Mercer Passive (Ireland) Alpha and Beta Analysis Overview

    F00000VZHB -- Ireland Fund  

    GBp 15,928  460.00  2.97%

    This module allows you to check different measures of market premium for Mercer Passive Global Equity Z 1 as well as systematic risk associated with investing in Mercer Passive over a specified time horizon. Additionally see Investing Opportunities.
     Time Horizon     30 Days    Login   to change
    Run Premiums

    Mercer Passive Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    Mercer Passive Fundamentals

    Mercer Passive Opportunities

    Mercer Passive Return and Market Media

    The median price of Mercer Passive for the period between Mon, Jul 16, 2018 and Wed, Aug 15, 2018 is 14417.0 with a coefficient of variation of 86.21. The daily time series for the period is distributed with a sample standard deviation of 7822.27, arithmetic mean of 9073.6, and mean deviation of 7258.88. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - F00000VZHB

    Mercer Passive Global Investor Sentiment
    Macroaxis portfolio users are insensible in their opinion about investing in Mercer Passive Global Equity Z 1. What is your trading attitude regarding investing in Mercer Passive Global Equity Z 1? Are you bullish or bearish?
    50% Bullish
    50% Bearish

    Build Diversified Portfolios

    Align your risk with return expectations
    Fix your portfolio
    By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
    Additionally see Investing Opportunities. Please also try Financial Widgets module to easily integrated macroaxis content with over 30 different plug-and-play financial widgets.