|Horizon||30 Days Login to change|
Mercer Passive Market Sensitivity
Mercer Passive Em Technical Analysis
Mercer Passive Projected Return Density Against MarketAssuming 30 trading days horizon, Mercer Passive Em Mkts Eq M 6 has beta of -0.0207 . This indicates as returns on benchmark increase, returns on holding Mercer Passive are expected to decrease at a much smaller rate. During bear market, however, Mercer Passive Em Mkts Eq M 6 is likely to outperform the market. Additionally, Mercer Passive Em Mkts Eq M 6 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Mercer Passive Return VolatilityMercer Passive Em Mkts Eq M 6 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3128% risk (volatility on return distribution) over the 30 days horizon.