Mercer Low Volatility Equity M 5 Hdg secures Mean Deviation of 0.4345 and Risk Adjusted Performance of 0.2922. Mercer Low Volatility Equity M 5 Hdg 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 Low which can be compared to its peers in the industry. Please verify Mercer Low Volatility 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 Low Volatility Equity M 5 Hdg is priced some-what accurately providing market reflects its recent price of 15793.0 per share.
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Mercer Low Volatility Technical Analysis
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Mercer Low Volatility Trend AnalysisUse this graph to draw trend lines for Mercer Low Volatility Equity M 5 Hdg. You can use it to identify possible trend reversals for Mercer Low 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 Low price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Mercer Low Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Mercer Low Volatility Equity M 5 Hdg 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 Low price change compared to its average price change.
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|Risk Adjusted Performance||0.2922|
|Market Risk Adjusted Performance||(1.79)|
|Coefficient Of Variation||439.98|
|Total Risk Alpha||0.2473|
|Value At Risk||(0.44)|
Mercer Low Volatility One Year Return
Based on recorded statements Mercer Low Volatility Equity M 5 Hdg has One Year Return of 5.38%. This is 24.83% higher than that of the Mercer Global Investments Management Ltd family, and 48.86% higher than that of Global Equity - Currency Hedged category, The One Year Return for all funds is 133.91% lower than the firm.
Please also check Risk vs Return Analysis. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.