Mercer Global (Ireland) Risk Analysis And Volatility

IE00BWZMSB19 -- Ireland Fund  

USD 106.84  4.08  3.68%

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 Global which you can use to evaluate future volatility of the organization. Please verify Mercer Global Small Cap Equity M 8 to check out if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Ignores market trends
Horizon     30 Days    Login   to change

Mercer Global Small Technical Analysis

Transformation
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Mercer Global Projected Return Density Against Market

Assuming 30 trading days horizon, Mercer Global has beta of 0.0 . This indicates the returns on DOW and Mercer Global do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Mercer Global Return Volatility

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

Mercer Global Investment Opportunity

Mercer Global Small Cap Equity M 8 has the same returns volatility as DOW considering given time horizon. 0% of all equities and portfolios are less risky than Mercer Global. Compared to the overall equity markets, volatility of historical daily returns of Mercer Global Small Cap Equity M 8 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Mercer Global Current Risk Indicators

Mercer Global Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.
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