HSBC US (Ireland) Alpha and Beta Analysis

IE00BYYJHW11 -- Ireland Fund  

USD 1.04  0.00463  0.44%

This module allows you to check different measures of market premium for HSBC US Dollar Liquidity L as well as systematic risk associated with investing in HSBC US over a specified time horizon. Please also check HSBC US Backtesting, Portfolio Optimization, HSBC US Correlation, HSBC US Hype Analysis, HSBC US Volatility, HSBC US History and analyze HSBC US Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

HSBC US Market Premiums

α0.006649   β0.02
30 days against DJI

HSBC US expected buy-and-hold returns

HSBC US Market Price Analysis

HSBC US Return and Market Media

The median price of HSBC US for the period between Fri, Jan 18, 2019 and Tue, Mar 19, 2019 is 1.04157 with a coefficient of variation of 40.2. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 0.9, and mean deviation of 0.25. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BYYJHW11

HSBC US Dollar Investor Sentiment

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Please also check HSBC US Backtesting, Portfolio Optimization, HSBC US Correlation, HSBC US Hype Analysis, HSBC US Volatility, HSBC US History and analyze HSBC US Performance. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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