Marsh McLennan Probability of Target Price Finishing Over 104.83

MMC -- USA Stock  

Quarterly Earning Report: October 29, 2019  

Marsh McLennan probability of target price tool provides mechanism to make assumptions about upside and downside potential of Marsh McLennan Companies performance during a given time horizon utilizing its historical volatility. Please specify Marsh McLennan time horizon, a valid symbol (red box) and a target price (blue box) you would like Marsh McLennan odds to be computed. Please see also Marsh McLennan Backtesting, Marsh McLennan Valuation, Marsh McLennan Correlation, Marsh McLennan Hype Analysis, Marsh McLennan Volatility, Marsh McLennan History as well as Marsh McLennan Performance.
Horizon     30 Days    Login   to change
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Marsh McLennan Target Price Odds to finish over 104.83

Current PriceHorizonTarget PriceOdds to move over $ 104.83  or more in 30 days
 97.09 30 days 104.83 
near 1
Based on normal probability distribution, the odds of Marsh McLennan to move over $ 104.83  or more in 30 days from now is near 1 (This Marsh McLennan Companies probability density function shows the probability of Marsh McLennan Stock to fall within a particular range of prices over 30 days) . Probability of Marsh McLennan Compa price to stay between its current price of $ 97.09  and $ 104.83  at the end of the 30-day period is about 84.25 .
Considering 30-days investment horizon, the stock has beta coefficient of 1.0913 indicating Marsh McLennan Companies market returns are sensitive to returns on the market. As the market goes up or down, Marsh McLennan is expected to follow. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. Marsh McLennan Compa is significantly underperforming DOW.
 Marsh McLennan Price Density 
      Price 
α
Alpha over DOW
=0.06
β
Beta against DOW=1.09
σ
Overall volatility
=2.04
Ir
Information ratio =0.05

Marsh McLennan Alerts and Suggestions

Marsh McLennan Compa generates negative expected return over the last 30 days
Marsh McLennan Compa has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial commitments
Over 88.0% of the company shares are owned by institutional investors
Latest headline from mesaweekly.com: Managed Asset Portfolios Trimmed Kratos Defense Security Position by 4.26 Million As Marsh Mclennan Cos Share Price Rose, Mastrapasqua Asset Management Cut Its Position by 319572 - MS Wkly

Marsh McLennanPrice Density Drivers

Shares Percent Shares Out0.96%
Trailing Annual Dividend Rate1.70
Short Percent Of Float0.96%
Float Shares504.99M
Shares Short Prior Month4.87M
Average Daily Volume Last 10 Day1.56M
Average Daily Volume In Three Month1.45M
Date Short InterestAugust 15, 2019
Trailing Annual Dividend Yield1.78%
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