Hermes Global (Ireland) Risk Analysis And Volatility Evaluation

IE00BWTNM305 -- Ireland Fund  

USD 2.33  0.04  1.69%

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 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%.
Horizon     30 Days    Login   to change

Hermes Global Emerging Technical Analysis

Transformation
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Hermes Global 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 R USDIt does not look like Hermes Global alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Hermes Global Return Volatility

Hermes Global Emerging Markets R USD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Hermes Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Hermes Global Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Hermes Global Emerging Markets R USD. 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 R USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Hermes Global Volatility Indicators

Hermes Global Emerging Markets R USD Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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