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 technical indicators for Mercer Passive which you can use to evaluate future volatility of the organization. Please verify Mercer Passive Global Equity Z 1 Mean Deviation of 1.26, Downside Deviation of 4.4 and Risk Adjusted Performance of 0.01 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
Mercer Passive Global Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Mercer Passive Projected Return Density Against MarketAssuming 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.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Mercer Passive Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
Mercer Passive Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Mercer Passive Global Equity Z 1. 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 Equity Z 1 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Mercer Passive Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||3960.39|
Mercer Passive Suggested Diversification Pairs
|Microsoft vs. Mercer Passive|
|3M vs. Mercer Passive|
|VMware vs. Mercer Passive|
|Sprint vs. Mercer Passive|
|Salesforce vs. Mercer Passive|
|Facebook vs. Mercer Passive|
|Alibaba Group vs. Mercer Passive|
|Alphabet vs. Mercer Passive|