Hang Seng (Hong Kong) Performance

HSI -- Hong Kong Index  

 26,720  128.91  0.48%

The index retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Hang Seng are completely uncorrelated. Even though it is essential to pay attention to Hang Seng current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any index is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Hang Seng exposes twenty-eight different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Hang Seng Relative Risk vs. Return Landscape

If you would invest  2,846,648  in Hang Seng on September 19, 2019 and sell it today you would lose (174,690)  from holding Hang Seng or give up 6.14% of portfolio value over 30 days. Hang Seng is currently does not generate positive expected returns and assumes 1.1306% risk (volatility on return distribution) over the 30 days horizon. In different words, 10% of equities are less volatile than Hang Seng and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Hang Seng is expected to under-perform the market. In addition to that, the company is 1.15 times more volatile than its market benchmark. It trades about -0.09 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of volatility.

Hang Seng Market Risk Analysis

Sharpe Ratio = -0.0893
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Hang Seng Relative Performance Indicators

Estimated Market Risk
 1.13
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 -0.1
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.09
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Hang Seng is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Hang Seng by adding it to a well-diversified portfolio.

Hang Seng Alerts

Equity Alerts and Improvement Suggestions

Hang Seng generates negative expected return over the last 30 days
See also Your Current Watchlist. Please also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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