HSBC Infrastructure (India) Risk Analysis And Volatility Evaluation

103406 -- India Fund  

INR 15.92  0.48  2.93%

Macroaxis considers HSBC Infrastructure to be unknown risk. HSBC Infrastructure retains Efficiency (Sharpe Ratio) of -0.5141 which attests that HSBC Infrastructure had -0.5141% of return per unit of return volatility over the last 1 month. Macroaxis approach to determining 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. HSBC Infrastructure exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out HSBC Infrastructure Equity Div to validate risk estimate we provide.
Horizon     30 Days    Login   to change

HSBC Infrastructure Technical Analysis

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

HSBC Infrastructure Projected Return Density Against Market

Assuming 30 trading days horizon, HSBC Infrastructure has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and HSBC Infrastructure are completely uncorrelated. Furthermore, HSBC Infrastructure Equity DivIt does not look like HSBC Infrastructure alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of HSBC Infrastructure is -194.52. The daily returns are destributed with a variance of 3.67 and standard deviation of 1.91. The mean deviation of HSBC Infrastructure Equity Div is currently at 1.36. For similar time horizon, the selected benchmark (DOW) has volatility of 0.4
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

HSBC Infrastructure Return Volatility

HSBC Infrastructure Equity Div accepts 1.9149% volatility on return distribution over the 30 days horizon. DOW inherits 0.3801% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

HSBC Infrastructure Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

HSBC Infrastructure Investment Opportunity

HSBC Infrastructure Equity Div has a volatility of 1.91 and is 5.03 times more volatile than DOW. 17% of all equities and portfolios are less risky than HSBC Infrastructure. Compared to the overall equity markets, volatility of historical daily returns of HSBC Infrastructure Equity Div is lower than 17 (%) of all global equities and portfolios over the last 30 days.

HSBC Infrastructure Volatility Indicators

HSBC Infrastructure Equity Div Current Risk Indicators

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