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 technical indicators for Harding Loevner Global which you can use to evaluate future volatility of the entity. Please check out Harding Loevner Risk Adjusted Performance of 0.01 and Downside Deviation of 1.44 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
Harding Loevner Global Technical Analysis
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Harding Loevner Projected Return Density Against MarketAssuming 30 trading days horizon, Harding Loevner has beta of 0.0 suggesting the returns on DOW and Harding Loevner do not appear to be correlated. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Harding Loevner Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
Harding Loevner Investment Opportunity
DOW has a standard deviation of returns of 0.81 and is 9.223372036854776E16 times more volatile than Harding Loevner Global Equity GBP I. 0% of all equities and portfolios are less risky than Harding Loevner. Compared to the overall equity markets, volatility of historical daily returns of Harding Loevner Global Equity GBP I is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Harding Loevner Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||2856.06|
Harding Loevner Suggested Diversification Pairs