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Mereo BioPharma Group plc (MREO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS5894921072
CUSIP589492107
SectorHealthcare
IndustryBiotechnology

Highlights

Market Cap$658.49M
EPS (TTM)-$0.25
Total Revenue (TTM)$894.53K
Gross Profit (TTM)-$27.42K
EBITDA (TTM)-$33.94M
Year Range$1.07 - $5.02
Target Price$7.25
Short %3.47%
Short Ratio4.46

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mereo BioPharma Group plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%AprilMayJuneJulyAugustSeptember
-34.15%
92.19%
MREO (Mereo BioPharma Group plc)
Benchmark (^GSPC)

Returns By Period

Mereo BioPharma Group plc had a return of 85.28% year-to-date (YTD) and 167.50% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date85.28%17.95%
1 month8.35%3.13%
6 months37.62%9.95%
1 year167.50%24.88%
5 years (annualized)4.84%13.37%
10 years (annualized)N/A10.92%

Monthly Returns

The table below presents the monthly returns of MREO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202464.07%0.26%-13.16%-7.58%13.11%4.35%12.78%15.52%85.28%
202324.67%-4.60%-20.74%85.29%-22.90%30.69%0.76%3.01%-5.84%55.43%4.24%10.53%208.00%
2022-18.13%-5.34%-9.68%-44.64%-18.55%121.78%8.04%-0.83%-28.25%16.14%-21.20%-4.82%-53.12%
2021-24.02%43.01%-13.37%5.34%-7.89%-3.06%-18.93%8.56%-13.26%-7.02%-21.78%-9.09%-55.31%
2020-48.72%9.99%-43.51%31.10%-7.30%140.94%-6.86%4.91%-12.37%-9.54%2.95%46.72%9.15%
2019-13.85%-24.11%-40.71%3.17%41.15%-18.80%-1.48%-19.28%38.40%-49.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of MREO is 94, placing it in the top 6% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of MREO is 9494
MREO (Mereo BioPharma Group plc)
The Sharpe Ratio Rank of MREO is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of MREO is 9595Sortino Ratio Rank
The Omega Ratio Rank of MREO is 9090Omega Ratio Rank
The Calmar Ratio Rank of MREO is 9494Calmar Ratio Rank
The Martin Ratio Rank of MREO is 9595Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Mereo BioPharma Group plc (MREO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MREO
Sharpe ratio
The chart of Sharpe ratio for MREO, currently valued at 2.85, compared to the broader market-4.00-2.000.002.002.85
Sortino ratio
The chart of Sortino ratio for MREO, currently valued at 3.34, compared to the broader market-6.00-4.00-2.000.002.004.003.34
Omega ratio
The chart of Omega ratio for MREO, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for MREO, currently valued at 2.41, compared to the broader market0.001.002.003.004.005.002.41
Martin ratio
The chart of Martin ratio for MREO, currently valued at 13.34, compared to the broader market-10.00-5.000.005.0010.0015.0020.0013.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.03, compared to the broader market-4.00-2.000.002.002.03
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-6.00-4.00-2.000.002.004.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.001.002.003.004.005.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.70, compared to the broader market-10.00-5.000.005.0010.0015.0020.009.70

Sharpe Ratio

The current Mereo BioPharma Group plc Sharpe ratio is 2.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Mereo BioPharma Group plc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00AprilMayJuneJulyAugustSeptember
2.85
2.03
MREO (Mereo BioPharma Group plc)
Benchmark (^GSPC)

Dividends

Dividend History


Mereo BioPharma Group plc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-34.15%
-0.73%
MREO (Mereo BioPharma Group plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Mereo BioPharma Group plc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Mereo BioPharma Group plc was 94.92%, occurring on May 11, 2022. The portfolio has not yet recovered.

The current Mereo BioPharma Group plc drawdown is 34.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.92%Apr 25, 2019769May 11, 2022

Volatility

Volatility Chart

The current Mereo BioPharma Group plc volatility is 15.99%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
15.99%
4.36%
MREO (Mereo BioPharma Group plc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Mereo BioPharma Group plc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Mereo BioPharma Group plc.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items