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 Global Emerging which you can use to evaluate future volatility of the entity. Please check out Hermes Global Risk Adjusted Performance of 0.01 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
Hermes Global Emerging Technical Analysis
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Hermes Global Projected Return Density Against MarketAssuming 30 trading days horizon, Hermes Global has beta of 0.0 . This indicates the returns on DOW and Hermes Global do not appear to be reactive. 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 Global Return Volatilitythe mutual fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
Hermes Global Investment Opportunity
Hermes Global Emerging Markets has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than Hermes Global. Compared to the overall equity markets, volatility of historical daily returns of Hermes Global Emerging Markets is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Hermes Global Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||(1,336)|
|Value At Risk||(1.34)|
Hermes Global Suggested Diversification Pairs
|Microsoft vs. Hermes Global|
|VMware vs. Hermes Global|
|Visa vs. Hermes Global|
|Sprint vs. Hermes Global|
|Salesforce vs. Hermes Global|
|Facebook vs. Hermes Global|
|Alphabet vs. Hermes Global|