Hermes Multi (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 Multi Strategy which you can use to evaluate future volatility of the entity. Please check out Hermes Multi to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Hermes Multi Strategy Technical Analysis

Transformation
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Projected Return Density Against Market

Assuming 30 trading days horizon, Hermes Multi has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Hermes Multi are completely uncorrelated. Furthermore, Hermes Multi Strategy Credit F USD AccIt does not look like Hermes Multi 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 Multi Strategy Credit F USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5639% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Chance of Distress

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Investment Outlook

Hermes Multi Investment Opportunity
DOW has a standard deviation of returns of 0.56 and is 9.223372036854776E16 times more volatile than Hermes Multi Strategy Credit F USD Acc. 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 Strategy Credit F USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Hermes Multi Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.