Marsh McLennan (Germany) Market Value
| MSN Stock | EUR 203.40 0.30 0.15% |
| Symbol | Marsh |
Marsh McLennan 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Marsh McLennan's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Marsh McLennan.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in Marsh McLennan on November 26, 2024 and sell it all today you would earn a total of 0.00 from holding Marsh McLennan Companies or generate 0.0% return on investment in Marsh McLennan over 30 days. Marsh McLennan is related to or competes with Aon PLC, Arthur J, Willis Towers, Steadfast Group, CRAWFORD A, and KOWORLD AG. Marsh McLennan Companies, Inc., a professional services company, provides advice and solutions to clients in the areas o... More
Marsh McLennan Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Marsh McLennan's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Marsh McLennan Companies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 6.94 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.77 |
Marsh McLennan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marsh McLennan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marsh McLennan's standard deviation. In reality, there are many statistical measures that can use Marsh McLennan historical prices to predict the future Marsh McLennan's volatility.| Risk Adjusted Performance | 0.0289 | |||
| Jensen Alpha | 9.0E-4 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0359 |
Marsh McLennan Companies Backtested Returns
At this point, Marsh McLennan is very steady. Marsh McLennan Companies has Sharpe Ratio of 0.027, which conveys that the firm had a 0.027% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Marsh McLennan, which you can use to evaluate the volatility of the firm. Please verify Marsh McLennan's Mean Deviation of 0.8846, downside deviation of 1.12, and Risk Adjusted Performance of 0.0289 to check out if the risk estimate we provide is consistent with the expected return of 0.0322%. Marsh McLennan has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.77, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Marsh McLennan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marsh McLennan is expected to be smaller as well. Marsh McLennan Companies right now secures a risk of 1.19%. Please verify Marsh McLennan Companies sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Marsh McLennan Companies will be following its current price movements.
Auto-correlation | 0.33 |
Below average predictability
Marsh McLennan Companies has below average predictability. Overlapping area represents the amount of predictability between Marsh McLennan time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Marsh McLennan Companies price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Marsh McLennan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 1.27 |
Marsh McLennan Companies lagged returns against current returns
Autocorrelation, which is Marsh McLennan stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Marsh McLennan's stock expected returns. We can calculate the autocorrelation of Marsh McLennan returns to help us make a trade decision. For example, suppose you find that Marsh McLennan has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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Marsh McLennan regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Marsh McLennan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marsh McLennan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marsh McLennan stock over time.
Current vs Lagged Prices |
| Timeline |
Marsh McLennan Lagged Returns
When evaluating Marsh McLennan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marsh McLennan stock have on its future price. Marsh McLennan autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Marsh McLennan autocorrelation shows the relationship between Marsh McLennan stock current value and its past values and can show if there is a momentum factor associated with investing in Marsh McLennan Companies.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Marsh Stock
When determining whether Marsh McLennan Companies offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Marsh McLennan's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Marsh Mclennan Companies Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Marsh Mclennan Companies Stock:Check out Marsh McLennan Correlation, Marsh McLennan Volatility and Marsh McLennan Alpha and Beta module to complement your research on Marsh McLennan. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Marsh McLennan technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.