MERCK Kommanditgesells' market value is the price at which a share of MERCK Kommanditgesells trades on a public exchange. It measures the collective expectations of MERCK Kommanditgesellschaft auf investors about its performance. MERCK Kommanditgesells is trading at 134.65 as of the 27th of July 2025. This is a 1.72% down since the beginning of the trading day. The stock's lowest day price was 134.65. With this module, you can estimate the performance of a buy and hold strategy of MERCK Kommanditgesellschaft auf and determine expected loss or profit from investing in MERCK Kommanditgesells over a given investment horizon. Check out MERCK Kommanditgesells Correlation, MERCK Kommanditgesells Volatility and MERCK Kommanditgesells Alpha and Beta module to complement your research on MERCK Kommanditgesells.
Please note, there is a significant difference between MERCK Kommanditgesells' value and its price as these two are different measures arrived at by different means. Investors typically determine if MERCK Kommanditgesells is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MERCK Kommanditgesells' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
MERCK Kommanditgesells '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 MERCK Kommanditgesells' pink sheet 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 MERCK Kommanditgesells.
0.00
04/28/2025
No Change 0.00
0.0
In 3 months and 1 day
07/27/2025
0.00
If you would invest 0.00 in MERCK Kommanditgesells on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding MERCK Kommanditgesellschaft auf or generate 0.0% return on investment in MERCK Kommanditgesells over 90 days. MERCK Kommanditgesells is related to or competes with Merck KGaA, CSL, Chugai Pharmaceutical, CSL, and EssilorLuxottica. MERCK Kommanditgesellschaft auf Aktien operates in the healthcare, life science, and electronics sectors worldwide More
MERCK Kommanditgesells 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 MERCK Kommanditgesells' pink sheet 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 MERCK Kommanditgesellschaft auf upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for MERCK Kommanditgesells' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MERCK Kommanditgesells' standard deviation. In reality, there are many statistical measures that can use MERCK Kommanditgesells historical prices to predict the future MERCK Kommanditgesells' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as MERCK Kommanditgesells. Your research has to be compared to or analyzed against MERCK Kommanditgesells' peers to derive any actionable benefits. When done correctly, MERCK Kommanditgesells' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in MERCK Kommanditgesells.
MERCK Kommanditgesells Backtested Returns
At this point, MERCK Kommanditgesells is very steady. MERCK Kommanditgesells has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for MERCK Kommanditgesells, which you can use to evaluate the volatility of the firm. Please verify MERCK Kommanditgesells' risk adjusted performance of 0.0168, and Mean Deviation of 2.11 to check out if the risk estimate we provide is consistent with the expected return of 0.004%. The company secures a Beta (Market Risk) of 0.97, which conveys possible diversification benefits within a given portfolio. MERCK Kommanditgesells returns are very sensitive to returns on the market. As the market goes up or down, MERCK Kommanditgesells is expected to follow. MERCK Kommanditgesells currently secures a risk of 2.59%. Please verify MERCK Kommanditgesellschaft auf treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to decide if MERCK Kommanditgesellschaft auf will be following its current price movements.
Auto-correlation
-0.39
Poor reverse predictability
MERCK Kommanditgesellschaft auf has poor reverse predictability. Overlapping area represents the amount of predictability between MERCK Kommanditgesells time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 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 MERCK Kommanditgesells price movement. The serial correlation of -0.39 indicates that just about 39.0% of current MERCK Kommanditgesells price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.39
Spearman Rank Test
-0.16
Residual Average
0.0
Price Variance
10.21
MERCK Kommanditgesells lagged returns against current returns
Autocorrelation, which is MERCK Kommanditgesells pink sheet'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 MERCK Kommanditgesells' pink sheet expected returns. We can calculate the autocorrelation of MERCK Kommanditgesells returns to help us make a trade decision. For example, suppose you find that MERCK Kommanditgesells has exhibited high autocorrelation historically, and you observe that the pink sheet 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
MERCK Kommanditgesells 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 MERCK Kommanditgesells pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MERCK Kommanditgesells pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MERCK Kommanditgesells pink sheet over time.
Current vs Lagged Prices
Timeline
MERCK Kommanditgesells Lagged Returns
When evaluating MERCK Kommanditgesells' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MERCK Kommanditgesells pink sheet have on its future price. MERCK Kommanditgesells 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, MERCK Kommanditgesells autocorrelation shows the relationship between MERCK Kommanditgesells pink sheet current value and its past values and can show if there is a momentum factor associated with investing in MERCK Kommanditgesellschaft auf.
Other Information on Investing in MERCK Pink Sheet
MERCK Kommanditgesells financial ratios help investors to determine whether MERCK Pink Sheet 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 Kommanditgesells security.