Hermes Global (Ireland) Risk Analysis And Volatility Evaluation

Our philosophy towards determining volatility of a fund is to use all available market data together with company 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 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Hermes Global Emerging 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, Hermes Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Hermes Global are completely uncorrelated. Furthermore, Hermes Global Emerging Markets F EUR HdgIt does not look like Hermes Global 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

Actual Return Volatility

Hermes Global Emerging Markets F EUR Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5115% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Portfolio Suggestion Now
   

Portfolio Suggestion

Get suggestions outside of your existing asset allocation including your own model portfolios
All  Next Launch Portfolio Suggestion

Investment Outlook

Hermes Global Investment Opportunity
DOW has a standard deviation of returns of 0.51 and is 9.223372036854776E16 times more volatile than Hermes Global Emerging Markets F EUR Hdg. 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 F EUR Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Hermes Global Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
vendors/bower_components/jquery.easy-pie-chart/dist/jquery.easypiechart.min.js">