|Horizon||30 Days Login to change|
Hermes Global Market Sensitivity
Hermes Global Emerging Technical Analysis
Hermes Global Projected Return Density Against MarketAssuming 30 trading days horizon, Hermes Global Emerging Markets has beta of -0.0218 . This indicates as returns on benchmark increase, returns on holding Hermes Global are expected to decrease at a much smaller rate. During bear market, however, Hermes Global Emerging Markets is likely to outperform the market. Additionally, Hermes Global Emerging Markets has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Hermes Global Return VolatilityHermes Global Emerging Markets accepts 1.3856% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.