Hermes Global (Ireland) Risk Analysis And Volatility

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

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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 the returns on DOW and Hermes Global do not appear to be related. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Hermes Global is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Hermes Global Emerging Markets R USD is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.65
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

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6582% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Hermes Global Investment Opportunity

DOW has a standard deviation of returns of 0.66 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 Current Risk Indicators

Hermes Global Suggested Diversification Pairs

See also Risk vs Return Analysis. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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