As of 20 of February Mercer Passive secures Mean Deviation of 0.3866 and Risk Adjusted Performance of 0.4361. Mercer Passive Global Equity M 5 technical analysis lets you operate historical price patterns with an objective to determine a pattern that forecasts the direction of the organization future prices. Strictly speaking you can use this information to find out if the organization will indeed mirror its model of past prices or the prices will eventually revert. We found nineteen technical drivers for Mercer Passive which can be compared to its peers in the industry. Please verify Mercer Passive Global Information Ratio and the relationship between Jensen Alpha and Maximum DrawdownInformation Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if Mercer Passive Global Equity M 5 is priced some-what accurately providing market reflects its recent price of 107.6 per share.
|Horizon||30 Days Login to change|
Mercer Passive Global Technical Analysis
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Mercer Passive Global Trend AnalysisUse this graph to draw trend lines for Mercer Passive Global Equity M 5. You can use it to identify possible trend reversals for Mercer Passive as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Mercer Passive price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Mercer Passive Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Mercer Passive Global Equity M 5 applied against its price change over selected period. The best fit line has a slop of ? % . It has 0 observation points and a regression sum of squares at 0.0, which is the sum of squared deviations for the predicted Mercer Passive price change compared to its average price change.
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|Risk Adjusted Performance||0.4361|
|Market Risk Adjusted Performance||9.46|
|Coefficient Of Variation||390.57|
|Total Risk Alpha||0.107|
|Value At Risk||(0.85)|