Hermes Asia (Ireland) Risk Analysis And Volatility Evaluation

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 Hermes Asia Ex which you can use to evaluate future volatility of the entity. Please check out Hermes Asia to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Hermes Asia Ex 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.

Hermes Asia Projected Return Density Against Market

Assuming 30 trading days horizon, Hermes Asia has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Hermes Asia are completely uncorrelated. Furthermore, Hermes Asia Ex Japan Equity FIt does not look like Hermes Asia alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Hermes Asia Return Volatility

Hermes Asia Ex Japan Equity F accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Hermes Asia Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Hermes Asia Ex Japan Equity F. 0% of all equities and portfolios are less risky than Hermes Asia. Compared to the overall equity markets, volatility of historical daily returns of Hermes Asia Ex Japan Equity F is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Hermes Asia Volatility Indicators

Hermes Asia Ex Japan Equity F Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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