Mercer Global (Ireland) Risk Analysis And Volatility Evaluation

IE00BWZMSB19 -- Ireland Fund  

USD 130.00  3.14  2.36%

Macroaxis considers Mercer Global to be unknown risk. Mercer Global Small has Sharpe Ratio of -0.4669 which conveys that Mercer Global Small had -0.4669% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Mercer Global exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Mercer Global Small Cap Equity M 8 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

Mercer Global Small Technical Analysis

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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 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 
Assuming 30 trading days horizon, the coefficient of variation of Mercer Global is -214.17. The daily returns are destributed with a variance of 0.73 and standard deviation of 0.86. The mean deviation of Mercer Global Small Cap Equity M 8 is currently at 0.54. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Mercer Global Return Volatility

Mercer 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.
 Performance (%) 

Market Risk Breakdown

Mercer Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

Mercer Global Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 1.23 times more volatile than Mercer Global Small Cap Equity M 8. 7% 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 7 (%) of all global equities and portfolios over the last 30 days.

Mercer Global Volatility Indicators

Mercer Global Small Cap Equity M 8 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.