Mercer Non Us Core Fund Market Value
| MNCEX Fund | USD 13.25 0.06 0.45% |
| Symbol | Mercer |
Mercer Non-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 Non-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 Non-us.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Mercer Non-us on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Mercer Non US Core or generate 0.0% return on investment in Mercer Non-us over 90 days. Mercer Non-us is related to or competes with Mercer Opportunistic, Mercer Opportunistic, Mercer Funds, Mercer Us, Mercer Funds, and Mercer Core. The fund invests principally in equity securities issued by non-U.S More
Mercer Non-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 Non-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 Non US Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.8 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 10.31 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.19 |
Mercer Non-us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mercer Non-us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mercer Non-us' standard deviation. In reality, there are many statistical measures that can use Mercer Non-us historical prices to predict the future Mercer Non-us' volatility.| Risk Adjusted Performance | 0.0129 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0459 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mercer Non-us' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Mercer Non-us February 21, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0129 | |||
| Market Risk Adjusted Performance | 0.0559 | |||
| Mean Deviation | 0.725 | |||
| Semi Deviation | 1.71 | |||
| Downside Deviation | 1.8 | |||
| Coefficient Of Variation | 8935.29 | |||
| Standard Deviation | 1.35 | |||
| Variance | 1.82 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0459 | |||
| Maximum Drawdown | 10.31 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.19 | |||
| Downside Variance | 3.25 | |||
| Semi Variance | 2.93 | |||
| Expected Short fall | (0.74) | |||
| Skewness | (4.81) | |||
| Kurtosis | 32.49 |
Mercer Non Core Backtested Returns
At this stage we consider Mercer Mutual Fund to be very steady. Mercer Non Core has Sharpe Ratio of 0.0423, which conveys that the entity had a 0.0423 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Mercer Non-us, which you can use to evaluate the volatility of the fund. Please verify Mercer Non-us' Downside Deviation of 1.8, mean deviation of 0.725, and Risk Adjusted Performance of 0.0129 to check out if the risk estimate we provide is consistent with the expected return of 0.0583%. The fund secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mercer Non-us' returns are expected to increase less than the market. However, during the bear market, the loss of holding Mercer Non-us is expected to be smaller as well.
Auto-correlation | -0.69 |
Very good reverse predictability
Mercer Non US Core has very good reverse predictability. Overlapping area represents the amount of predictability between Mercer Non-us time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st of February 2026. 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 Non Core price movement. The serial correlation of -0.69 indicates that around 69.0% of current Mercer Non-us price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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 Non-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 Non-us security.
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