Merck Coefficient Of Variation 
MRK  USA Stock  Earning Report: October 29, 2019 
Symbol 
 =  5446.92 
ER  =  Expected return on investing in Merck 
STD  =  Standard Deviation of returns on Merck 
Coefficient Of Variation Comparison
Merck Company is regarded third in coefficient of variation category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 0.0012 of Maximum Drawdown per Coefficient Of Variation. The ratio of Coefficient Of Variation to Maximum Drawdown for Merck Company is roughly 832.71
CV is the measure of price and return dispersion sometimes known as unitized risk or the variation coefficient. The CV is derived from the ratio of the standard deviation to the nonzero mean and the absolute value is taken for the mean to ensure it always positive. It is sometimes expressed as percentage, in which case the CV is multiplied by 100.Coefficient of Variation for a single equity instrument describes the dispersion of price movement or daily returns. The higher the Coefficient of Variation, the greater the dispersion of prices and the more riskier is the asset.Coefficient Of Variation  ...

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Risk Adjusted Performance  0.0203  
Market Risk Adjusted Performance  0.0303  
Mean Deviation  0.9946  
Semi Deviation  1.45  
Downside Deviation  1.51  
Coefficient Of Variation  5446.92  
Standard Deviation  1.29  
Variance  1.67  
Information Ratio  0.037  
Jensen Alpha  0.0368  
Total Risk Alpha  0.0589  
Sortino Ratio  0.0316  
Treynor Ratio  0.0203  
Maximum Drawdown  6.54  
Value At Risk  (2.38)  
Potential Upside  1.53  
Downside Variance  2.29  
Semi Variance  2.12  
Expected Short fall  (0.96)  
Skewness  (0.84)  
Kurtosis  1.07 
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