Mercer International Stock Alpha and Beta Analysis
| MERC Stock | USD 6.21 0.07 1.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mercer International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mercer International over a specified time horizon. Remember, high Mercer International'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 Mercer International's market risk premium analysis include:
Beta 1.66 | Alpha (0.1) | Risk 3.12 | Sharpe Ratio 0.0533 | Expected Return 0.17 |
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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.
Mercer |
Mercer International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mercer International market risk premium is the additional return an investor will receive from holding Mercer International 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 Mercer International. 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 Mercer International's performance over market.| α | -0.1 | β | 1.66 |
Mercer International 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 Mercer International's Buy-and-hold return. Our buy-and-hold chart shows how Mercer International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mercer International Market Price Analysis
Market price analysis indicators help investors to evaluate how Mercer International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mercer International shares will generate the highest return on investment. By understating and applying Mercer International stock market price indicators, traders can identify Mercer International position entry and exit signals to maximize returns.
Mercer International Return and Market Media
The median price of Mercer International for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 6.36 with a coefficient of variation of 6.3. The daily time series for the period is distributed with a sample standard deviation of 0.41, arithmetic mean of 6.44, and mean deviation of 0.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Richard Short of 6000 shares of Mercer International at 5.7 subject to Rule 16b-3 | 09/06/2024 |
| Mercer International dividend paid on 3rd of October 2024 | 10/03/2024 |
2 | NJ To Assist Students At 2 Mercer Colleges Facing Food Insecurity | 11/08/2024 |
3 | Michael Brand Joins Aksias Real Assets Team | 11/13/2024 |
4 | Weight-loss drug coverage rises among largest US employers, Mercer survey finds | 11/20/2024 |
5 | Johnson leads Mercer against South Carolina after 26-point game | 11/21/2024 |
6 | Jamarii Thomas, Zachary Davis lead South Carolina to 84-72 victory over Mercer | 11/22/2024 |
7 | Open House To Fill Mercers Castle With Holiday Sights And Sound | 11/25/2024 |
8 | Suder scores 16 as Miami downs Mercer 75-72 | 11/26/2024 |
9 | Mercer Student Killed In Snowy Road Crash Was Sweet and Loving | 11/27/2024 |
About Mercer International 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 Mercer or other stocks. Alpha measures the amount that position in Mercer International 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 | 0.0217 | 0.0258 | 0.0317 | 0.0203 | Price To Sales Ratio | 0.44 | 0.34 | 0.32 | 0.3 |
Mercer International Upcoming Company Events
As portrayed in its financial statements, the presentation of Mercer International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mercer International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mercer International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mercer International. Please utilize our Beneish M Score to check the likelihood of Mercer International's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Mercer International Backtesting, Mercer International Valuation, Mercer International Correlation, Mercer International Hype Analysis, Mercer International Volatility, Mercer International History and analyze Mercer International Performance. For information on how to trade Mercer Stock refer to our How to Trade Mercer Stock guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Mercer International 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.