MARSH MCLENNAN INC Market Value
| 571748AK8 | 104.96 1.84 1.72% |
| Symbol | MARSH |
MARSH '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's bond 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.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in MARSH on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding MARSH MCLENNAN INC or generate 0.0% return on investment in MARSH over 30 days. MARSH is related to or competes with Gentex, Modine Manufacturing, and Dana. More
MARSH 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's bond 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 INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.12 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 0.8297 |
MARSH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MARSH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MARSH's standard deviation. In reality, there are many statistical measures that can use MARSH historical prices to predict the future MARSH's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 0.4393 |
MARSH MCLENNAN INC Backtested Returns
MARSH MCLENNAN INC has Sharpe Ratio of -0.0762, which conveys that the bond had a -0.0762 % return per unit of volatility over the last 3 months. MARSH exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MARSH's Standard Deviation of 0.6633, market risk adjusted performance of 0.4493, and Mean Deviation of 0.4998 to check out the risk estimate we provide. The entity secures a Beta (Market Risk) of -0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MARSH are expected to decrease at a much lower rate. During the bear market, MARSH is likely to outperform the market.
Auto-correlation | 0.41 |
Average predictability
MARSH MCLENNAN INC has average predictability. Overlapping area represents the amount of predictability between MARSH time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 2025. 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 INC price movement. The serial correlation of 0.41 indicates that just about 41.0% of current MARSH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
MARSH MCLENNAN INC lagged returns against current returns
Autocorrelation, which is MARSH bond'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's bond expected returns. We can calculate the autocorrelation of MARSH returns to help us make a trade decision. For example, suppose you find that MARSH has exhibited high autocorrelation historically, and you observe that the bond 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 |
| Timeline |
MARSH 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MARSH bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MARSH bond over time.
Current vs Lagged Prices |
| Timeline |
MARSH Lagged Returns
When evaluating MARSH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MARSH bond have on its future price. MARSH 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 autocorrelation shows the relationship between MARSH bond current value and its past values and can show if there is a momentum factor associated with investing in MARSH MCLENNAN INC.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in MARSH Bond
MARSH financial ratios help investors to determine whether MARSH Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in MARSH with respect to the benefits of owning MARSH security.