Mercer Smallmid Cap Fund Market Value
| MSCGX Fund | USD 11.31 0.15 1.34% |
| Symbol | Mercer |
Mercer Us 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Mercer Us' mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Mercer Us.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Mercer Us on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Mercer Smallmid Cap or generate 0.0% return on investment in Mercer Us over 90 days. Mercer Us is related to or competes with California Municipal, Virtus Seix, Ab Municipal, Prudential California, Lord Abbett, The Hartford, and Redwood Managed. The investment seeks to provide long-term total return, comprised primarily of capital appreciation More
Mercer Us Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Mercer Us' mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Mercer Smallmid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9121 | |||
| Information Ratio | 0.0157 | |||
| Maximum Drawdown | 6.08 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.24 |
Mercer Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mercer Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mercer Us' standard deviation. In reality, there are many statistical measures that can use Mercer Us historical prices to predict the future Mercer Us' volatility.| Risk Adjusted Performance | 0.0999 | |||
| Jensen Alpha | 0.1276 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0166 | |||
| Treynor Ratio | (0.60) |
Mercer Smallmid Cap Backtested Returns
At this stage we consider Mercer Mutual Fund to be very steady. Mercer Smallmid Cap has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mercer Us, which you can use to evaluate the volatility of the fund. Please verify Mercer Us' Mean Deviation of 0.7204, downside deviation of 0.9121, and Risk Adjusted Performance of 0.0999 to check out if the risk estimate we provide is consistent with the expected return of 0.12%. The fund secures a Beta (Market Risk) of -0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Mercer Us are expected to decrease at a much lower rate. During the bear market, Mercer Us is likely to outperform the market.
Auto-correlation | 0.29 |
Poor predictability
Mercer Smallmid Cap has poor predictability. Overlapping area represents the amount of predictability between Mercer Us time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mercer Smallmid Cap price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Mercer Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Mercer Smallmid Cap lagged returns against current returns
Autocorrelation, which is Mercer Us mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Mercer Us' mutual fund expected returns. We can calculate the autocorrelation of Mercer Us returns to help us make a trade decision. For example, suppose you find that Mercer Us has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Mercer Us regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Mercer Us mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mercer Us mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mercer Us mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Mercer Us Lagged Returns
When evaluating Mercer Us' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mercer Us mutual fund have on its future price. Mercer Us autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Mercer Us autocorrelation shows the relationship between Mercer Us mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Mercer Smallmid Cap.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Mercer Mutual Fund
Mercer Us financial ratios help investors to determine whether Mercer Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Mercer with respect to the benefits of owning Mercer Us security.
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