AS Merko (Germany) Market Value
| MKS Stock | EUR 29.85 0.55 1.81% |
| Symbol | MKS |
AS Merko '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 AS Merko'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 AS Merko.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in AS Merko on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding AS Merko Ehitus or generate 0.0% return on investment in AS Merko over 90 days. AS Merko is related to or competes with Samsung Electronics, Samsung Electronics, ASTRA INTERNATIONAL, PT Astra, ASTRA INTERNATIONAL, ASTRA INTERNATIONAL, and Samsung Electronics. AS Merko Ehitus, through its subsidiaries, engages in the construction and real estate development activities in the Rep... More
AS Merko 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 AS Merko'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 AS Merko Ehitus upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.84 | |||
| Information Ratio | 0.0322 | |||
| Maximum Drawdown | 9.6 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 2.57 |
AS Merko Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AS Merko's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AS Merko's standard deviation. In reality, there are many statistical measures that can use AS Merko historical prices to predict the future AS Merko's volatility.| Risk Adjusted Performance | 0.0673 | |||
| Jensen Alpha | 0.1209 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0271 | |||
| Treynor Ratio | (0.58) |
AS Merko February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0673 | |||
| Market Risk Adjusted Performance | (0.57) | |||
| Mean Deviation | 1.11 | |||
| Semi Deviation | 1.52 | |||
| Downside Deviation | 1.84 | |||
| Coefficient Of Variation | 1289.93 | |||
| Standard Deviation | 1.54 | |||
| Variance | 2.38 | |||
| Information Ratio | 0.0322 | |||
| Jensen Alpha | 0.1209 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0271 | |||
| Treynor Ratio | (0.58) | |||
| Maximum Drawdown | 9.6 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 2.57 | |||
| Downside Variance | 3.37 | |||
| Semi Variance | 2.3 | |||
| Expected Short fall | (1.23) | |||
| Skewness | (0.59) | |||
| Kurtosis | 2.44 |
AS Merko Ehitus Backtested Returns
AS Merko appears to be very steady, given 3 months investment horizon. AS Merko Ehitus retains Efficiency (Sharpe Ratio) of 0.12, which signifies that the company had a 0.12 % return per unit of price deviation over the last 3 months. We have found twenty-six technical indicators for AS Merko, which you can use to evaluate the volatility of the firm. Please makes use of AS Merko's Market Risk Adjusted Performance of (0.57), standard deviation of 1.54, and Coefficient Of Variation of 1289.93 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AS Merko holds a performance score of 9. The firm owns a Beta (Systematic Risk) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AS Merko are expected to decrease at a much lower rate. During the bear market, AS Merko is likely to outperform the market. Please check AS Merko's semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether AS Merko's current price history will revert.
Auto-correlation | -0.17 |
Insignificant reverse predictability
AS Merko Ehitus has insignificant reverse predictability. Overlapping area represents the amount of predictability between AS Merko time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 AS Merko Ehitus price movement. The serial correlation of -0.17 indicates that over 17.0% of current AS Merko price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.73 |
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Other Information on Investing in MKS Stock
AS Merko financial ratios help investors to determine whether MKS Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in MKS with respect to the benefits of owning AS Merko security.