Mercer Smallmid Cap Fund Market Value
| MSCGX Fund | USD 11.97 0.08 0.67% |
| 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.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Mercer Us on November 22, 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 Mercer Non, Mercer Non-us, Mercer Opportunistic, Mercer Opportunistic, Mercer Funds, Mercer Core, and Mercer Core. The fund invests principally in equity securities issued by small-to-medium capitalization U.S 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 | 0.8174 | |||
| Information Ratio | 0.133 | |||
| Maximum Drawdown | 9.73 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.98 |
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 | 0.1419 | |||
| Jensen Alpha | 0.2362 | |||
| Total Risk Alpha | 0.14 | |||
| Sortino Ratio | 0.223 | |||
| Treynor Ratio | (32.30) |
Mercer Us February 20, 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 | 0.1419 | |||
| Market Risk Adjusted Performance | (32.29) | |||
| Mean Deviation | 0.8518 | |||
| Semi Deviation | 0.5279 | |||
| Downside Deviation | 0.8174 | |||
| Coefficient Of Variation | 557.29 | |||
| Standard Deviation | 1.37 | |||
| Variance | 1.88 | |||
| Information Ratio | 0.133 | |||
| Jensen Alpha | 0.2362 | |||
| Total Risk Alpha | 0.14 | |||
| Sortino Ratio | 0.223 | |||
| Treynor Ratio | (32.30) | |||
| Maximum Drawdown | 9.73 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.98 | |||
| Downside Variance | 0.6681 | |||
| Semi Variance | 0.2786 | |||
| Expected Short fall | (1.11) | |||
| Skewness | 3.08 | |||
| Kurtosis | 16.36 |
Mercer Smallmid Cap Backtested Returns
Mercer Us appears to be not too volatile, given 3 months investment horizon. Mercer Smallmid Cap has Sharpe Ratio of 0.22, which conveys that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mercer Us, which you can use to evaluate the volatility of the fund. Please exercise Mercer Us' Mean Deviation of 0.8518, risk adjusted performance of 0.1419, and Downside Deviation of 0.8174 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of -0.0073, 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 | 0.36 |
Below average predictability
Mercer Smallmid Cap has below average predictability. Overlapping area represents the amount of predictability between Mercer Us time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 Smallmid Cap price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Mercer Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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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