|Horizon||30 Days Login to change|
Mercer Global Market Sensitivity
Mercer Global High Technical Analysis
Mercer Global Projected Return Density Against MarketAssuming 30 trading days horizon, Mercer Global High Yield Bond M 5 Acc has beta of -0.0393 . This indicates as returns on benchmark increase, returns on holding Mercer Global are expected to decrease at a much smaller rate. During bear market, however, Mercer Global High Yield Bond M 5 Acc is likely to outperform the market. 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
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 1.2959% risk (volatility on return distribution) over the 30 days horizon.