Hermes Sourcecap (Ireland) Risk Analysis And Volatility Evaluation

F00000NIFU -- Ireland Fund  

 268.00  8.00  2.90%

Our philosophy towards determining volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Hermes Sourcecap Europe which you can use to evaluate future volatility of the entity. Please check out Hermes Sourcecap Risk Adjusted Performance of 0.01 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Hermes Sourcecap Europe Technical Analysis

Transformation
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.

Projected Return Density Against Market

Assuming 30 trading days horizon, Hermes Sourcecap has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Hermes Sourcecap are completely uncorrelated. Furthermore, Hermes Sourcecap Europe ex UK Z GBP AccIt does not look like Hermes Sourcecap alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Hermes Sourcecap Europe ex UK Z GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Hermes Sourcecap Investment Opportunity
Hermes Sourcecap Europe ex UK Z GBP Acc has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than Hermes Sourcecap. Compared to the overall equity markets, volatility of historical daily returns of Hermes Sourcecap Europe ex UK Z GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Hermes Sourcecap Current Risk Indicators
Additionally see Investing Opportunities. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.