Marsh McLennan Backtesting

MMC -- USA Stock  

USD 84.06  1.68  0.02%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Marsh McLennan Companies 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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Marsh McLennan 'What if' Analysis

November 22, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
January 21, 2019
0.00
If you would invest  0.00  in Marsh McLennan on November 22, 2018 and sell it all today you would earn a total of 0.00 from holding Marsh McLennan Companies or generate 0.0% return on investment in Marsh McLennan over 60 days. Marsh McLennan is related to or competes with eHealth, Erie Indemnity, Fanhua, Arthur J, Aon plc, Brown Brown, and Marsh McLennan. Marsh McLennan Companies, Inc., a professional services firm, provides advice and solutions in the areas of risk, strate...

Marsh McLennan Upside/Downside Indicators

Information Ratio(0.045321)
Maximum Drawdown4.36
Value At Risk(2.28)
Potential Upside1.87
  

Marsh McLennan Market Premium Indicators

Risk Adjusted Performance(0.17)
Jensen Alpha(0.09)
Total Risk Alpha(0.08)
Treynor Ratio(0.29)

Marsh McLennan Compa Backtested Returns

Macroaxis considers Marsh McLennan to be not too risky. Marsh McLennan Compa has Sharpe Ratio of -0.0124 which conveys that the firm had -0.0124% of return per unit of risk over the last 2 months. 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 Risk Adjusted Performance of (0.17) and Mean Deviation of 0.9745 to check out risk estimate we provide. The company secures Beta (Market Risk) of 0.3955 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 -0.0161%. Please be advised to verify Marsh McLennan Companies 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(0.78) 
correlation synergy

Almost perfect reverse predictability

Marsh McLennan Companies has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Marsh McLennan time series from November 22, 2018 to December 22, 2018 and December 22, 2018 to January 21, 2019. 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 -0.78 indicates that around 78.0% of current Marsh McLennan price fluctuation can be explain by its past prices. Given that Marsh McLennan Companies 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-0.78
Spearman Rank Test-0.82
Residual Average0.0
Price Variance4.4

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 Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - MMC

Marsh McLennan Compa Investor Sentiment

Greater number of Macroaxis users are now bullish on Marsh McLennan Companies. What is your trading attitude regarding investing in Marsh McLennan Companies? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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