HSBC Emerging (Switzerland) Volatility
| HSEM Etf | USD 20.26 0.19 0.95% |
HSBC Emerging Market operates with a low volatility profile across the current review period. HSBC Emerging Market currently reflects a Sharpe Ratio (Efficiency) of 0.0185, summarizing favorable risk-adjusted returns over the last 3 months. The current setup includes 27 technical indicators relevant to risk behavior.
HSBC |
HSBC Emerging volatility measures the statistical dispersion of HSBC Emerging's daily returns using variance and standard deviation. Combined with HSBC's beta and financial distress probability, these metrics provide a comprehensive view of the risk associated with investing in.
Volatility Strategy
Historical price movement in HSBC Emerging Market provides context for allocation sensitivity. Current statistical measures show total volatility near 0.92% with a beta coefficient of 0.17, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0185, evaluates return per unit of total risk. An alpha value of 0.0599 reflects performance relative to systematic market exposure. Expected return estimates near 0.017% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Premium/discount behavior may widen during stress.
Main indicators related to HSBC Emerging's market risk premium analysis include:
Beta 0.17 | Alpha 0.0599 | Risk 0.92 | Sharpe Ratio 0.0185 | Expected Return 0.017 |
Moving together with HSBC Etf
| 0.81 | JPNJPA | UBSFund Solutions MSCI | PairCorr |
| 0.86 | CSNKY | iShares VII PLC | PairCorr |
| 0.96 | EIMI | iShares Core MSCI | PairCorr |
| 0.82 | MSE | Amundi EURO STOXX | PairCorr |
Moving against HSBC Etf
Sensitivity To Market
Beta modeling for HSBC Emerging Market results in a coefficient of 0.17, reflecting relative volatility versus the broader market. Regression slope interpretation explains this systematic risk measure. Total historical volatility is approximately 0.92%.HSBC Emerging Market volatility statistics provide a compact view of historical movement. Downside deviation is about 1.26% and standard deviation is about 1.01%. ETF dispersion can change when liquidity shifts in the underlying holdings or when spreads widen. Premium/discount to NAV is often expressed as (Price − NAV) / NAV × 100 when NAV is available.
3 Months Beta |Analyze HSBC Emerging Market Demand TrendCheck current 90 days HSBC Emerging correlation with market (Dow Jones Industrial)Downside Risk
HSBC standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low.
Standard Deviation | 0.92 |
It is essential to understand the difference between upside risk (as represented by HSBC Emerging's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of HSBC Emerging's daily returns or price. HSBC Emerging Market posted a Downside Deviation of 1.26, a Downside Variance of 1.59, and a Maximum Drawdown of 7.31 for the reported period.
Etf Volatility Analysis
Volatility refers to the frequency at which HSBC Emerging etf price increases or decreases over a specific time horizon. These price changes indicate the level of risk and opportunity associated with HSBC Emerging's.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. HSBC Emerging Market Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming the 90-day trading horizon HSBC Emerging has a beta of 0.171 . This usually indicates as returns on the market go up, HSBC Emerging's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding HSBC Emerging Market is expected to be smaller as well.HSBC Emerging reflects a blend of market-wide risk and company or sector-specific developments. Historical volatility and beta quantify how it responds to broader cycles. HSBC Emerging Market posted a Downside Deviation of 1.26, a Mean Deviation of 0.63, and a Semi Deviation of 0.83 for the reported period.
Predicted Return Density |
| Returns |
What Drives HSBC Emerging's Price Volatility?
Several factors can influence HSBC Emerging's market volatility:Industry Dynamics
Sector-level events can directly affect HSBC Emerging's price stability. Regulatory changes, supply disruptions, or shifts in demand within HSBC Emerging's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like HSBC Emerging.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for HSBC Emerging's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward HSBC Emerging. During periods of economic expansion, HSBC Emerging's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.HSBC Emerging's Company-Specific Factors
Volatility can also stem from events unique to HSBC Emerging. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in HSBC Emerging's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on HSBC Emerging's share price.Etf Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of HSBC Emerging is 5405.63. The daily returns are distributed with a variance of 0.84 and standard deviation of 0.92. The mean deviation of HSBC Emerging Market is currently at 0.6. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.06 | |
β | Beta against Dow Jones | 0.17 | |
σ | Overall volatility | 0.92 | |
Ir | Information ratio | 0.13 |
Etf Return Volatility
HSBC Emerging daily volatility tracks how widely etf returns have moved around the mean across the selected time frame. The fund reflects 0.9182% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8255% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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HSBC Emerging Constituents Risk-Adjusted Indicators
Surface-level performance for HSBC Etf can mask how the business actually stacks up against its competitive set. A thorough review of HSBC Emerging's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HSUD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| HPRC | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| HIEU | 0.76 | 0.02 | 0.09 | -0.40 | 1.10 | 1.40 | 6.62 | |||
| HSEM | 0.63 | 0.06 | 0.10 | 0.26 | 0.83 | 1.49 | 7.31 | |||
| HPJP | 0.81 | 0.03 | 0.07 | 0.26 | 1.12 | 2.59 | 7.67 | |||
| HTWN | 1.15 | 0.26 | 0.17 | 2.01 | 1.44 | 3.36 | 9.56 | |||
| HIUA | 0.69 | -0.01 | 0.00 | -0.15 | 0.00 | 1.23 | 3.78 | |||
| HUKX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| HSTE | 1.30 | -0.13 | 0.00 | -0.38 | 0.00 | 2.48 | 7.29 |
Risk Metrics, Assumptions & Methodology
Volatility for HSBC Emerging reflects price dispersion, spread stability, and underlying basket liquidity conditions. Risk-adjusted exposure depends on dispersion and liquidity discipline.
This section for HSBC Emerging Market is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardHSBC Emerging Investment Opportunity
Measured over the selected horizon, HSBC Emerging Market carries roughly 1.11 times the return volatility of Dow Jones Industrial. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use HSBC Emerging Market to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a moderate upward volatility. Check odds of HSBC Emerging to be traded at $22.29 in 90 days.Very weak diversification
For the present investment horizon, the measured correlation between HSEM and DJI stands at 0.59, or Very weak diversification. Used correctly, the chart helps investors judge whether adding the second position genuinely diversifies the first.
HSBC Emerging Additional Risk Indicators
Looking at additional risk metrics for HSBC Emerging Market helps investors judge how the position may behave under different market and portfolio conditions. A disciplined risk review helps investors decide whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.0457 | |||
| Market Risk Adjusted Performance | 0.2741 | |||
| Mean Deviation | 0.6265 | |||
| Semi Deviation | 0.8262 | |||
| Downside Deviation | 1.26 | |||
| Coefficient Of Variation | 1822.71 | |||
| Standard Deviation | 1.01 |
HSBC Emerging Suggested Diversification Pairs
A pair strategy built around HSBC Emerging Market is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for HSBC Emerging persists even in a well-constructed pair. The benefit is in offsetting HSBC Emerging's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of HSBC Emerging Market.
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Other Information on Investing in HSBC Etf
Financial ratios for HSBC Emerging help frame valuation context across profits, cash flow, and enterprise value. They help compare HSBC across valuation measures.