|Horizon||30 Days Login to change|
Mercer Passive Global Technical Analysis
Mercer Passive Projected Return Density Against MarketAssuming 30 trading days horizon, Mercer Passive has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Mercer Passive are completely uncorrelated. Furthermore, Mercer Passive Global Eq CCF MIt does not look like Mercer Passive alpha can have any bearing on the equity current valuation.
Predicted Return Density
Mercer Passive Return VolatilityMercer Passive Global Eq CCF M accepts 0.7481% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.