HSBC US (Ireland) Risk Analysis And Volatility Evaluation

IE00BYYJHW11 -- Ireland Fund  

USD 1.03  0.00  0.00%

Our approach to 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 HSBC US which you can use to evaluate future volatility of the entity. Please check out HSBC US Dollar Liquidity L Market Risk Adjusted Performance of 0.28 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

HSBC US Market Sensitivity

As returns on market increase, returns on owning HSBC US are expected to decrease at a much smaller rate. During bear market, HSBC US is likely to outperform the market.
One Month Beta |Analyze HSBC US Dollar Demand Trend
Check current 30 days HSBC US correlation with market (DOW)
β = -0.2059
HSBC US Almost negative betaHSBC US Dollar Beta Legend

HSBC US Dollar Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

HSBC US Projected Return Density Against Market

Assuming 30 trading days horizon, HSBC US Dollar Liquidity L has beta of -0.2059 . This indicates as returns on benchmark increase, returns on holding HSBC US are expected to decrease at a much smaller rate. During bear market, however, HSBC US Dollar Liquidity L is likely to outperform the market. Moreover, HSBC US Dollar Liquidity L has an alpha of 0.0942 implying that it can potentially generate 0.0942% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.09
β
Beta against DOW=0.21
σ
Overall volatility
=0.00
Ir
Information ratio =0.4

HSBC US Return Volatility

HSBC US Dollar Liquidity L accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

HSBC US Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

HSBC US Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 9.223372036854776E16 times more volatile than HSBC US Dollar Liquidity L. 0% of all equities and portfolios are less risky than HSBC US. Compared to the overall equity markets, volatility of historical daily returns of HSBC US Dollar Liquidity L is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use HSBC US Dollar Liquidity L to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of HSBC US to be traded at $1.0197 in 30 days. As returns on market increase, returns on owning HSBC US are expected to decrease at a much smaller rate. During bear market, HSBC US is likely to outperform the market.

HSBC US correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding HSBC US Dollar Liquidity L and equity matching DJI index in the same portfolio.

HSBC US Volatility Indicators

HSBC US Dollar Liquidity L Current Risk Indicators

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