As of 25 of June Mercer Low secures Risk Adjusted Performance of 0.1821 and Mean Deviation of 0.462. 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 14107.0 per share.
|Horizon||30 Days Login to change|
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 94.01 % which may suggest that Mercer Low Volatility Equity M 5 Hdg market price will keep on failing further. It has 36 observation points and a regression sum of squares at 8563964.1, which is the sum of squared deviations for the predicted Mercer Low price change compared to its average price change.
Mercer Low June 25, 2019 Technical Indicators
|Risk Adjusted Performance||0.1821|
|Market Risk Adjusted Performance||6.59|
|Coefficient Of Variation||432.1|
|Total Risk Alpha||0.1627|
|Value At Risk||(0.73)|
Mercer Low June 25, 2019 Daily Price Condition
|Daily Balance Of Power||(Huge)|
|Rate Of Daily Change||0.97|
|Day Median Price||14,107|
|Day Typical Price||14,107|
|Price Action Indicator||(192.00)|