Mercer Low (Ireland) Alpha and Beta Analysis Overview

This module allows you to check different measures of market premium for Mercer Low Volatility Equity M 5 Hdg as well as systematic risk associated with investing in Mercer Low over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Run Premiums

Mercer Low Market Premiums

α0.00   β0.00
30 days against DJI

Mercer Low Fundamentals

 Better Than Average     
 Worse Than Average Compare Mercer Low to competition

Mercer Low Fundamental Vs Peers

FundamentalsMercer LowPeer Average
Price to Earning16.95 times7.60 times
Price to Book2.06 times1.04 times
Price to Sales1.26 times1.03 times
One Year Return5.38 % 2.30 %
Net Asset771.61 M1.37 B
Cash Position Weight10.40 % 14.48 %
Equity Positions Weight81.58 % 40.68 %

Mercer Low Opportunities

Mercer Low Return and Market Media

The median price of Mercer Low for the period between Sun, Oct 14, 2018 and Tue, Nov 13, 2018 is 15616.0 with a coefficient of variation of 67.18. The daily time series for the period is distributed with a sample standard deviation of 7338.01, arithmetic mean of 10922.65, and mean deviation of 6553.59. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - IE00B9C9FR91

Mercer Low Volatility Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Mercer Low Volatility Equity M 5 Hdg. What is your trading attitude regarding investing in Mercer Low Volatility Equity M 5 Hdg? Are you bullish or bearish?
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Please also check Risk vs Return Analysis. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.