Mercer Passive (Ireland) Alpha and Beta Analysis Overview

    F00000VZHC -- Ireland Fund  

    EUR 124.61  0.83  0.67%

    This module allows you to check different measures of market premium for Mercer Passive Global Equity M 5 as well as systematic risk associated with investing in Mercer Passive over a specified time horizon. Additionally see Investing Opportunities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Mercer Passive Market Premiums

    α0.19β0.3
    30 days against DJI
    Risk Adjusted Performance  

    0.0973

    Jensen Alpha  

    0.1222

    Total Risk Alpha  

    0.10

    Sortino Ratio  

    0.0

    Treynor Ratio  

    2.85

    Mercer Passive Fundamentals

    Mercer Passive Opportunities

    Mercer Passive Return and Market Media

    The median price of Mercer Passive for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 120.4 with a coefficient of variation of 82.09. The daily time series for the period is distributed with a sample standard deviation of 60.86, arithmetic mean of 74.13, and mean deviation of 57.66. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000VZHC

    Mercer Passive Global Investor Sentiment

    Macroaxis portfolio users are insensible in their opinion about investing in Mercer Passive Global Equity M 5. What is your trading attitude regarding investing in Mercer Passive Global Equity M 5? Are you bullish or bearish?
    Bullish
    Bearish
    50% Bullish
    50% Bearish
    Skip

    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 World Markets Correlation module to find global opportunities by holding instruments from different markets.
    Search macroaxis.com