Mercer Low (Ireland) Risk Analysis And Volatility

IE00B9C9FR91 -- Ireland Fund  

GBp 14,107  384.00  2.65%

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-one technical indicators for Mercer Low which you can use to evaluate future volatility of the organization. Please verify Mercer Low Volatility Equity M 5 Hdg Risk Adjusted Performance of 0.4831 and Mean Deviation of 0.4395 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Mercer Low Market Sensitivity

As returns on market increase, returns on owning Mercer Low are expected to decrease at a much smaller rate. During bear market, Mercer Low is likely to outperform the market.
2 Months Beta |Analyze Mercer Low Volatility Demand Trend
Check current 30 days Mercer Low correlation with market (DOW)
β = -0.0189

Mercer Low Central Daily Price Deviation

Mercer Low Volatility Technical Analysis

Transformation
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Mercer Low Projected Return Density Against Market

Assuming 30 trading days horizon, Mercer Low Volatility Equity M 5 Hdg has beta of -0.0189 . This indicates as returns on benchmark increase, returns on holding Mercer Low are expected to decrease at a much smaller rate. During bear market, however, Mercer Low Volatility Equity M 5 Hdg is likely to outperform the market. Moreover, The company has an alpha of 0.1884 implying that it can potentially generate 0.1884% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.19
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.16

Mercer Low Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8781% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Mercer Low Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Mercer Low Investment Opportunity

DOW has a standard deviation of returns of 1.88 and is 9.223372036854776E16 times more volatile than Mercer Low Volatility Equity M 5 Hdg. 0% of all equities and portfolios are less risky than Mercer Low. Compared to the overall equity markets, volatility of historical daily returns of Mercer Low Volatility Equity M 5 Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Mercer Low Volatility Equity M 5 Hdg to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Mercer Low to be traded at p;13542.72 in 30 days. . As returns on market increase, returns on owning Mercer Low are expected to decrease at a much smaller rate. During bear market, Mercer Low is likely to outperform the market.

Mercer Low correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Mercer Low Volatility Equity M and equity matching DJI index in the same portfolio.

Mercer Low Volatility Indicators

Mercer Low Volatility Equity M 5 Hdg Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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