Merck Company Stock Alpha and Beta Analysis
| MRK Stock | USD 125.23 0.14 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Merck Company. It also helps investors analyze the systematic and unsystematic risks associated with investing in Merck over a specified time horizon. Remember, high Merck's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Merck's market risk premium analysis include:
Beta 0.85 | Alpha 0.0392 | Risk 1.1 | Sharpe Ratio 0.0844 | Expected Return 0.0925 |
Merck Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Merck |
Merck Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Merck market risk premium is the additional return an investor will receive from holding Merck long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Merck. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Merck's performance over market.| α | 0.04 | β | 0.85 |
Merck expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Merck's Buy-and-hold return. Our buy-and-hold chart shows how Merck performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Merck Market Price Analysis
Market price analysis indicators help investors to evaluate how Merck stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Merck shares will generate the highest return on investment. By understating and applying Merck stock market price indicators, traders can identify Merck position entry and exit signals to maximize returns.
Merck Return and Market Media
The median price of Merck for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 125.31 with a coefficient of variation of 2.86. The daily time series for the period is distributed with a sample standard deviation of 3.56, arithmetic mean of 124.44, and mean deviation of 2.9. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Merck Rises Higher Than Market Key Facts | 03/28/2024 |
2 | Merck Stock Sinks As Market Gains What You Should Know | 04/03/2024 |
| Merck dividend paid on 5th of April 2024 | 04/05/2024 |
3 | PureTech Launches Seaport Therapeutics with 100 Million Oversubscribed Series A and Announces Management Transitions | 04/09/2024 |
4 | Moderna Up 6 percent on Upbeat Data From Cancer Jab Study | 04/10/2024 |
5 | Merck Co., Inc.s Stock Financial Prospects Look Bleak Should Shareholders Be Prepared For A Share Price Correction | 04/11/2024 |
6 | The Global Market for Insomnia Trends, Forecasts, and Competitive Analysis to 2030 Featuring Vanda Pharma, Neurim, Eisai, Purdue Pharma, Merck, Pfizer, Astellas... | 04/12/2024 |
7 | Dermocosmetics Skin Care Products Market to surpss 98.33 billion by 2031, booming at a CAGR of 8.1 percent Report by Coherent Market Insights | 04/15/2024 |
8 | Johnson Johnson Q1 2024 Earnings Call Transcript | 04/16/2024 |
9 | Disposition of 6224 shares by Smart Dalton of Merck at 117.89 subject to Rule 16b-3 | 04/18/2024 |
About Merck Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Merck or other stocks. Alpha measures the amount that position in Merck Company has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.025 | 0.0269 | 0.0246 | Price To Sales Ratio | 4.74 | 4.62 | 4.3 |
Merck Upcoming Company Events
As portrayed in its financial statements, the presentation of Merck's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Merck's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Merck's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Merck. Please utilize our Beneish M Score to check the likelihood of Merck's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 6th of August 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 6th of February 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Merck
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Merck Backtesting, Merck Valuation, Merck Correlation, Merck Hype Analysis, Merck Volatility, Merck History and analyze Merck Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Complementary Tools for Merck Stock analysis
When running Merck's price analysis, check to measure Merck's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Merck is operating at the current time. Most of Merck's value examination focuses on studying past and present price action to predict the probability of Merck's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Merck's price. Additionally, you may evaluate how the addition of Merck to your portfolios can decrease your overall portfolio volatility.
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Merck technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.