Our way in which we are 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 HI Core which you can use to evaluate future volatility of the entity. Please check out HI Core UCITS USD DM Standard Deviation of 0.1369 and Market Risk Adjusted Performance of
(12.71) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
HI Core Market Sensitivity
|As returns on market increase, HI Core returns are expected to increase less than the market. However during bear market, the loss on holding HI Core will be expected to be smaller as well. 2 Months Beta |Analyze HI Core UCITS Demand TrendCheck current 30 days HI Core correlation with market (DOW)|
β = 0.0023
HI Core Central Daily Price Deviation
HI Core UCITS Technical Analysis
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.
HI Core Projected Return Density Against MarketAssuming 30 trading days horizon, HI Core has beta of 0.0023 . This indicates as returns on market go up, HI Core average returns are expected to increase less than the benchmark. However during bear market, the loss on holding HI Core UCITS USD DM will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. HI Core UCITS is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.03|
|Beta against DOW||=||0.0023|
HI Core Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5638% risk (volatility on return distribution) over the 30 days horizon.
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
|All Next||Launch Price Exposure Probability|
DOW has a standard deviation of returns of 1.56 and is 9.223372036854776E16 times more volatile than HI Core UCITS USD DM. 0% of all equities and portfolios are less risky than HI Core. Compared to the overall equity markets, volatility of historical daily returns of HI Core UCITS USD DM is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use HI Core UCITS USD DM to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of HI Core to be traded at 105.2 in 30 days. . As returns on market increase, HI Core returns are expected to increase less than the market. However during bear market, the loss on holding HI Core will be expected to be smaller as well.
HI Core correlation with market
Please also check Risk vs Return Analysis. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.