Hermes Multi (Ireland) Risk Analysis And Volatility

IE00BKRCN768 -- Ireland Fund  

GBp 131.00  2.00  1.50%

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 (0.67) and Risk Adjusted Performance of 0.0767 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, returns on owning Hermes Multi are expected to decrease at a much smaller rate. During bear market, Hermes Multi is likely to outperform the market.
2 Months Beta |Analyze Hermes Multi Strat Demand Trend
Check current 30 days Hermes Multi correlation with market (DOW)
β = -0.132

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 Strat F GBP has beta of -0.132 . This indicates as returns on benchmark increase, returns on holding Hermes Multi are expected to decrease at a much smaller rate. During bear market, however, Hermes Multi Strat F GBP is likely to outperform the market. Moreover, The company has an alpha of 0.0984 implying that it can potentially generate 0.0984% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.1
β
Beta against DOW=0.13
σ
Overall volatility
=0.00
Ir
Information ratio =0.0262

Hermes Multi Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% 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 0.69 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 your portfolios 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;127.07 in 30 days. . As returns on market increase, returns on owning Hermes Multi are expected to decrease at a much smaller rate. During bear market, Hermes Multi is likely to outperform the market.

Hermes Multi correlation with market

correlation synergy
Good 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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