Marsh McLennan (Germany) Market Value
| MSN Stock | EUR 201.90 2.40 1.17% |
| Symbol | Marsh |
Marsh McLennan '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 Marsh McLennan'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 Marsh McLennan.
| 12/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in Marsh McLennan on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding Marsh McLennan Companies or generate 0.0% return on investment in Marsh McLennan over 30 days. Marsh McLennan is related to or competes with NH HOTEL, Hongkong, Thai Beverage, TYSON FOODS, INDOFOOD AGRI, and Astral Foods. Marsh McLennan Companies, Inc., a professional services company, provides advice and solutions to clients in the areas o... More
Marsh McLennan 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 Marsh McLennan'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 Marsh McLennan Companies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.0032 | |||
| Maximum Drawdown | 6.94 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.77 |
Marsh McLennan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marsh McLennan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marsh McLennan's standard deviation. In reality, there are many statistical measures that can use Marsh McLennan historical prices to predict the future Marsh McLennan's volatility.| Risk Adjusted Performance | 0.0242 | |||
| Jensen Alpha | 0.0257 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0033 | |||
| Treynor Ratio | (0.09) |
Marsh McLennan Companies Backtested Returns
Marsh McLennan Companies has Sharpe Ratio of -0.0387, which conveys that the firm had a -0.0387% return per unit of risk over the last 3 months. Marsh McLennan exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marsh McLennan's Mean Deviation of 0.9156, downside deviation of 1.17, and Risk Adjusted Performance of 0.0242 to check out the risk estimate we provide. 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, returns on owning Marsh McLennan are expected to decrease at a much lower rate. During the bear market, Marsh McLennan is likely to outperform the market. At this point, Marsh McLennan Companies has a negative expected return of -0.046%. Please make sure to verify Marsh McLennan's potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if Marsh McLennan Companies performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.18 |
Very weak predictability
Marsh McLennan Companies has very weak predictability. Overlapping area represents the amount of predictability between Marsh McLennan time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th 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 Marsh McLennan Companies price movement. The serial correlation of 0.18 indicates that over 18.0% of current Marsh McLennan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 1.93 |
Marsh McLennan Companies lagged returns against current returns
Autocorrelation, which is Marsh McLennan 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 Marsh McLennan's stock expected returns. We can calculate the autocorrelation of Marsh McLennan returns to help us make a trade decision. For example, suppose you find that Marsh McLennan 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 |
Marsh McLennan 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 Marsh McLennan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marsh McLennan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marsh McLennan stock over time.
Current vs Lagged Prices |
| Timeline |
Marsh McLennan Lagged Returns
When evaluating Marsh McLennan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marsh McLennan stock have on its future price. Marsh McLennan 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, Marsh McLennan autocorrelation shows the relationship between Marsh McLennan stock current value and its past values and can show if there is a momentum factor associated with investing in Marsh McLennan Companies.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Marsh Stock
When determining whether Marsh McLennan Companies offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Marsh McLennan'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 Marsh Mclennan Companies Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Marsh Mclennan Companies Stock:Check out Marsh McLennan Correlation, Marsh McLennan Volatility and Marsh McLennan Alpha and Beta module to complement your research on Marsh McLennan. You can also try the Stocks Directory module to find actively traded stocks across global markets.
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.