Harding Loevner (Ireland) Risk Analysis And Volatility Evaluation

F00000WZ4K -- Ireland Fund  

SGD 1.37  0.00  0.00%

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 Market Risk Adjusted Performance of 0.678 and Risk Adjusted Performance of 0.1419 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, 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 Trend
Check current 30 days Harding Loevner correlation with market (DOW)
β = 0.1766

Harding Loevner Central Daily Price Deviation

Harding Loevner Global 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.

Harding Loevner Projected Return Density Against Market

Assuming 30 trading days horizon, Harding Loevner has beta of 0.1766 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 0.132 implying that it can potentially generate 0.132% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.13
β
Beta against DOW=0.18
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

Harding Loevner Return Volatility

Harding Loevner Global Equity SGD M accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Harding Loevner Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Harding Loevner Investment Opportunity

DOW has a standard deviation of returns of 1.32 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 against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Harding Loevner to be traded at S$1.3563 in 30 days. 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.

Harding Loevner correlation with market

correlation synergy
Modest 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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Search macroaxis.com