Merrill Lynch Depositor Stock Market Value
| IPB Stock | USD 25.40 0.08 0.31% |
| Symbol | Merrill |
Is Merrill Lynch's industry 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 Merrill Lynch. If investors know Merrill 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 Merrill Lynch listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Merrill Lynch Depositor is measured differently than its book value, which is the value of Merrill that is recorded on the company's balance sheet. Investors also form their own opinion of Merrill Lynch's value that differs from its market value or its book value, called intrinsic value, which is Merrill Lynch'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 Merrill Lynch's market value can be influenced by many factors that don't directly affect Merrill Lynch'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 Merrill Lynch's value and its price as these two are different measures arrived at by different means. Investors typically determine if Merrill Lynch is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Merrill Lynch'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.
Merrill Lynch '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 Merrill Lynch'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 Merrill Lynch.
| 02/23/2024 |
| 05/23/2024 |
If you would invest 0.00 in Merrill Lynch on February 23, 2024 and sell it all today you would earn a total of 0.00 from holding Merrill Lynch Depositor or generate 0.0% return on investment in Merrill Lynch over 90 days. Merrill Lynch is related to or competes with Goldman Sachs, Credit Enhanced, Structured Products, Merrill Lynch, and Strats Trust. More
Merrill Lynch 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 Merrill Lynch'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 Merrill Lynch Depositor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.2 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.28 |
Merrill Lynch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Merrill Lynch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Merrill Lynch's standard deviation. In reality, there are many statistical measures that can use Merrill Lynch historical prices to predict the future Merrill Lynch's volatility.| Risk Adjusted Performance | 0.0099 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Merrill Lynch's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Merrill Lynch Depositor Backtested Returns
We consider Merrill Lynch very steady. Merrill Lynch Depositor has Sharpe Ratio of 0.0114, which conveys that the firm had a 0.0114% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Merrill Lynch, which you can use to evaluate the volatility of the firm. Please verify Merrill Lynch's Downside Deviation of 1.19, mean deviation of 0.5504, and Risk Adjusted Performance of 0.0099 to check out if the risk estimate we provide is consistent with the expected return of 0.0098%. The company secures a Beta (Market Risk) of 0.0287, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Merrill Lynch's returns are expected to increase less than the market. However, during the bear market, the loss of holding Merrill Lynch is expected to be smaller as well. Merrill Lynch Depositor right now secures a risk of 0.86%. Please verify Merrill Lynch Depositor expected short fall, day typical price, and the relationship between the potential upside and daily balance of power , to decide if Merrill Lynch Depositor will be following its current price movements.
Auto-correlation | -0.49 |
Modest reverse predictability
Merrill Lynch Depositor has modest reverse predictability. Overlapping area represents the amount of predictability between Merrill Lynch time series from 23rd of February 2024 to 8th of April 2024 and 8th of April 2024 to 23rd of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Merrill Lynch Depositor price movement. The serial correlation of -0.49 indicates that about 49.0% of current Merrill Lynch price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Merrill Lynch Depositor lagged returns against current returns
Autocorrelation, which is Merrill Lynch 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 Merrill Lynch's stock expected returns. We can calculate the autocorrelation of Merrill Lynch returns to help us make a trade decision. For example, suppose you find that Merrill Lynch 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 |
Merrill Lynch 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 Merrill Lynch stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Merrill Lynch stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Merrill Lynch stock over time.
Current vs Lagged Prices |
| Timeline |
Merrill Lynch Lagged Returns
When evaluating Merrill Lynch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Merrill Lynch stock have on its future price. Merrill Lynch 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, Merrill Lynch autocorrelation shows the relationship between Merrill Lynch stock current value and its past values and can show if there is a momentum factor associated with investing in Merrill Lynch Depositor.
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 Merrill Lynch Depositor offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Merrill Lynch'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 Merrill Lynch Depositor Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Merrill Lynch Depositor Stock:Check out Merrill Lynch Correlation, Merrill Lynch Volatility and Merrill Lynch Alpha and Beta module to complement your research on Merrill Lynch. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for Merrill Stock analysis
When running Merrill Lynch's price analysis, check to measure Merrill Lynch'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 Merrill Lynch is operating at the current time. Most of Merrill Lynch's value examination focuses on studying past and present price action to predict the probability of Merrill Lynch's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Merrill Lynch's price. Additionally, you may evaluate how the addition of Merrill Lynch to your portfolios can decrease your overall portfolio volatility.
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Merrill Lynch 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.