ETR:MRK Merck KGAA stock

ETR:MRK – Merck KGAA data analysis summary on 10-09-2021:

  • Last closing quote is 203.90 EUR
  • Last daily return is 0.10% (0.20 EUR in absolute)
  • Last year return is 69.63%
  • Last year historical 1% Value at Risk is -4.08%

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 9.62% 53.31%* 69.63% 117.47%
15 days moving average returns 14.27% 50.07% 73.87% 110.53%
45 days moving average returns 12.53% 33.77% 64.61% 98.29%

Notes :

  • Reading example: ETR:MRK stock closing price has increased of 53.31%* 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% -4.08% -4.33%
5% -1.94%(a) -2.51%
10% -1.28% -1.68%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.22%(b) 0.16%
Volatility
(standard deviation)
1.41%(c) 1.66%
Value at Risk 1% -3.07% -3.71%
5% -2.11%(d) -2.57%
10% -1.59% -1.97%

Notes:

  • Reading example: Using historical ETR:MRK stock data closing price daily returns over last year, the 5% worst returns are less than -1.94%(a). Also, if we assume that historical ETR:MRK stock returns price over last year follows a normal distribution of mean 0.22%(b) and standard deviation 1.41%(c), the 5% worst returns are less than -2.11%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud