Mercer Passive (Ireland) Risk Analysis And Volatility

IE00BZ1HZZ46 -- Ireland Fund  

EUR 132.21  2.38  1.77%

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 Trend
Check current 30 days Mercer Passive correlation with market (DOW)
β = 0.1428

Mercer Passive Central Daily Price Deviation

Mercer Passive Em Technical Analysis

Transformation
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Mercer Passive Projected Return Density Against Market

Assuming 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 
      Returns 
α
Alpha over DOW
=0.0073
β
Beta against DOW=0.14
σ
Overall volatility
=0.00
Ir
Information ratio =0.05

Mercer Passive Return Volatility

the 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Mercer Passive Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Mercer Passive Investment Opportunity

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

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Mercer Passive Em Mkts Eq M 6 and equity matching DJI index in the same portfolio.

Mercer Passive Volatility Indicators

Mercer Passive Em Mkts Eq M 6 Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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