HSBC US (Ireland) Alpha and Beta Analysis Overview

IE00BYYJHW11 -- Ireland Fund  

USD 1.03  0.00  0.00%

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 Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Run Premiums

HSBC US Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


HSBC US Fundamentals

 Better Than Average     
 Worse Than Average Compare HSBC US to competition

HSBC US Fundamental Vs Peers

FundamentalsHSBC USPeer Average
Net Asset21.81 B1.37 B
Minimum Initial Investment1000 M8.09 M
Cash Position Weight100.00 % 14.48 %

HSBC US Opportunities

HSBC US Return and Market Media

The median price of HSBC US for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 1.02 with a coefficient of variation of 82.29. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 0.63, and mean deviation of 0.49. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - IE00BYYJHW11

HSBC US Dollar Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in HSBC US Dollar Liquidity L. What is your judgment towards investing in HSBC US Dollar Liquidity L? Are you bullish or bearish?
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Please also check Risk vs Return Analysis. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.