Merck (Germany) Performance
| 6MK Stock | EUR 97.10 0.60 0.62% |
The company secures a Beta (Market Risk) of -0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Merck are expected to decrease at a much lower rate. During the bear market, Merck is likely to outperform the market. At this point, Merck has a negative expected return of -0.0242%. Please make sure to verify Merck's treynor ratio, skewness, rate of daily change, as well as the relationship between the value at risk and accumulation distribution , to decide if Merck 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 Co has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy forward-looking signals, Merck is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 8.2 B | |
| Free Cash Flow | 9.7 B |
Merck |
Merck Relative Risk vs. Return Landscape
If you would invest 9,897 in Merck Co on October 6, 2024 and sell it today you would lose (187.00) from holding Merck Co or give up 1.89% of portfolio value over 90 days. Merck Co is producing return of less than zero assuming 1.1989% volatility of returns over the 90 days investment horizon. Simply put, 10% of all stocks have less volatile historical return distribution 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 |
| Risk |
Merck Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Merck's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Merck Co, and traders can use it to determine the average amount a Merck'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 = -0.0202
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 6MK |
Estimated Market Risk
| 1.2 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Merck 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 by adding Merck to a well-diversified portfolio.
Merck Fundamentals Growth
Merck Stock prices reflect investors' perceptions of the future prospects and financial health of Merck, and Merck 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.
| Current Valuation | 285.58 B | |||
| Price To Book | 6.27 X | |||
| Price To Sales | 4.73 X | |||
| Revenue | 48.7 B | |||
| EBITDA | 17.9 B | |||
| Total Debt | 30.69 B | |||
| Cash Flow From Operations | 14.11 B | |||
| Total Asset | 105.69 B | |||
About Merck Performance
By examining Merck's fundamental ratios, stakeholders can obtain critical insights into Merck's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Merck is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Merck performance evaluation
Checking the ongoing alerts about Merck for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Merck help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Merck generated a negative expected return over the last 90 days |
- Analyzing Merck'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's stock is overvalued or undervalued compared to its peers.
- Examining Merck'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's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Merck's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Merck's stock. These opinions can provide insight into Merck's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Merck Stock
Merck financial ratios help investors to determine whether Merck Stock 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 Merck with respect to the benefits of owning Merck security.