Mercer Low (Ireland) Alpha and Beta Analysis Overview

IE00B9C9FR91 -- Ireland Fund  

GBp 15,987  138.00  0.87%

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
Symbol
Run Premiums

Mercer Low Market Premiums

α0.39β0.13
30 days against DJI
Risk Adjusted Performance  

0.1346

Jensen Alpha  

0.2149

Total Risk Alpha  

0.07

Sortino Ratio  

0.0

Treynor Ratio  

3.35

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 Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 15185.0 with a coefficient of variation of 86.26. The daily time series for the period is distributed with a sample standard deviation of 7888.5, arithmetic mean of 9145.41, and mean deviation of 7531.52. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B9C9FR91

Mercer Low Volatility Investor Sentiment

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