|Horizon||30 Days Login to change|
Hermes Asia Market Sensitivity
Hermes Asia Ex Technical Analysis
Hermes Asia Projected Return Density Against MarketAssuming 30 trading days horizon, Hermes Asia Ex Japan Equity C EUR Acc has beta of -0.0273 suggesting as returns on benchmark increase, returns on holding Hermes Asia are expected to decrease at a much smaller rate. During bear market, however, Hermes Asia Ex Japan Equity C EUR Acc is likely to outperform the market. Moreover, Hermes Asia Ex Japan Equity C EUR Acc has an alpha of 0.0201 implying that it can potentially generate 0.0201% excess return over DOW after adjusting for the inherited market risk (beta).
Hermes Asia Return VolatilityHermes Asia Ex Japan Equity C EUR Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1692% risk (volatility on return distribution) over the 30 days horizon.