NYSE:MRK Merck & Co Inc stock

NYSE:MRK – Merck & Co Inc data analysis summary on 09-09-2021:

  • Last closing quote is 73.82 USD
  • Last daily return is -2.04% (-1.54 USD in absolute)
  • Last year return is -13.03%
  • Last year historical 1% Value at Risk is -3.15%

NYSE:MRK – Merck & Co Inc informations :

NYSE:MRK – Merck & Co Inc refers to :

NYSE: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 -1.99% -0.43%* -13.03% -11.56%
15 days moving average returns 0.38% 3.95% -9.83% -10.43%
45 days moving average returns 0.19% -0.72% -6.20% -8.52%

Notes :

  • Reading example: NYSE:MRK stock closing price has decreased of 0.43%* over the last 6 months
  • Returns are not annualized

NYSE:MRK stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.15% -4.41%
5% -1.78%(a) -2.38%
10% -1.52% -1.66%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.04%(b) -0.02%
Volatility
(standard deviation)
1.13%(c) 1.63%
Value at Risk 1% -2.67% -3.80%
5% -1.90%(d) -2.69%
10% -1.49% -2.10%

Notes:

  • Reading example: Using historical NYSE:MRK stock data closing price daily returns over last year, the 5% worst returns are less than -1.78%(a). Also, if we assume that historical NYSE:MRK stock returns price over last year follows a normal distribution of mean -0.04%(b) and standard deviation 1.13%(c), the 5% worst returns are less than -1.90%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud