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.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
|Horizon||30 Days Login to change|
Marsh McLennan 'What if' Analysis
November 22, 20180.00
January 21, 20190.00
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
Marsh McLennan Market Premium Indicators
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.
|15 days auto-correlation||(0.78)|
|Spearman Rank Test||-0.82|
Marsh McLennan Compa lagged returns against current returns
Current and Lagged Values
Marsh McLennan regressed lagged prices vs. current prices
Current vs Lagged Prices
Marsh McLennan Lagged Returns
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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.