Hermes Multi (Ireland) Risk Analysis And Volatility Evaluation

IE00BKRCN768 -- Ireland Fund  

GBp 130.00  2.00  1.52%

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 Multi Strat which you can use to evaluate future volatility of the entity. Please check out Hermes Multi Market Risk Adjusted Performance of (199.29) and Risk Adjusted Performance of (1.03) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Hermes Multi Market Sensitivity

As returns on market increase, Hermes Multi returns are expected to increase less than the market. However during bear market, the loss on holding Hermes Multi will be expected to be smaller as well.
2 Months Beta |Analyze Hermes Multi Strat Demand Trend
Check current 30 days Hermes Multi correlation with market (DOW)
β = 0.0016

Hermes Multi Central Daily Price Deviation

Hermes Multi Strat Technical Analysis

Transformation
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Hermes Multi Projected Return Density Against Market

Assuming 30 trading days horizon, Hermes Multi has beta of 0.0016 . This indicates as returns on market go up, Hermes Multi average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Hermes Multi Strat F GBP will be expected to be much smaller as well. Additionally, Hermes Multi Strat F GBP has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.32
β
Beta against DOW=0.0016
σ
Overall volatility
=0.00
Ir
Information ratio =0.32

Hermes Multi Return Volatility

Hermes Multi Strat F GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Hermes Multi Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Hermes Multi Investment Opportunity

DOW has a standard deviation of returns of 1.31 and is 9.223372036854776E16 times more volatile than Hermes Multi Strat F GBP. 0% of all equities and portfolios are less risky than Hermes Multi. Compared to the overall equity markets, volatility of historical daily returns of Hermes Multi Strat F GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Hermes Multi Strat F GBP to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Hermes Multi to be traded at p;126.1 in 30 days. As returns on market increase, Hermes Multi returns are expected to increase less than the market. However during bear market, the loss on holding Hermes Multi will be expected to be smaller as well.

Hermes Multi correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Hermes Multi Strat F GBP Inc and equity matching DJI index in the same portfolio.

Hermes Multi Volatility Indicators

Hermes Multi Strat F GBP Current Risk Indicators

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