|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 TrendCheck current 30 days HSBC Global correlation with market (DOW)|
β = 0.0258
HSBC Global Liquidity Technical Analysis
HSBC Global Projected Return Density Against MarketAssuming 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
HSBC Global Return VolatilityHSBC 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.