|Horizon||30 Days Login to change|
Mercer Global Market Sensitivity
|As returns on market increase, Mercer Global returns are expected to increase less than the market. However during bear market, the loss on holding Mercer Global will be expected to be smaller as well.One Month Beta |Analyze Mercer Global High Demand TrendCheck current 30 days Mercer Global correlation with market (DOW)|
β = 0.2694
Mercer Global High Technical Analysis
Mercer Global Projected Return Density Against MarketAssuming 30 trading days horizon, Mercer Global has beta of 0.2694 . This indicates as returns on market go up, Mercer Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Mercer Global High Yield Bond M 5 Acc will be expected to be much smaller as well. Additionally, Mercer Global High Yield Bond M 5 Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
Mercer Global Return VolatilityMercer Global High Yield Bond M 5 Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% risk (volatility on return distribution) over the 30 days horizon.