|Horizon||30 Days Login to change|
Harding Loevner Market Sensitivity
|As returns on market increase, Harding Loevner returns are expected to increase less than the market. However during bear market, the loss on holding Harding Loevner will be expected to be smaller as well.One Month Beta |Analyze Harding Loevner Global Demand TrendCheck current 30 days Harding Loevner correlation with market (DOW)|
β = 0.0948
Harding Loevner Global Technical Analysis
Harding Loevner Projected Return Density Against MarketAssuming 30 trading days horizon, Harding Loevner has beta of 0.0948 suggesting as returns on market go up, Harding Loevner average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Harding Loevner Global Equity SGD M will be expected to be much smaller as well. Moreover, Harding Loevner Global Equity SGD M has an alpha of 0.5978 implying that it can potentially generate 0.5978% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Harding Loevner Return VolatilityHarding Loevner Global Equity SGD M accepts 0.3022% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% risk (volatility on return distribution) over the 30 days horizon.