NYSE:MRK Merck & Co Inc stock

NYSE:MRK – Merck & Co Inc data analysis summary on 21-07-2021:

  • Last closing quote is 76.39 USD
  • Last daily return is 0.29% (0.22 USD in absolute)
  • Last year return is -3.17%
  • 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 -0.47% -5.90%* -3.17% -5.94%
15 days moving average returns 3.13% -5.79% -1.06% -6.33%
45 days moving average returns -0.04% -5.63% -1.87% -6.95%

Notes :

  • Reading example: NYSE:MRK stock closing price has decreased of 5.90%* 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% -1.73%(a) -2.43%
10% -1.48% -1.64%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.01%(b) 0.00%
Volatility
(standard deviation)
1.16%(c) 1.63%
Value at Risk 1% -2.72% -3.80%
5% -1.92%(d) -2.69%
10% -1.50% -2.09%

Notes:

  • Reading example: Using historical NYSE:MRK stock data closing price daily returns over last year, the 5% worst returns are less than -1.73%(a). Also, if we assume that historical NYSE:MRK stock returns price over last year follows a normal distribution of mean -0.01%(b) and standard deviation 1.16%(c), the 5% worst returns are less than -1.92%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud