Hartford Schroders Risk Analysis And Volatility Evaluation

HHHYX -- USA Fund  

USD 14.87  0.15  1.00%

Macroaxis considers Hartford Schroders to be not too volatile. Hartford Schroders holds Efficiency (Sharpe) Ratio of -0.0922 which attests that Hartford Schroders had -0.0922% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Hartford Schroders exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Hartford Schroders to validate risk estimate we provide.
Horizon     30 Days    Login   to change

Hartford Schroders Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Hartford Schroders Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Hartford Schroders Projected Return Density Against Market

Assuming 30 trading days horizon, Hartford Schroders has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Hartford Schroders are completely uncorrelated. Furthermore, Hartford Schroders Emerging Mkts Eq YIt does not look like Hartford Schroders alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Hartford Schroders is -1085.02. The daily returns are destributed with a variance of 0.9 and standard deviation of 0.95. The mean deviation of Hartford Schroders Emerging Mkts Eq Y is currently at 0.75. For similar time horizon, the selected benchmark (DOW) has volatility of 0.37
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.95
Ir
Information ratio =0.00

Hartford Schroders Return Volatility

Hartford Schroders Emerging Mkts Eq Y shows 0.9507% volatility of returns over 30 trading days. DOW inherits 0.3625% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Hartford Schroders Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Very low

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Hartford Schroders Investment Opportunity

Hartford Schroders Emerging Mkts Eq Y has a volatility of 0.95 and is 2.64 times more volatile than DOW. 8% of all equities and portfolios are less risky than Hartford Schroders. Compared to the overall equity markets, volatility of historical daily returns of Hartford Schroders Emerging Mkts Eq Y is lower than 8 (%) of all global equities and portfolios over the last 30 days.

Hartford Schroders Volatility Indicators

Hartford Schroders Emerging Mkts Eq Y Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
Search macroaxis.com