MerVal (Argentina) Profile

Performance

Check how we calculate scores
Equity ratings for MerVal are calculated based on Macroaxis scoring framework. The performance scores are derived for the period starting July 25, 2019 and ending today October 23, 2019. Click here to learn more.

Top Index Constituents

MerVal has a volatility of 6.22 and is 6.28 times more volatile than DOW. 55  of all equities and portfolios are less risky than MerVal. Compared to the overall equity markets, volatility of historical daily returns of MerVal is higher than 55 () of all global equities and portfolios over the last 30 days. Use MerVal to enhance returns of your portfolios. The index experiences moderate upward volatility. Check odds of MerVal to be traded at 36973.12 in 30 days. . The returns on DOW and MerVal are completely uncorrelated.

MerVal Global Risk-Return Landscape

 Daily Expected Return (%) 
      Risk (%) 

MerVal Price Dispersion

 26,195 
  
 23,079 
3,116  11.9%
 41,093 
  
 44,355 
3,262  7.94%

Did you try this?

Run Alpha Finder Now

   

Alpha Finder

Use alpha and beta coefficients to find investment opportunities after accounting for the risk
All  Next Launch Module

MerVal Distribution of Returns

 Predicted Return Density 
      Returns 

MerVal Against Global Markets

MerVal  0.93   
0%
49.0%
Madrid  0.85   
0%
45.0%
ATX  0.68   
0%
35.0%
Jakart  0.51   
0%
26.0%
Bovesp  0.37   
0%
19.0%
NASDAQ  0.33   
0%
17.0%
ISEQ  0.29   
0%
15.0%
NIKKEI  0.27   
0%
14.0%
Taiwan  0.23   
0%
12.0%
DOW  0.22   
0%
11.0%
All Or  0.18   
0%
9.0%
DAX  0.17   
0%
8.0%
SP 500  0.14   
0%
7.0%
Strait  0.14   
0%
7.0%
Hang S  0.12   
0%
6.0%
NYSE  0.11   
0%
5.0%
Nasdaq  0.10   
0%
5.0%
Seoul   0.05   
0%
2.0%
Swiss   0.01   
0%
1.0%
IBEX 3  0.01   
1.0%
0%
IPC  0.05   
2.0%
0%
BSE  0.1   
5.0%
0%
SPTSX   0.12   
6.0%
0%
Shangh  0.13   
6.0%
0%
Israel  0.13   
6.0%
0%
Stockh  0.17   
9.0%
0%
CAC 40  0.20   
10.0%
0%
Bursa   0.34   
17.0%
0%
Russia  0.42   
21.0%
0%
OSE Al  0.69   
36.0%
0%
NASDAQ  0.73   
38.0%
0%
NZSE  1.89   
100.0%
0%
 

Submit MerVal Story

Become Macroaxis MerVal Contributor

Submit your story or your unique prospective on MerVal and reach a very diverse and influential demographic landscape united by one goal - building optimal portfolios
Submit Macroaxis Story
Submit MerVal Story  
See also Your Current Watchlist. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Search macroaxis.com