Merck Price Prediction

Macroaxis is not in business of monitoring Merck headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with Merck Co Inc brand which may create opportunities for some arbitrage if properly timed. With Merck hype-based prediction module you can estimate the value of Merck Co Inc from the prospective of Merck response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Merck over a specific investment horizon. Please see also Merck Basic Forecasting Models to cross-verify your projections.
Investment Horizon     30 Days    Login   to change

Merck estimiated after-hype price volatility

 Next price density 
 
Embed  
Expected price to next headline
December 2, 2016
61.42
Current Value
Downside upside
60.92
After-hype Price
Target Price Odds
 Above  Below  
65.87
Upside
Upside upside
Merck is not too risky asset. Analysis and calculation of next after-hype price of Merck Co Inc is based on 1 month time horizon.

Merck Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.21% 1.66% 0.22%  0.16% 2 Events / Month9 Events / MonthUncertain
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
61.4260.920.33%
155.14% 

Merck Hype Timeline

On 02 of December Merck Co Inc is traded for  61.42 . This company has historical hype elasticity of -0.22 and average elasticity to hype of competition of 0.16. Merck Co Inc is estimated to decline in value after the next headline with price expected to drop to 60.92. The average volatility of media hype impact on the company stock price is about 155.14%. The closing price depreciation on the next news is expected to be -0.33% where as daily expected return is now at 0.21%. The volatility of related hype on Merck is about 213.95% with expected price after next announcement by competition of 61.58. About 75.0% of the company shares are owned by institutional investors. Book value of Merck Co Inc was now as 15.84. The company has Price/Earnings To Growth (PEG) ratio of 2.63. Merck Co Inc last dividend was issued on September 13, 2016. This company had 2:1 split on February 17, 1999. Considering 30-days investment horizon, the next estimated press release will be uncertain.
Please see also Merck Basic Forecasting Models to cross-verify your projections.

Merck Related Hype Analysis

Hype
Elasticity
News
Dencity
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
Johnson Johnson(1.97)2 per month 0.00 (0.28) 0.00  1.35 (1.58) 4.75 
Pfizer Inc 0.00 0 per month 0.00  0.00  0.00  0.00  0.00  0.00 
Novartis AG 0.33 2 per month 0.00 (0.25) 0.00  1.12 (2.62) 7.13 
Merck Co Inc(1.07)2 per month 0.96 (0.02)(1.34) 2.09 (1.60) 7.67 
Sanofi(0.66)2 per month 1.05 (0.04)(1.45) 1.84 (1.83) 6.95 
BristolMyers Squibb Company(0.50)3 per month 0.00  0.18 (1.23) 3.16 (0.86) 6.77 
GlaxoSmithKline plc 0.15 2 per month 0.00 (0.34) 0.00  1.99 (1.90) 5.15 
Eli Lilly and Company(0.91)2 per month 0.00 (0.20) 0.00  1.92 (2.78) 16.42 
AstraZeneca PLC 0.38 2 per month 0.00 (0.29) 0.00  2.77 (3.33) 7.82 
Bliss Gvs Pharma Limited 0.00 0 per month 5.14  0.05 (3.76) 6.19 (9.95) 20.50 
Quintiles Transnational Holdings Inc 2.10 3 per month 2.44 (0.03)(1.38) 2.76 (4.99) 7.87 
Illumina Inc(5.58)1 per month 0.00 (0.26) 0.00  3.94 (3.32) 6.78 
Incyte Corporation(1.67)3 per month 1.94  0.10 (3.80) 5.17 (3.16) 15.58 
ICON Public Limited Company(0.26)2 per month 0.00 (0.19) 0.00  1.72 (2.49) 9.18 
Regeneron Pharmaceuticals Inc 23.30 2 per month 1.76  0.07 (3.89) 7.03 (3.57) 17.47 
SciClone Pharmaceuticals Inc 0.00 3 per month 1.43  0.17 (2.34) 5.08 (2.26) 12.26 
Jazz Pharmaceuticals Public Limited Company 0.59 2 per month 0.00 (0.14) 0.00  6.03 (2.65) 9.59 
Origin Agritech Limited(0.04)3 per month 0.00 (0.07) 0.00  5.37 (4.66) 11.57 
Seattle Genetics Inc(2.81)3 per month 2.90  0.17 (3.65) 6.21 (4.10) 23.17 
Abbott Laboratories(0.09)3 per month 0.00 (0.20) 0.00  1.97 (2.34) 6.14 
Allergan plc 5.00 2 per month 0.00 (0.16) 0.00  3.27 (4.58) 12.83