Merck Value At Risk
| 6MK Stock | | | EUR 103.60 3.80 3.81% |
The Value At Risk calculation for Merck draws on price and volume history. Related screening structures are referenced through
Equity Screeners. Merck has a market cap of 162.42 B. Review
Trending Equities for a broader allocation view. Including Merck Co in a portfolio enables allocation and risk analysis. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence Merck Co's company valuation — related indicators include
signals in state.
Merck Co has current Value At Risk of
-2.24. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.24 | |
| ER[a] | = | Expected return on investing in Merck |
| STD | = | Standard Deviation of Merck |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Merck Co is rated
below average in value at risk compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare Merck to Peers
Other Technical Indicators