Hermes US (Ireland) Risk Analysis And Volatility

F00000TWHL -- Ireland Fund  

GBp 132.00  2.00  1.49%

Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Hermes US Smid which you can use to evaluate future volatility of the entity. Please check out Hermes US Risk Adjusted Performance of (0.08) and Market Risk Adjusted Performance of 1.04 to validate if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Hermes US Market Sensitivity

As returns on market increase, returns on owning Hermes US are expected to decrease at a much smaller rate. During bear market, Hermes US is likely to outperform the market.
2 Months Beta |Analyze Hermes US Smid Demand Trend
Check current 30 days Hermes US correlation with market (DOW)
β = -0.0967

Hermes US Central Daily Price Deviation

Hermes US Smid 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.

Hermes US Projected Return Density Against Market

Assuming 30 trading days horizon, Hermes US Smid Equity F GBP Inc Hdg has beta of -0.0967 suggesting as returns on benchmark increase, returns on holding Hermes US are expected to decrease at a much smaller rate. During bear market, however, Hermes US Smid Equity F GBP Inc Hdg is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Hermes US Smid is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.09
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.3

Hermes US Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5829% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Hermes US Investment Opportunity

DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than Hermes US Smid Equity F GBP Inc Hdg. 0% of all equities and portfolios are less risky than Hermes US. Compared to the overall equity markets, volatility of historical daily returns of Hermes US Smid Equity F GBP Inc Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Hermes US Smid Equity F GBP Inc Hdg to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Hermes US to be traded at p;128.04 in 30 days. . As returns on market increase, returns on owning Hermes US are expected to decrease at a much smaller rate. During bear market, Hermes US is likely to outperform the market.

Hermes US correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Hermes US Smid Equity F GBP In and equity matching DJI index in the same portfolio.

Hermes US Current Risk Indicators

Hermes US Suggested Diversification Pairs

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