ETR:MRK Merck KGAA stock

ETR:MRK – Merck KGAA data analysis summary on 22-07-2021:

  • Last closing quote is 170.05 EUR
  • Last daily return is 1.43% (2.40 EUR in absolute)
  • Last year return is 50.69%
  • Last year historical 1% Value at Risk is -3.85%

ETR:MRK – Merck KGAA informations :

ETR:MRK – Merck KGAA refers to :

ETR:MRK stock price evolution and returns

Note : Because prices are observed at a certain point and may be subject to noise, we also consider 15 days and 45 days closing price moving average which is smoother and thus robust to insignificant fluctuations.

1 month 6 months 12 months 24 months
Closing price returns 8.31% 20.52%* 50.69% 80.06%
15 days moving average returns 10.44% 16.01% 50.82% 79.35%
45 days moving average returns 7.19% 13.61% 47.94% 70.91%

Notes :

  • Reading example: ETR:MRK stock closing price has increased of 20.52%* over the last 6 months
  • Returns are not annualized

ETR:MRK stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.85% -4.33%
5% -2.07%(a) -2.50%
10% -1.39% -1.68%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.16%(b) 0.13%
Volatility
(standard deviation)
1.38%(c) 1.63%
Value at Risk 1% -3.06% -3.65%
5% -2.11%(d) -2.54%
10% -1.61% -1.95%

Notes:

  • Reading example: Using historical ETR:MRK stock data closing price daily returns over last year, the 5% worst returns are less than -2.07%(a). Also, if we assume that historical ETR:MRK stock returns price over last year follows a normal distribution of mean 0.16%(b) and standard deviation 1.38%(c), the 5% worst returns are less than -2.11%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud