|Horizon||30 Days Login to change|
Mercer Passive Market Sensitivity
Mercer Passive Global Technical Analysis
Mercer Passive Projected Return Density Against MarketAssuming 30 trading days horizon, Mercer Passive has beta of 0.0664 suggesting as returns on market go up, Mercer Passive average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Mercer Passive Global Eq CCF M will be expected to be much smaller as well. Moreover, Mercer Passive Global Eq CCF M has an alpha of 0.0937 implying that it can potentially generate 0.0937% excess return over DOW after adjusting for the inherited market risk (beta).
Mercer Passive Return VolatilityMercer Passive Global Eq CCF M accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3037% risk (volatility on return distribution) over the 30 days horizon.