Hermes Asia (Ireland) Risk Analysis And Volatility

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 Asia Ex which you can use to evaluate future volatility of the entity. Please check out Hermes Asia to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Hermes Asia Ex 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 Asia Projected Return Density Against Market

Assuming 30 trading days horizon, Hermes Asia has beta of 0.0 suggesting the returns on DOW and Hermes Asia do not appear to be correlated. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Hermes Asia is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Hermes Asia Ex Japan Equity C GBP is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.7
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Hermes Asia Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.651% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Hermes Asia Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Hermes Asia Ex Japan Equity C GBP. 0% of all equities and portfolios are less risky than Hermes Asia. Compared to the overall equity markets, volatility of historical daily returns of Hermes Asia Ex Japan Equity C GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Hermes Asia Current Risk Indicators

Hermes Asia Suggested Diversification Pairs

See also Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
Search macroaxis.com