The fund secures Beta (Market Risk) of -0.1028 which conveys that as returns on market increase, returns on owning Mercer Low are expected to decrease at a much smaller rate. During bear market, Mercer Low is likely to outperform the market. Even though it is essential to pay attention to Mercer Low Volatility price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Mercer Low exposes twenty-one different technical indicators which can help you to evaluate its performance.
|Horizon||30 Days Login to change|
Mercer Low Volatility Relative Risk vs. Return LandscapeIf you would invest 22,560 in Mercer Low Volatility Equity M 3 on December 19, 2018 and sell it today you would lose (1,277) from holding Mercer Low Volatility Equity M 3 or give up 5.66% of portfolio value over 30 days. Mercer Low Volatility Equity M 3 is generating negative expected returns and assumes 3.4666% volatility on return distribution over the 30 days horizon. Simply put, 31% of equities are less volatile than Mercer Low and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Mercer Low Current Valuation
Mercer Low is Unknown risk asset. Mercer Low Volatility last-minute Real Value cannot be determined due to lack of data. The latest price of Mercer Low Volatility is 212.83. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. Macroaxis essentially forecasts value of Mercer Low Volatility from analyzing the organization technical indicators and Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.
Mercer Low Market Risk Analysis
Sharpe Ratio = -0.4037
Mercer Low Relative Performance Indicators
Estimated Market Risk
Risk-Adjusted Fund PerformanceOver the last 30 days Mercer Low Volatility Equity M 3 has generated negative risk-adjusted returns adding no value to fund investors.