Merck KGaA (Germany) Performance
| MRK Stock | 137.85 0.25 0.18% |
The company secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Merck KGaA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Merck KGaA is expected to be smaller as well. At this point, Merck KGaA has a negative expected return of -0.23%. Please make sure to verify Merck KGaA's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Merck KGaA performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Merck KGaA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fragile performance in the last few months, the Stock's forward-looking signals remain comparatively stable which may send shares a bit higher in January 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
| Begin Period Cash Flow | 1.4 B | |
| Total Cashflows From Investing Activities | -1.6 B |
Merck |
Merck KGaA Relative Risk vs. Return Landscape
If you would invest 16,055 in Merck KGaA on September 27, 2024 and sell it today you would lose (2,270) from holding Merck KGaA or give up 14.14% of portfolio value over 90 days. Merck KGaA is generating negative expected returns and assumes 1.5058% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than Merck, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Merck KGaA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Merck KGaA's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Merck KGaA, and traders can use it to determine the average amount a Merck KGaA's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1532
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| Negative Returns | MRK |
Estimated Market Risk
| 1.51 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Merck KGaA is not performing at its full potential. However, 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 KGaA by adding Merck KGaA to a well-diversified portfolio.
Merck KGaA Fundamentals Growth
Merck Stock prices reflect investors' perceptions of the future prospects and financial health of Merck KGaA, and Merck KGaA fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Merck Stock performance.
| Return On Equity | 0.14 | |||
| Return On Asset | 0.0656 | |||
| Profit Margin | 0.16 % | |||
| Operating Margin | 0.23 % | |||
| Current Valuation | 87.36 B | |||
| Shares Outstanding | 129.24 M | |||
| Price To Book | 2.77 X | |||
| Price To Sales | 3.64 X | |||
| Revenue | 19.69 B | |||
| EBITDA | 5.95 B | |||
| Total Debt | 30.69 B | |||
| Book Value Per Share | 64.91 X | |||
| Cash Flow From Operations | 4.62 B | |||
| Earnings Per Share | 7.98 X | |||
| Total Asset | 45.36 B | |||
About Merck KGaA Performance
Assessing Merck KGaA's fundamental ratios provides investors with valuable insights into Merck KGaA's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Merck KGaA is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Merck KGaA performance evaluation
Checking the ongoing alerts about Merck KGaA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Merck KGaA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Merck KGaA generated a negative expected return over the last 90 days | |
| About 60.0% of the company shares are owned by institutional investors |
- Analyzing Merck KGaA's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Merck KGaA's stock is overvalued or undervalued compared to its peers.
- Examining Merck KGaA's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Merck KGaA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Merck KGaA's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Merck KGaA's stock. These opinions can provide insight into Merck KGaA's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Merck Stock Analysis
When running Merck KGaA's price analysis, check to measure Merck KGaA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Merck KGaA is operating at the current time. Most of Merck KGaA's value examination focuses on studying past and present price action to predict the probability of Merck KGaA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Merck KGaA's price. Additionally, you may evaluate how the addition of Merck KGaA to your portfolios can decrease your overall portfolio volatility.