Merck Performance

MRK -- USA Stock  

Earning Report: October 29, 2019  

Merck has performance score of 4 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.6757 which conveys that as returns on market increase, Merck returns are expected to increase less than the market. However during bear market, the loss on holding Merck will be expected to be smaller as well. Although it is extremely important to respect Merck price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Merck technical indicators you can presently evaluate if the expected return of 0.0714% will be sustainable into the future. Merck right now secures a risk of 1.1912%. Please verify Merck Company Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Merck Company will be following its current price movements.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Merck Company are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days. Regardless of fairly consistent technical and fundamental indicators, Merck is not utilizing all of its potentials. The existing stock price confusion, may contribute to short-horizon losses for the traders.
Quick Ratio0.76
Fifty Two Week Low66.10
Target High Price105.00
Payout Ratio59.66%
Fifty Two Week High87.35
Target Low Price89.00
Trailing Annual Dividend Yield2.42%
Horizon     30 Days    Login   to change

Merck Relative Risk vs. Return Landscape

If you would invest  8,121  in Merck Company on September 20, 2019 and sell it today you would earn a total of  347.00  from holding Merck Company or generate 4.27% return on investment over 30 days. Merck Company is generating 0.0714% of daily returns assuming volatility of 1.1912% on return distribution over 30 days investment horizon. In other words, 10% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, Merck is expected to generate 1.21 times more return on investment than the market. However, the company is 1.21 times more volatile than its market benchmark. It trades about 0.06 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

Merck Market Risk Analysis

Sharpe Ratio = 0.06
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Merck Relative Performance Indicators

Estimated Market Risk
 1.19
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
 
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Risk-Adjusted Return
 0.06
  actual daily
 
 4 %
of total potential
 
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Based on monthly moving average Merck is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Merck by adding it to a well-diversified portfolio.

Merck Alerts

Equity Alerts and Improvement Suggestions

Merck has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial commitments
Over 78.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Merck exotic insider transaction detected

Merck Dividends

Merck Dividends Analysis

Check Merck dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Please see also Stocks Correlation. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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