|Time Horizon||30 Days Login to change|
Mercer Low Volatility Technical Analysis
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.
|Risk Adjusted Performance||0.2223|
|Market Risk Adjusted Performance||9.64|
|Coefficient Of Variation||249.08|
|Total Risk Alpha||0.185|