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MRK Merck & Co., Inc.

Healthcare

149.52 Close 10/30
Since 2024-12-02 +58.7%
Open
149.55
High
151.35
Low
147.40
Prev close
146.33
Volume
12.3M
Amplitude
2.70%
P/E
154.1
P/B
8.8
Revenue YoY (TTM)
+4.8%
52W 82.01 156.92

Is Merck & Co., Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Quality: Good, Momentum: Strong, Risk / liquidity: Good; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Good, but TTM P/E is Expensive.
TTM P/E 154.14 95th percentile Expensive
Price / book 8.8 91th percentile Expensive
Free-cash-flow yield (%) 4.35 64th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good FCF margin, TTM is Top; ROE, TTM is Good.
ROE, TTM (%) 5.85 55th percentile Good
Operating margin, TTM (%) 16.24 66th percentile Good
FCF margin, TTM (%) 23.87 81th percentile Top
Quality Factor Investing: A US Quality Value Backtest
Growth Neutral All 2 indicators are Average.
Revenue growth, TTM YoY (%) 4.77 47th percentile Average
Diluted EPS growth, TTM YoY (%) -87.19 24th percentile Average
Momentum Strong All 2 indicators are Top.
60-day return (%) 17.16 90th percentile Top
240-day return (%) 65.65 91th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 1,467,826,155 99th percentile Top
60-day annualized volatility (%) 37.28 43th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

Merck & Co., Inc. (MRK) today

2 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Merck & Co., Inc. to every stock like it

AI finds several complementary traits of Merck & Co., Inc. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

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Merck & Co., Inc. (MRK) peers and tracking

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Merck & Co., Inc. (MRK) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Top-quintile 6-month momentum

Active · now 86.59%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest
18 historical occurrences (since 2016-09-15)

Average forward return after Top-quintile 6-month momentum

20-day: Win 58.8%, Sample 17, Median +0.89%, Excess -0.47%, Beat mkt rate 47.1%

60-day: Win 62.5%, Sample 16, Median +2.42%, Excess +1.43%, Beat mkt rate 43.8%

120-day: Win 68.8%, Sample 16, Median +6.71%, Excess -1.89%, Beat mkt rate 43.8%

120 days after: historical avg +5.47%

20-day +0.62%
60-day +4.54%
120-day +5.47%
20-day
60-day
120-day
Win
58.8%
62.5%
68.8%
Sample
17
16
16
Median
+0.89%
+2.42%
+6.71%
Excess
-0.47%
+1.43%
-1.89%
Beat mkt rate
47.1%
43.8%
43.8%

Over 16 occurrences, 120-day forward avg gained 5.47%, lagged the market by 1.89 pts; win rate 68.8%.

EPS surprise beat

Active · now 19.14%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest
29 historical occurrences (since 2015-04-28)

Average forward return after EPS surprise beat

20-day: Win 68%, Sample 25, Median +1.08%, Excess +0.57%, Beat mkt rate 44%

60-day: Win 68%, Sample 25, Median +3.62%, Excess +0.68%, Beat mkt rate 44%

120-day: Win 75%, Sample 24, Median +4.31%, Excess +1.05%, Beat mkt rate 54.2%

120 days after: historical avg +7.81%

20-day +2.38%
60-day +4.35%
120-day +7.81%
20-day
60-day
120-day
Win
68%
68%
75%
Sample
25
25
24
Median
+1.08%
+3.62%
+4.31%
Excess
+0.57%
+0.68%
+1.05%
Beat mkt rate
44%
44%
54.2%

Over 24 occurrences, 120-day forward avg gained 7.81%, beat the market by 1.05 pts; win rate 75%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 679+24.3% +20.1% 81.1% +4%
20-40 242+4.9% +11.8% 64.5% -13.2%
40-60 180+26.3% +23.9% 100% +31.3%
60-80 63+17.8% +18% 100% +29.5%
80-100 You are here250-14% -19.4% 32.4% -33.6%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 154.14, placing it in the 98.0 own-history percentile, inside the 80-100 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
+14.5%
Win rate 79.2% Excess +7.5%
539d
+5.4%
Win rate 62.5% Excess +3.6%
152d
Now
-4.7%
Win rate 38% Excess -13.2%
192d
60-day momentum down
+0.8%
Win rate 53.3% Excess -9.6%
435d
+11.5%
Win rate 91.6% Excess +10.5%
95d
+16.6%
Win rate 87.6% Excess +3.4%
121d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 192 historical days, 120-day forward avg declined 4.7%, win rate 38%, lagged the market by 13.2%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

24 times historically; 60-day forward avg +2.84%, win rate 58.3%, beating the market by -0.5 pts on average.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

5 times historically; 60-day forward avg +4.9%, win rate 80%, beating the market by +3.46 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.