Stone Harbor Risk Analysis And Volatility

XEDFX -- USA Fund  

USD 9.28  0.02  0.22%

Macroaxis considers Stone Harbor to be not too volatile. Stone Harbor Emerging owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.217 which indicates the organization had -0.217% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Stone Harbor Emerging Markets I exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Stone Harbor Coefficient Of Variation of (488.68) and Risk Adjusted Performance of (0.20) to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Stone Harbor Market Sensitivity

As returns on market increase, Stone Harbor returns are expected to increase less than the market. However during bear market, the loss on holding Stone Harbor will be expected to be smaller as well.
3 Months Beta |Analyze Stone Harbor Emerging Demand Trend
Check current 30 days Stone Harbor correlation with market (DOW)
β = 0.0294

Stone Harbor Central Daily Price Deviation

Stone Harbor Emerging Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of Stone Harbor Emerging high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Stone Harbor closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

Stone Harbor Projected Return Density Against Market

Assuming 30 trading days horizon, Stone Harbor has beta of 0.0294 . This means as returns on market go up, Stone Harbor average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Stone Harbor Emerging Markets I will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Stone Harbor Emerging is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Stone Harbor is -460.78. The daily returns are destributed with a variance of 0.43 and standard deviation of 0.66. The mean deviation of Stone Harbor Emerging Markets I is currently at 0.44. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
α
Alpha over DOW
=0.14
β
Beta against DOW=0.0294
σ
Overall volatility
=0.66
Ir
Information ratio =0.2

Stone Harbor Return Volatility

the fund shows 0.6561% volatility of returns over 30 trading days. the entity inherits 0.9852% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Stone Harbor Investment Opportunity

DOW has a standard deviation of returns of 0.99 and is 1.5 times more volatile than Stone Harbor Emerging Markets I. of all equities and portfolios are less risky than Stone Harbor. Compared to the overall equity markets, volatility of historical daily returns of Stone Harbor Emerging Markets I is lower than 5 () of all global equities and portfolios over the last 30 days. Use Stone Harbor Emerging Markets I to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Stone Harbor to be traded at $9.19 in 30 days. . As returns on market increase, Stone Harbor returns are expected to increase less than the market. However during bear market, the loss on holding Stone Harbor will be expected to be smaller as well.

Stone Harbor correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Stone Harbor Emerging Markets and equity matching DJI index in the same portfolio.

Stone Harbor Current Risk Indicators

Stone Harbor Suggested Diversification Pairs

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