Marsh Mclennan Companies Stock Alpha and Beta Analysis
| MMC Stock | USD 227.82 3.40 1.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marsh McLennan Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marsh McLennan over a specified time horizon. Remember, high Marsh McLennan's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Marsh McLennan's market risk premium analysis include:
Beta 0.32 | Alpha (0.03) | Risk 0.82 | Sharpe Ratio 0.0402 | Expected Return 0.0329 |
Marsh McLennan Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Marsh |
Marsh McLennan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marsh McLennan market risk premium is the additional return an investor will receive from holding Marsh McLennan long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Marsh McLennan. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Marsh McLennan's performance over market.| α | -0.03 | β | 0.32 |
Marsh McLennan expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Marsh McLennan's Buy-and-hold return. Our buy-and-hold chart shows how Marsh McLennan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Marsh McLennan Market Price Analysis
Market price analysis indicators help investors to evaluate how Marsh McLennan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marsh McLennan shares will generate the highest return on investment. By understating and applying Marsh McLennan stock market price indicators, traders can identify Marsh McLennan position entry and exit signals to maximize returns.
Marsh McLennan Return and Market Media
The median price of Marsh McLennan for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 223.67 with a coefficient of variation of 1.28. The daily time series for the period is distributed with a sample standard deviation of 2.87, arithmetic mean of 224.26, and mean deviation of 2.35. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Morton Schapiro of 284 shares of Marsh McLennan subject to Rule 16b-3 | 09/06/2024 |
2 | Marsh McLennan Companies Price Target Cut to 211.00 by Analysts at Wells Fargo Company | 10/11/2024 |
3 | Marsh McLennan Q3 2024 Earnings Revenue Hits 5.7 Billion, GAAP EPS at 1.51 | 10/17/2024 |
4 | Marsh McLennan Announces Pricing of 7.25 Billion Senior Notes Offering | 10/30/2024 |
5 | Marsh McLennans Mercer Completes Acquisition of Cardano | 11/04/2024 |
6 | PRA Groups Shares Up 17.8 percent Since Q3 Earnings Beat Estimates | 11/08/2024 |
7 | Marsh McLennan Companies, Inc. Shares Bought by Crossmark Global Holdings Inc. | 11/11/2024 |
8 | Regional Management Shares Plunge 9.3 percent Despite Q3 Earnings Beat | 11/13/2024 |
9 | Bouvel Investment Partners LLC Increases Stake in Marsh McLennan Companies, Inc. | 11/14/2024 |
| Marsh McLennan dividend paid on 15th of November 2024 | 11/15/2024 |
11 | RMAs Annual CRO Survey Reveals Cybersecurity, Fraud, and Rapid Response as Key Banking Risks in 2025 | 11/18/2024 |
12 | Octaviant Financial Announces Strategic Initiative with Starr Insurance | 11/21/2024 |
About Marsh McLennan Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Marsh or other stocks. Alpha measures the amount that position in Marsh McLennan Companies has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0116 | 0.0138 | 0.0139 | 0.0273 | Price To Sales Ratio | 4.45 | 3.99 | 4.12 | 4.32 |
Marsh McLennan Upcoming Company Events
As portrayed in its financial statements, the presentation of Marsh McLennan's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Marsh McLennan's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Marsh McLennan's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Marsh McLennan. Please utilize our Beneish M Score to check the likelihood of Marsh McLennan's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
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Check out Marsh McLennan Backtesting, Marsh McLennan Valuation, Marsh McLennan Correlation, Marsh McLennan Hype Analysis, Marsh McLennan Volatility, Marsh McLennan History and analyze Marsh McLennan Performance. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Marsh McLennan technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.