Global exchange-traded fund - HSBC ETFS PLC HSBC FTSE EPRA/NAREIT DEVELOPED ETF
HSBC FTSE EP drops on high volatility 20 October, 2017
NEWS BITES - ETF
HSBC ETFS PLC HSBC FTSE EPRA/NAREIT DEVELOPED ETF (L:HPRO), the 77th largest Exchange Traded Fund by market cap in the United Kingdom, traded between an intraday low of GBX1,761.50 and a high of GBX1,782.28. The average daily volatility of 0.8% places the ETF in the 2nd quartile in the market meaning it is moderately volatile. Today its volatility (highest price minus lowest price/lowest price) of 1.2% was 1.6 times the average daily volatility of 0.8%, up from 0.4% on Thursday and 0.2% on Wednesday. A fall in the price on high volatility is a bearish signal. The ETF fell for a third day on Friday bringing its three-day fall to GBX16.75 or 0.9%. The ETF price has decreased GBX9.50 (or 0.5%) from its last trading session of October 19, 2017 to close at GBX1,761.50. The volume was 0.2 times the average daily trading of 12,753 units.
|Price Change %||1 Month||3 Month||6 Month||1 Year|
|MSCI UNITED KINGDOM||3.5||1.4||7.4||11.1|
HSBC FTSE EP BEARISH SIGNALS
+ The price decreased 0.4% in the last week.
+ Falls to Rises: in the past month the number of falls outnumbered rises 14:9 or 1.6:1.
+ The present value of GBP1,000 (PV1000) invested five years ago in HSBC FTSE EP is GBP908, including a capital loss of GBP92 and dividend reinvested of 49 GBP.
+ 5 years Multiplier in GBP = 0.908x
+ Compound Annual Growth Rate (CAGR) in GBP = -1.9%
Present Value of USD1,000 invested 5 years ago:
+ The present value of USD1,000 (PV1000) invested five years ago in HSBC FTSE EP is $US744, including a capital loss of $US257 and dividend reinvested of 40c.
+ 5 years ago GBP 1 equalled USD 1.61
+ 5 years Multiplier in USD = 0.744x
+ Compound Annual Growth Rate (CAGR) in USD = -5.8%
1.2 Overbought/Bearish/Resistance Signals:
+ The Money Flow Index [MFI] is 85.2 suggesting an overbought 14-day trend, being above 80. The Money Ratio of 5.8 suggests positive money flow was 5.8 times negative money flow.
+ The Stochastic indicator of 88.7 has broken through the overbought line of 80; this indicates the price is close to its 14-day high and is likely to revert to a downtrend.
1.3 Low Performance Indicators:
|Description||Value||Rank In Market|
|Price Change %||-0.5||In Bottom Quartile|
|Volatility %||1.2||In Bottom Quartile|
PRICE VOLUME DYNAMICS
+ The HSBC FTSE EP is at a discount of 5.3% to its 12-month high of GBX1,859.40 traded on January 09.
+ It is at a premium of 5.7% to its 12-month low of GBX1,666.50 traded on November 11, 2016.
+ The present value of GBP1,000 (PV1000) invested one year ago in HSBC FTSE EP is GBP961, comprising a capital loss of GBP39 and dividend reinvested of 17 GBP.
|Morgan Stanley Capital International World Index [MSCI World]||1,004||1,018||1,197|
|Morgan Stanley Capital International United Kingdom Index||997||1,021||1,111|
2.2 Year-on-Year Comparison (Trailing year - ended 29 Sep)
In the past 5 years, HPRO has declined 10.3% from 1,917 to 1,719.25, an average annual compound fall of 2.2%.
|% Price Change||-6||32.4||5.9||1.8||-33.2||21.6|
|Avg Daily Volume||13,887||59,255||24,599||4,274||4,940||4,047|
|Turnover Period||1 yr 11 mo||6 mo||1 yr 33 d||1 yr 23 d||11 mo||1 yr 32 d|
|Price Range||1,666.5 - 1,859.4||1,365 - 1,886||1,297.75 - 1,635.19||1,193 - 1,403.41||1,190 - 1,949||1,454 - 1,988|
3.1 Global Rank out of 5,704 ETFs
The present value of $US1,000 invested a year ago is $US1,029, ranking it 3450 out of 5,704 ETFs. Its 6-month relative strength (or price percentile rank) in USD is 18.
|Net Assets (US$)||149.3M||1633||Second|
|Rel Strength 6 Mo (US$)||18||4685||Bottom|
|PV$1000 (1Year) US$*||1,029||3450||Third|
* 1 year ago GBP 1 equalled USD 1.23
Oct 20, 2017: GBP 1 equals USD 1.3179
3.2 Rank in the Total United Kingdom ETF Market [out of 592 ETFs]
|Rel Strength 6 Mon (GBP)||47||315|
HSBC FTSE EPRA/NAREIT DEVELOPED UCITS ETF is an open-end, UCITS compliant, Exchange Traded Fund incorporated in Ireland. The aim is to replicate the performance of the FTSE EPRA/NAREIT Developed Index whilst minimising the tracking error. The Index is a market-capitalisation weighted index designed to measure the performance of largest real estate companies.
HSBC ETFS PLC HSBC FTSE EPRA/NAREIT DEVELOPED ETF (L:HPRO)
|Inception Date||June 22, 2011|
|Expense Ratio||0.4% of average net assets|
|Asset Class||Equity ETF|
4.3 Management Fees
+ The management fee is 0.4% of total assets
|Dividend Date:||April 13, 2017|
|Annual Dividend:||0.30 GBX|