McKesson (Germany) Market Value
| MCK Stock | EUR 729.00 17.00 2.39% |
| Symbol | McKesson |
McKesson 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to McKesson's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of McKesson.
| 12/20/2025 |
| 01/19/2026 |
If you would invest 0.00 in McKesson on December 20, 2025 and sell it all today you would earn a total of 0.00 from holding McKesson or generate 0.0% return on investment in McKesson over 30 days. McKesson is related to or competes with Henry Schein, Shanghai Pharmaceuticals, Sinopharm Group, SINOPHARM GROUP, Prestige Consumer, and MEDIPAL HOLDINGS. McKesson Corporation provides pharmaceuticals and medical supplies in the United States and internationally More
McKesson Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure McKesson's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess McKesson upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.0469 | |||
| Maximum Drawdown | 7.12 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 2.55 |
McKesson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for McKesson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as McKesson's standard deviation. In reality, there are many statistical measures that can use McKesson historical prices to predict the future McKesson's volatility.| Risk Adjusted Performance | 0.0838 | |||
| Jensen Alpha | 0.1432 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0474 | |||
| Treynor Ratio | 0.8044 |
McKesson Backtested Returns
At this point, McKesson is very steady. McKesson has Sharpe Ratio of 0.0916, which conveys that the firm had a 0.0916 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for McKesson, which you can use to evaluate the volatility of the firm. Please verify McKesson's risk adjusted performance of 0.0838, and Mean Deviation of 1.17 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. McKesson has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, McKesson's returns are expected to increase less than the market. However, during the bear market, the loss of holding McKesson is expected to be smaller as well. McKesson presently secures a risk of 1.53%. Please verify McKesson standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if McKesson will be following its current price movements.
Auto-correlation | 0.25 |
Poor predictability
McKesson has poor predictability. Overlapping area represents the amount of predictability between McKesson time series from 20th of December 2025 to 4th of January 2026 and 4th of January 2026 to 19th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of McKesson price movement. The serial correlation of 0.25 indicates that over 25.0% of current McKesson price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 7.91 |
McKesson lagged returns against current returns
Autocorrelation, which is McKesson stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting McKesson's stock expected returns. We can calculate the autocorrelation of McKesson returns to help us make a trade decision. For example, suppose you find that McKesson has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
McKesson regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If McKesson stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if McKesson stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in McKesson stock over time.
Current vs Lagged Prices |
| Timeline |
McKesson Lagged Returns
When evaluating McKesson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of McKesson stock have on its future price. McKesson autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, McKesson autocorrelation shows the relationship between McKesson stock current value and its past values and can show if there is a momentum factor associated with investing in McKesson.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in McKesson Stock
When determining whether McKesson is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if McKesson Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Mckesson Stock. Highlighted below are key reports to facilitate an investment decision about Mckesson Stock:Check out McKesson Correlation, McKesson Volatility and McKesson Alpha and Beta module to complement your research on McKesson. For more detail on how to invest in McKesson Stock please use our How to Invest in McKesson guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
McKesson 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.