HSBC Global (Ireland) Risk Analysis And Volatility

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 (4.55) to validate if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant
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.
2 Months Beta |Analyze HSBC Global Liquidity Demand Trend
Check current 30 days HSBC Global correlation with market (DOW)
β = 0.0384

HSBC Global Central Daily Price Deviation

HSBC Global Liquidity Technical Analysis

Transformation
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HSBC Global Projected Return Density Against Market

Assuming 30 trading days horizon, HSBC Global has beta of 0.0384 . 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, The company has a negative alpha implying that the risk taken by holding this equity is not justified. HSBC Global Liquidity is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of HSBC Global is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of HSBC Global Liquidity Euro Liq D is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
α
Alpha over DOW
=0.18
β
Beta against DOW=0.0384
σ
Overall volatility
=0.00
Ir
Information ratio =0.78

HSBC Global Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5831% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

HSBC Global Investment Opportunity

DOW has a standard deviation of returns of 0.58 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 your portfolios 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 €0.0 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

correlation synergy
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 Current Risk Indicators

HSBC Global Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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