Mercer Passive (Ireland) Risk Analysis And Volatility

Our philosophy towards estimating volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Mercer Passive which you can use to evaluate future volatility of the organization. Please verify Mercer Passive Global Eq CCF M to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Mercer Passive Global Technical Analysis

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Mercer Passive Projected Return Density Against Market

Assuming 30 trading days horizon, Mercer Passive has beta of 0.0 suggesting the returns on DOW and Mercer Passive do not appear to be correlated. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Mercer Passive is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Mercer Passive Global Eq CCF M is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.76
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Mercer Passive Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7734% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Mercer Passive Investment Opportunity

DOW has a standard deviation of returns of 0.77 and is 9.223372036854776E16 times more volatile than Mercer Passive Global Eq CCF M. 0% of all equities and portfolios are less risky than Mercer Passive. Compared to the overall equity markets, volatility of historical daily returns of Mercer Passive Global Eq CCF M is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Mercer Passive Current Risk Indicators

Mercer Passive Suggested Diversification Pairs

See also Investing Opportunities. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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