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 Euro which you can use to evaluate future volatility of the organization. Please verify Mercer Euro Nominal Bd Long Du to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Mercer Euro Nominal Technical Analysis
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Mercer Euro Projected Return Density Against MarketAssuming 30 trading days horizon, Mercer Euro has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Mercer Euro are completely uncorrelated. Furthermore, Mercer Euro Nominal Bd Long DuIt does not look like Mercer Euro alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Mercer Euro Return VolatilityMercer Euro Nominal Bd Long Du accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.282% risk (volatility on return distribution) over the 30 days horizon.
Check portfolio volatility and analyze historical return density to properly model market risk
|All Next||Launch Portfolio Volatility|
DOW has a standard deviation of returns of 1.28 and is 9.223372036854776E16 times more volatile than Mercer Euro Nominal Bd Long Du. 0% of all equities and portfolios are less risky than Mercer Euro. Compared to the overall equity markets, volatility of historical daily returns of Mercer Euro Nominal Bd Long Du is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Please also check Risk vs Return Analysis. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.