|Horizon||30 Days Login to change|
Mercer Global Small Technical Analysis
Mercer Global Projected Return Density Against MarketAssuming 30 trading days horizon, Mercer Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Mercer Global are completely uncorrelated. Furthermore, Mercer Global Small Cap Equity M 8It does not look like Mercer Global alpha can have any bearing on the equity current valuation.
Predicted Return Density
Mercer Global Return VolatilityMercer Global Small Cap Equity M 8 accepts 0.8558% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.