Marsh McLennan Backtesting

Marsh McLennan Companies Inc -- USA Stock  

USD 81.78  0.22  0.27%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Marsh McLennan Companies Inc and determine expected loss or profit from investing in Marsh McLennan over given investment horizon. Please see also Marsh McLennan Hype Analysis, Marsh McLennan Correlation, Marsh McLennan Valuation, Marsh McLennan Volatility as well as analyze Marsh McLennan Alpha and Beta and Marsh McLennan Performance
 Time Horizon     30 Days    Login   to change
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Backtest

Marsh McLennan 'What if' Analysis

December 20, 2017
0.00
No Change 0.00  0.0%
In 31 days
January 19, 2018
0.00
If you would invest  0.00  in Marsh McLennan on December 20, 2017 and sell it all today you would earn a total of 0.00 from holding Marsh McLennan Companies Inc or generate 0.0% return on investment in Marsh McLennan over 30 days. Marsh McLennan is related to or competes with AECOM, Accenture plc, Booz Allen, DST Systems, HR Block, and . It operates through two segments, Risk and Insurance Services and Consulting

Marsh McLennan Upside/Downside Indicators

  

Marsh McLennan Market Premium Indicators

Marsh McLennan Compa lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Marsh McLennan regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Marsh McLennan Compa Backtested Returns

Macroaxis considers Marsh McLennan to be not too risky. Marsh McLennan Compa has Sharpe Ratio of -0.0231 which conveys that Marsh McLennan Compa had -0.0231% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Marsh McLennan exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Marsh McLennan Companies Inc Mean Deviation of 0.632 and Risk Adjusted Performance of (0.039205) to check out risk estimate we provide. Macroaxis gives Marsh McLennan performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.2696 which conveys that as returns on market increase, Marsh McLennan returns are expected to increase less than the market. However during bear market, the loss on holding Marsh McLennan will be expected to be smaller as well.. Even though it is essential to pay attention to Marsh McLennan Compa price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Marsh McLennan exposes twenty-eight different technical indicators which can help you to evaluate its performance. Marsh McLennan Compa has expected return of -0.0193%. Please be advised to verify Marsh McLennan Companies Inc Semi Variance, and the relationship between Maximum Drawdown and Accumulation Distribution to decide if Marsh McLennan Compa past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.29) 

Weak reverse predictability

Marsh McLennan Companies Inc has weak reverse predictability. Overlapping area represents the amount of predictability between Marsh McLennan time series from December 20, 2017 to January 4, 2018 and January 4, 2018 to January 19, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Marsh McLennan Compa price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Marsh McLennan price fluctuation can be explain by its past prices. Given that Marsh McLennan Companies Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Marsh McLennan for similar time interval.
Correlation Coefficient -0.29
Spearman Rank Test 0.07
Price Variance 0.29
Lagged Price Variance 0.41

Marsh McLennan Lagged Returns

 Regressed Prices 
      Timeline 

Marsh McLennan Performance vs DOW

The median price of Marsh McLennan for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 81.69 with a coefficient of variation of 0.89. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 81.67, and mean deviation of 0.59. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
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2
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