Marsh Mclennan Companies Stock Alpha and Beta Analysis
| MMC Stock | USD 201.43 0.98 0.48% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marsh McLennan Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marsh McLennan over a specified time horizon. Remember, high Marsh McLennan's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Marsh McLennan's market risk premium analysis include:
Beta 0.51 | Alpha 0.013 | Risk 0.98 | Sharpe Ratio 0.0331 | Expected Return 0.0325 |
Marsh McLennan Quarterly Cash And Equivalents |
|
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Marsh |
Marsh McLennan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marsh McLennan market risk premium is the additional return an investor will receive from holding Marsh McLennan long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Marsh McLennan. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Marsh McLennan's performance over market.| α | 0.01 | β | 0.51 |
Marsh McLennan expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Marsh McLennan's Buy-and-hold return. Our buy-and-hold chart shows how Marsh McLennan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Marsh McLennan Market Price Analysis
Market price analysis indicators help investors to evaluate how Marsh McLennan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marsh McLennan shares will generate the highest return on investment. By understating and applying Marsh McLennan stock market price indicators, traders can identify Marsh McLennan position entry and exit signals to maximize returns.
Marsh McLennan Return and Market Media
The median price of Marsh McLennan for the period between Wed, Jan 24, 2024 and Tue, Apr 23, 2024 is 201.19 with a coefficient of variation of 2.29. The daily time series for the period is distributed with a sample standard deviation of 4.59, arithmetic mean of 200.19, and mean deviation of 3.91. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Marsh McLennan dividend paid on 15th of February 2024 | 02/15/2024 |
1 | Acquisition by Stacy Mills of 2762 shares of Marsh McLennan at 200.468 subject to Rule 16b-3 | 02/22/2024 |
2 | Insigneo Advisory Services LLC Invests 225,000 in Marsh McLennan Companies, Inc. | 03/04/2024 |
3 | Acquisition by Tomlinson Patrick of 4854 shares of Marsh McLennan subject to Rule 16b-3 | 04/03/2024 |
4 | Assurant Bolsters UK Presence With iSmash Acquisition | 04/05/2024 |
5 | Arch Capital Unit to Expand in Middle-Market PC Segment | 04/08/2024 |
6 | Three-Quarters of Insurers Invest in Private Markets or Plan to Do So as Firms Put Excess Cash to Work, According to Mercer-Oliver Wyman Global Insurance Survey | 04/10/2024 |
7 | Marsh McLennan Reports Next Week Wall Street Expects Earnings Growth | 04/11/2024 |
8 | Marsh McLennan Q1 Earnings on the Horizon Analysts Insights on Key Performance Measures | 04/15/2024 |
9 | Marsh McLennan downgraded to Neutral at Piper as stock reasonably valued | 04/17/2024 |
10 | Marsh McLennan Companies Inc s Winning Formula Financial Metrics and Competitive ... | 04/18/2024 |
11 | KBW raises Marsh McLennan stock price target on Q1 earnings beat | 04/19/2024 |
About Marsh McLennan Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Marsh or other stocks. Alpha measures the amount that position in Marsh McLennan Companies has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0116 | 0.0138 | 0.0139 | 0.0273 | Price To Sales Ratio | 4.45 | 3.99 | 4.12 | 4.32 |
Marsh McLennan Upcoming Company Events
As portrayed in its financial statements, the presentation of Marsh McLennan's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Marsh McLennan's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Marsh McLennan's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Marsh McLennan. Please utilize our Beneish M Score to check the likelihood of Marsh McLennan's management manipulating its earnings.
| 18th of April 2024 Upcoming Quarterly Report | View | |
| 18th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Marsh McLennan
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Marsh McLennan Backtesting, Marsh McLennan Valuation, Marsh McLennan Correlation, Marsh McLennan Hype Analysis, Marsh McLennan Volatility, Marsh McLennan History and analyze Marsh McLennan Performance. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Complementary Tools for Marsh Stock analysis
When running Marsh McLennan's price analysis, check to measure Marsh McLennan's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Marsh McLennan is operating at the current time. Most of Marsh McLennan's value examination focuses on studying past and present price action to predict the probability of Marsh McLennan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marsh McLennan's price. Additionally, you may evaluate how the addition of Marsh McLennan to your portfolios can decrease your overall portfolio volatility.
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA |
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.