Mercer International Stock Market Value
| MERC Stock | USD 6.68 0.13 1.98% |
| Symbol | Mercer |
Mercer International Price To Book Ratio
Is Paper & Forest Products space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Mercer International. If investors know Mercer will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Mercer International listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.73) | Dividend Share 0.3 | Earnings Share (2.85) | Revenue Per Share | Quarterly Revenue Growth 0.067 |
The market value of Mercer International is measured differently than its book value, which is the value of Mercer that is recorded on the company's balance sheet. Investors also form their own opinion of Mercer International's value that differs from its market value or its book value, called intrinsic value, which is Mercer International's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Mercer International's market value can be influenced by many factors that don't directly affect Mercer International's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Mercer International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mercer International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mercer International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Mercer International '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 Mercer International'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 Mercer International.
| 02/10/2023 |
| 01/30/2025 |
If you would invest 0.00 in Mercer International on February 10, 2023 and sell it all today you would earn a total of 0.00 from holding Mercer International or generate 0.0% return on investment in Mercer International over 720 days. Mercer International is related to or competes with Sylvamo Corp, Suzano Papel, UPM-Kymmene Oyj, Clearwater Paper, Klabin Sa, Mondi PLC, and Holmen AB. Mercer International Inc., together with its subsidiaries, manufactures and sells northern bleached softwood kraft pulp ... More
Mercer International 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 Mercer International'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 Mercer International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | 0.0386 | |||
| Maximum Drawdown | 14.73 | |||
| Value At Risk | (4.41) | |||
| Potential Upside | 4.47 |
Mercer International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mercer International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mercer International's standard deviation. In reality, there are many statistical measures that can use Mercer International historical prices to predict the future Mercer International's volatility.| Risk Adjusted Performance | 0.0664 | |||
| Jensen Alpha | 0.1578 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0385 | |||
| Treynor Ratio | 0.7113 |
Mercer International Backtested Returns
At this point, Mercer International is somewhat reliable. Mercer International has Sharpe Ratio of 0.0434, which conveys that the firm had a 0.0434 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mercer International, which you can use to evaluate the volatility of the firm. Please verify Mercer International's Risk Adjusted Performance of 0.0664, downside deviation of 2.63, and Mean Deviation of 1.88 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. Mercer International has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mercer International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mercer International is expected to be smaller as well. Mercer International right now secures a risk of 2.64%. Please verify Mercer International semi variance, and the relationship between the maximum drawdown and accumulation distribution , to decide if Mercer International will be following its current price movements.
Auto-correlation | 0.22 |
Weak predictability
Mercer International has weak predictability. Overlapping area represents the amount of predictability between Mercer International time series from 10th of February 2023 to 5th of February 2024 and 5th of February 2024 to 30th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mercer International price movement. The serial correlation of 0.22 indicates that over 22.0% of current Mercer International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 2.0 |
Mercer International lagged returns against current returns
Autocorrelation, which is Mercer International 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 Mercer International's stock expected returns. We can calculate the autocorrelation of Mercer International returns to help us make a trade decision. For example, suppose you find that Mercer International 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 |
Mercer International 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 Mercer International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mercer International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mercer International stock over time.
Current vs Lagged Prices |
| Timeline |
Mercer International Lagged Returns
When evaluating Mercer International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mercer International stock have on its future price. Mercer International 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, Mercer International autocorrelation shows the relationship between Mercer International stock current value and its past values and can show if there is a momentum factor associated with investing in Mercer International.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Mercer International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Mercer International's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mercer International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mercer International Stock:Check out Mercer International Correlation, Mercer International Volatility and Mercer International Alpha and Beta module to complement your research on Mercer International. For information on how to trade Mercer Stock refer to our How to Trade Mercer Stock guide.You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Mercer International 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.