Merrill Lynch Depositor Stock Alpha and Beta Analysis
| IPB Stock | USD 25.88 0.17 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Merrill Lynch Depositor. It also helps investors analyze the systematic and unsystematic risks associated with investing in Merrill Lynch over a specified time horizon. Remember, high Merrill Lynch'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 Merrill Lynch's market risk premium analysis include:
Beta (0.18) | Alpha (0.03) | Risk 1.06 | Sharpe Ratio (0.09) | Expected Return (0.09) |
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.
Merrill |
Merrill Lynch Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Merrill Lynch market risk premium is the additional return an investor will receive from holding Merrill Lynch 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 Merrill Lynch. 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 Merrill Lynch's performance over market.| α | -0.03 | β | -0.18 |
Merrill Lynch 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 Merrill Lynch's Buy-and-hold return. Our buy-and-hold chart shows how Merrill Lynch performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Merrill Lynch Market Price Analysis
Market price analysis indicators help investors to evaluate how Merrill Lynch stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Merrill Lynch shares will generate the highest return on investment. By understating and applying Merrill Lynch stock market price indicators, traders can identify Merrill Lynch position entry and exit signals to maximize returns.
Merrill Lynch Return and Market Media
The median price of Merrill Lynch for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 26.49 with a coefficient of variation of 1.6. The daily time series for the period is distributed with a sample standard deviation of 0.42, arithmetic mean of 26.41, and mean deviation of 0.34. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | SEC charges Merrill Lynch, Harvest Volatility Management for ignoring client investment limits | 09/25/2024 |
2 | 10 Best Online Brokers Trading Platforms of October 2024 - The Motley Fool | 10/23/2024 |
About Merrill Lynch 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 Merrill or other stocks. Alpha measures the amount that position in Merrill Lynch Depositor 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.
| 2010 | 2012 | 2023 | 2024 (projected) | Current Ratio | 3.82 | 4.76 | 4.29 | 3.43 | Net Debt To EBITDA | 20.62 | 15.27 | 17.56 | 19.75 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Merrill Lynch in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Merrill Lynch's short interest history, or implied volatility extrapolated from Merrill Lynch options trading.
Build Portfolio with Merrill Lynch
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
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Check out Merrill Lynch Backtesting, Merrill Lynch Valuation, Merrill Lynch Correlation, Merrill Lynch Hype Analysis, Merrill Lynch Volatility, Merrill Lynch History and analyze Merrill Lynch Performance. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
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.