Merck Price Prediction and Hype Density Breakdown

MRK -- USA Stock  

Quarterly Earning Report: October 29, 2019  

We analyze noise-free headlines and recent hype associated with Merck Company which may create opportunities for some arbitrage if properly timed. With Merck hype-based prediction module you can estimate the value of Merck Company 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.
Horizon     30 Days    Login   to change

Merck After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Merck Estimiated After-Hype Price Volatility

October 16, 2019
84.34
Current Value
84.31
After-hype Price
87.94
Upside
Merck is very steady asset. Analysis and calculation of next after-hype price of Merck is based on 3 months time horizon.

Merck Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.05  1.21% 0.03   0.01  9 Events / Month6 Events / MonthIn about 9 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
84.3484.310.04 
220.00

Merck Hype Timeline

On 16 of October Merck is traded for 84.34. The entity has historical hype elasticity of -0.03 and average elasticity to hype of competition of -0.01. Merck Company is estimated to decline in value after the next headline with price expected to drop to 84.31. The average volatility of media hype impact on the company stock price is about 220.0%. The price depreciation on the next news is expected to be -0.04% where as daily expected return is now at 0.05%. The volatility of related hype on Merck is about 630.21% with expected price after next announcement by competition of 84.33. About 78.0% of the company shares are owned by institutional investors. The company has Price/Earnings To Growth (PEG) ratio of 1.76. Merck last dividend was issued on 2019-09-13. The entity had 2:1 split on 1999-02-17. Considering 30-days investment horizon, the next estimated press release will be in about 9 days.
Please see also Merck Basic Forecasting Models to cross-verify your projections.

Merck Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Eli Lilly And Company 0.02 10 per month 1.44  0.0432  2.07 (2.61)  6.13 
Pfizer(0.14) 9 per month 0.00 (0.14)  1.53 (2.73)  7.40 
GW Pharmaceuticals Plc(0.91) 9 per month 0.00 (0.14)  5.22 (5.22)  16.77 
Astrazeneca PLC(0.17) 10 per month 1.13  0.14  1.99 (2.04)  8.47 
GlaxoSmithKline PLC(0.1) 9 per month 0.99  0.09  1.23 (1.57)  4.67 
Merck Company(0.55) 9 per month 1.27  0.08  1.51 (2.13)  5.50 
Johnson Johnson(0.01) 9 per month 1.07  0.0197  1.75 (1.64)  4.45 
Novartis AG(0.11) 10 per month 0.00 (0.0206)  1.30 (1.96)  7.26 
Hutchison China MediTech Limite 0.09 9 per month 0.00 (0.07)  3.90 (4.44)  12.22 
Bristol Myers Squibb Company(0.04) 8 per month 0.89  0.20  2.42 (1.83)  7.86 
Please see also Merck Basic Forecasting Models to cross-verify your projections. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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