Merck Total Risk Alpha

MRK -- USA Stock  

Earning Report: October 29, 2019  

Merck total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Merck Company or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
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Merck Company has current Total Risk Alpha of 0.0708. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha 
 = 
RFR + (ER[b] - ER[a]) 
x  
STD[a] / STD[b] 
 = 
0.0708
ER[a] =   Expected return on investing in Merck
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Merck
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

Merck Company is regarded fifth in total risk alpha category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  77.66  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Merck Company is roughly  77.66 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
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