Merck Value At Risk

Merck Co Inc has current Value At Risk of (1.60). Value At Risk (or VAR) is statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Merck 
Value At Risk 
 = 
ER[a] x N 
+  
(Z-SCORE x STD x SQRT (N)) 
 = 
(1.60)
ER[a] =   Expected return on investing in Merck
STD =   Standard Deviation of Merck
N =   Number of points for the period
Z-SCORE =   Number of standard deviations above or below the mean

Value At Risk Comparison

Merck Co Inc is regarded fourth in value at risk category among related companies. It is rated below average in maximum drawdown category among related companies .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
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Merck Co. Inc. offer healthcare solutions worldwide. more
NameMerck Co Inc
InstrumentUSA Stock
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number0000310158
ISINUS58933Y1055
CUSIP58933Y105
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
CurrencyUSD - US Dollar