|Horizon||30 Days Login to change|
Mercer Low Market Sensitivity
Mercer Low Volatility Technical Analysis
Mercer Low Projected Return Density Against MarketAssuming 30 trading days horizon, Mercer Low has beta of 0.0244 suggesting as returns on market go up, Mercer Low average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Mercer Low Volatility Equity M 3 will be expected to be much smaller as well. Moreover, Mercer Low Volatility Equity M 3 has an alpha of 0.3559 implying that it can potentially generate 0.3559% excess return over DOW after adjusting for the inherited market risk (beta).
Mercer Low Return VolatilityMercer Low Volatility Equity M 3 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3055% risk (volatility on return distribution) over the 30 days horizon.