Contents

Return and volatility forecasts, Value at Risk (VaR), Volume

Updated regularly - Last update on 11-May-2012 
 
Return on Merck (mrk) stock follows ARMA(0,5)-GARCH(1,1) model (Student-t errors)
Given current Merck stock close price of 38.03 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '38.02'     '37.99'      '37.98'      '37.98'  

Probability of Merck stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '49.39%'    '48.95%'     '49.77%'     '49.94%' 

Value at Risk (VaR) for $1,000 worth of Merck stock at 5 percent probability: 
Lose at most $32.97 in 1 day, $180.57 in 30 days and $312.76 in 90 days

Stock price, return, high and low

Price fundamentals for Merck (mrk) stock 
 
Merck stock price change in percent over the last: 
    '30 days'     '6 months'    '1 year'     '3 years' 
    '-0.6271%'    '15.1726%'    '7.0062%'    '69.7010%'

Average daily return (continuously compounded) for Merck stock over the last: 
    '30 days'     '6 months'    '1 year'     '3 years'
    '-0.0535%'    '0.0954%'     '0.0329%'    '0.0734%'

OVER THE LAST YEAR:
The minimum Merck stock close price of 28.79 was observed on 10-Aug-2011 
The maximum Merck stock close price of 39.37 was observed on 01-May-2012 
Current close price of Merck (38.03) as a percent of range is equal to 87.33% 
 
The lowest one-day return (i.e. largest price drop for Merck stock) 
 of -5.75% was observed on 08-Aug-2011 
The highest one-day return (i.e. largest price increase for Merck stock) 
 of 4.55% was observed on 11-Aug-2011 

Technical Analysis: RSI and MACD

RSI readings of Merck share greater than 70 are in overbought territory, 
while RSI below 30 is oversold region. RSI 30 to 70 is neutral.
Buy Merck stocks when the MACD line crosses up through the signal line.
Sell Merck shares when MACD line crosses down through the signal line.

Technical Analysis: Accumulation/Distribution oscillator and Momentum

The Accumulation/Distribution oscillator is a common tool based on the high,
low, opening, and closing prices of Merck share for each tradind day.
Momentum calculates the difference between two prices separated by 12 days.

Technical Analysis: Chaikin oscillator and Chaikin volatility

This Chaikin oscillator is computed by subtracting exponential,
moving average of the A/D line of Merck stock from the three-period
exponential moving average of the A/D line.
Chaikin volatility is computed from a 10-period exponential moving
average and 10-day difference of Merck stock.

Technical Analysis: Williams %R and On-Balance volume

Merck equity is considered oversold if Williams R is below -80.
Merck share is overbought if Williams R is above -20. 
On-Balance Volume for Merck stock adds or subtracts volume to
a total depending on whether Merck price moves up or down.

Stock performance compared to Dow Jones Index

Does Merck (mrk) stock go together with Dow Jones Index? 
 
Correlation between return on Merck stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '67.68%'     '70.80%'      '83.08%'    '66.45%' 

Percent of time when return on Merck stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '36.36%'     '50.39%'      '48.62%'    '48.08%' 

Stock performance compared to GOLD ETF (gld)

Does Merck (mrk) stock go together with GOLD ETF? 
 
Correlation between return on Merck stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '38.82%'     '27.50%'      '-0.12%'    '11.01%' 

Percent of time when return on Merck stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '50.00%'     '51.97%'      '48.22%'    '50.33%' 

Stock performance compared to Physical Silver (slv)

Does Merck (mrk) stock go together with Physical Silver? 
 
Correlation between return on Merck stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '41.50%'     '31.27%'      '14.71%'    '19.84%' 

Percent of time when return on Merck stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '63.64%'     '55.91%'      '49.80%'    '48.35%' 

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