Global exchange-traded fund - HSBC ETFS PLC HSBC FTSE EPRA/NAREIT DEVELOPED ETF

UK

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 Month3 Month6 Month1 Year
HPRO2.5-1.1-1.5-3.9
MSCI UNITED KINGDOM3.51.47.411.1

SECTION 1

HSBC FTSE EP BEARISH SIGNALS

1.1 Technicals:

+ 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:

DescriptionValueRank In Market
Price Change %-0.5In Bottom Quartile
Volatility %1.2In Bottom Quartile

SECTION 2

PRICE VOLUME DYNAMICS

2.1 Technicals:

+ 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.

PV10001-week1-month1-year
HPRO.L9961,025961
Morgan Stanley Capital International World Index [MSCI World]1,0041,0181,197
Morgan Stanley Capital International United Kingdom Index9971,0211,111

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%.

201720162015201420132012
Close1,719.251,829.51,381.751,304.251,2811,917
% Price Change-632.45.91.8-33.221.6
Avg Daily Volume13,88759,25524,5994,2744,9404,047
VWP1,776.361,681.61,470.41,288.791,369.541,755.95
Turnover Period1 yr 11 mo6 mo1 yr 33 d1 yr 23 d11 mo1 yr 32 d
Price Range1,666.5 - 1,859.41,365 - 1,8861,297.75 - 1,635.191,193 - 1,403.411,190 - 1,9491,454 - 1,988

SECTION 3

RANKING

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.

DescriptionValueRankQuartile
Net Assets (US$)149.3M1633Second
MCap (US$)153.2M1948Second
Rel Strength 6 Mo (US$)184685Bottom
PV$1000 (1Year) US$*1,0293450Third

* 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]

DescriptionValueRank
Rel Strength 6 Mon (GBP)47315
PV1000-1Year (GBP)961243

SECTION 4

PROFILE

4.1 Description

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.

4.2 SNAPSHOT

HSBC ETFS PLC HSBC FTSE EPRA/NAREIT DEVELOPED ETF (L:HPRO)

ISIN: IE00B5L01S80

Inception DateJune 22, 2011
Expense Ratio0.4% of average net assets
CategoryReal Estate-Equity
Asset ClassEquity ETF

4.3 Management Fees

+ The management fee is 0.4% of total assets

SECTION 5

DIVIDEND

Dividend:0.2
Dividend Date:April 13, 2017
Dividend Yield:0.02%
Annual Dividend:0.30 GBX

HPROP.L

Source: www.BuySellSignals.com