng Relative Risk vs. Return Landscape

If you would invest  2,612,993  in Hang Seng on April 28, 2020 and sell it today you would lose (282,857)  from holding Hang Seng or give up 10.83% of portfolio value over 30 days. Hang Seng is currently does not generate positive expected returns and assumes 2.1227% risk (volatility on return distribution) over the 30 days horizon. In different words, 18% of equities are less volatile than Hang Seng and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Hang Seng is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.93 times less risky than the market. the firm trades about -0.08 of its potential returns per unit of risk. The DOW is currently generating roughly 0.02 of returns per unit of risk over similar time horizon.

Hang Seng Market Risk Analysis

Sharpe Ratio = -0.0765
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Hang Seng Performance Indicators

Estimated Market Risk
 2.12
  actual daily
 
 18 %
of total potential
 
1818
Expected Return
 -0.16
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.08
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Hang Seng is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Hang Seng by adding it to a well-diversified portfolio.

Hang Seng Alerts

Equity Alerts and Improvement Suggestions

Hang Seng generates negative expected return over the last 30 days
Check out Your Current Watchlist. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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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