Merck Company Stock Alpha and Beta Analysis
| MRK Stock | USD 101.64 1.48 1.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Merck Company. It also helps investors analyze the systematic and unsystematic risks associated with investing in Merck over a specified time horizon. Remember, high Merck's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Merck's market risk premium analysis include:
Beta 0.24 | Alpha (0.24) | Risk 1.2 | Sharpe Ratio (0.17) | Expected Return (0.20) |
Merck Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Merck |
Merck Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Merck market risk premium is the additional return an investor will receive from holding Merck long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Merck. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Merck's performance over market.| α | -0.24 | β | 0.24 |
Merck expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Merck's Buy-and-hold return. Our buy-and-hold chart shows how Merck performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Merck Market Price Analysis
Market price analysis indicators help investors to evaluate how Merck stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Merck shares will generate the highest return on investment. By understating and applying Merck stock market price indicators, traders can identify Merck position entry and exit signals to maximize returns.
Merck Return and Market Media
The median price of Merck for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 109.69 with a coefficient of variation of 6.32. The daily time series for the period is distributed with a sample standard deviation of 6.85, arithmetic mean of 108.36, and mean deviation of 6.01. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Merck dividend paid on 7th of October 2024 | 10/07/2024 |
1 | Alvopetro Energy Ltd Q3 2024 Earnings Call Highlights Strong Production Growth and ... | 11/08/2024 |
2 | Merck Is Paying 588M for Potential Successor to Cancer Drug Juggernaut Keytruda | 11/14/2024 |
3 | Walmart, Nvidia lead Tuesdays market cap stock movers | 11/19/2024 |
4 | St. Louis public company CEO named to Merck board | 11/22/2024 |
5 | Merck Phase 3 study of Winrevair in PAH meets primary endpoint | 11/25/2024 |
6 | Merck Co. Fell As It Faced Some Demand Headwinds In China | 11/26/2024 |
7 | Why Is BeiGene Stock Trading Higher On Wednesday | 11/27/2024 |
About Merck Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Merck or other stocks. Alpha measures the amount that position in Merck Company has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.025 | 0.0262 | 0.0246 | Price To Sales Ratio | 4.74 | 4.73 | 4.32 |
Merck Upcoming Company Events
As portrayed in its financial statements, the presentation of Merck's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Merck's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Merck's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Merck. Please utilize our Beneish M Score to check the likelihood of Merck's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 6th of August 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 6th of February 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out Merck Backtesting, Merck Valuation, Merck Correlation, Merck Hype Analysis, Merck Volatility, Merck History and analyze Merck Performance. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Merck 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.