HSBC Global (Ireland) Risk Analysis And Volatility Evaluation

IE0030819506 -- Ireland Fund  

EUR 1.20  0.00  0.00%

Our approach to 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 HSBC Global which you can use to evaluate future volatility of the entity. Please check out HSBC Global Liquidity Euro Liq D Market Risk Adjusted Performance of 8.39 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

HSBC Global Market Sensitivity

As returns on market increase, HSBC Global returns are expected to increase less than the market. However during bear market, the loss on holding HSBC Global will be expected to be smaller as well.
One Month Beta |Analyze HSBC Global Liquidity Demand Trend
Check current 30 days HSBC Global correlation with market (DOW)
β = 0.0258
HSBC Global Small BetaHSBC Global Liquidity Beta Legend

HSBC Global Liquidity 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.

HSBC Global Projected Return Density Against Market

Assuming 30 trading days horizon, HSBC Global has beta of 0.0258 . This indicates as returns on market go up, HSBC Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding HSBC Global Liquidity Euro Liq D will be expected to be much smaller as well. Additionally, HSBC Global Liquidity Euro Liq D has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.21
β
Beta against DOW=0.0258
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

HSBC Global Return Volatility

HSBC Global Liquidity Euro Liq D accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0568% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

HSBC Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

HSBC Global Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than HSBC Global Liquidity Euro Liq D. 0% of all equities and portfolios are less risky than HSBC Global. Compared to the overall equity markets, volatility of historical daily returns of HSBC Global Liquidity Euro Liq D is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use HSBC Global Liquidity Euro Liq D 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 HSBC Global to be traded at €1.188 in 30 days. As returns on market increase, HSBC Global returns are expected to increase less than the market. However during bear market, the loss on holding HSBC Global will be expected to be smaller as well.

HSBC Global correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding HSBC Global Liquidity Euro Liq and equity matching DJI index in the same portfolio.

HSBC Global Volatility Indicators

HSBC Global Liquidity Euro Liq D Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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