|Horizon||30 Days Login to change|
Hermes Global Market Sensitivity
|As returns on market increase, Hermes Global returns are expected to increase less than the market. However during bear market, the loss on holding Hermes Global will be expected to be smaller as well.One Month Beta |Analyze Hermes Global Emerging Demand TrendCheck current 30 days Hermes Global correlation with market (DOW)|
β = 0.0957
Hermes Global Central Daily Price Deviation
Hermes Global Emerging Technical Analysis
Hermes Global Projected Return Density Against MarketAssuming 30 trading days horizon, Hermes Global has beta of 0.0957 suggesting as returns on market go up, Hermes Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Hermes Global Emerging Markets F EUR Acc will be expected to be much smaller as well. Additionally, Hermes Global Emerging Markets F EUR Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Hermes Global Return VolatilityHermes Global Emerging Markets F EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1939% risk (volatility on return distribution) over the 30 days horizon.