Harding Loevner (Ireland) Risk Analysis And Volatility

F00000WZ4K -- Ireland Fund  

SGD 1.24  0.04  3.12%

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 Harding Loevner Global which you can use to evaluate future volatility of the entity. Please check out Harding Loevner Risk Adjusted Performance of 0.0484, Downside Deviation of 2.53 and Market Risk Adjusted Performance of (0.66) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Harding Loevner Market Sensitivity

As returns on market increase, returns on owning Harding Loevner are expected to decrease at a much smaller rate. During bear market, Harding Loevner is likely to outperform the market.
2 Months Beta |Analyze Harding Loevner Global Demand Trend
Check current 30 days Harding Loevner correlation with market (DOW)
β = -0.1835

Harding Loevner Central Daily Price Deviation

Harding Loevner Global Technical Analysis

Transformation
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Harding Loevner Projected Return Density Against Market

Assuming 30 trading days horizon, Harding Loevner Global Equity SGD M has beta of -0.1835 suggesting as returns on benchmark increase, returns on holding Harding Loevner are expected to decrease at a much smaller rate. During bear market, however, Harding Loevner Global Equity SGD M is likely to outperform the market. Moreover, The company has an alpha of 0.1532 implying that it can potentially generate 0.1532% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.15
β
Beta against DOW=0.18
σ
Overall volatility
=0.00
Ir
Information ratio =0.02

Harding Loevner Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6894% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Harding Loevner Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Harding Loevner Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Harding Loevner Global Equity SGD M. 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 SGD M is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Harding Loevner Global Equity SGD M to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Harding Loevner to be traded at S$1.1904 in 30 days. . As returns on market increase, returns on owning Harding Loevner are expected to decrease at a much smaller rate. During bear market, Harding Loevner is likely to outperform the market.

Harding Loevner correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Harding Loevner Global Equity and equity matching DJI index in the same portfolio.

Harding Loevner Volatility Indicators

Harding Loevner Global Equity SGD M Current Risk Indicators

Additionally see Investing Opportunities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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