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
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Hermes Asia Projected Return Density Against MarketAssuming 30 trading days horizon, Hermes Asia has beta of 0.0 . This indicates the returns on DOW and Hermes Asia do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Hermes Asia Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6501% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 0.65 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.
Please also check Risk vs Return Analysis. Please also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.