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 Passive which you can use to evaluate future volatility of the organization. Please verify Mercer Passive Em Mkts Eq M 6 Risk Adjusted Performance of 0.0213, Downside Deviation of 1.14 and Mean Deviation of 0.6924 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Mercer Passive Market Sensitivity
|As returns on market increase, Mercer Passive returns are expected to increase less than the market. However during bear market, the loss on holding Mercer Passive will be expected to be smaller as well. 2 Months Beta |Analyze Mercer Passive Em Demand TrendCheck current 30 days Mercer Passive correlation with market (DOW)|
β = 0.1428
Mercer Passive Central Daily Price Deviation
Mercer Passive Em Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Mercer Passive Projected Return Density Against MarketAssuming 30 trading days horizon, Mercer Passive has beta of 0.1428 . This indicates as returns on market go up, Mercer Passive average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Mercer Passive Em Mkts Eq M 6 will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0073 implying that it can potentially generate 0.0073% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0073|
|Beta against DOW||=||0.14|
Mercer Passive Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Mercer Passive Em Mkts Eq M 6. 0% of all equities and portfolios are less risky than Mercer Passive. Compared to the overall equity markets, volatility of historical daily returns of Mercer Passive Em Mkts Eq M 6 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Mercer Passive Em Mkts Eq M 6 to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Mercer Passive to be traded at 128.24 in 30 days. . As returns on market increase, Mercer Passive returns are expected to increase less than the market. However during bear market, the loss on holding Mercer Passive will be expected to be smaller as well.
Mercer Passive correlation with market