Marriott International Stock Market Value
| MAR Stock | USD 292.54 2.88 0.99% |
| Symbol | Marriott |
Marriott International Price To Book Ratio
Is Hotels, Resorts & Cruise Lines space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Marriott International. If investors know Marriott will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Marriott International listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.17) | Dividend Share 2.3 | Earnings Share 9.54 | Revenue Per Share | Quarterly Revenue Growth 0.066 |
The market value of Marriott International is measured differently than its book value, which is the value of Marriott that is recorded on the company's balance sheet. Investors also form their own opinion of Marriott International's value that differs from its market value or its book value, called intrinsic value, which is Marriott International's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Marriott International's market value can be influenced by many factors that don't directly affect Marriott International's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Marriott International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Marriott International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Marriott International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Marriott International 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Marriott International's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Marriott International.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Marriott International on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding Marriott International or generate 0.0% return on investment in Marriott International over 150 days. Marriott International is related to or competes with Hyatt Hotels, InterContinental, Choice Hotels, Wyndham Hotels, Hilton Worldwide, and Huazhu. Marriott International, Inc. operates, franchises, and licenses hotel, residential, and timeshare properties worldwide More
Marriott International Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Marriott International's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Marriott International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.0653 | |||
| Maximum Drawdown | 10.47 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.66 |
Marriott International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marriott International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marriott International's standard deviation. In reality, there are many statistical measures that can use Marriott International historical prices to predict the future Marriott International's volatility.| Risk Adjusted Performance | 0.1206 | |||
| Jensen Alpha | 0.1536 | |||
| Total Risk Alpha | 0.0332 | |||
| Sortino Ratio | 0.065 | |||
| Treynor Ratio | 0.6728 |
Marriott International Backtested Returns
Marriott International appears to be very steady, given 3 months investment horizon. Marriott International has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Marriott International, which you can use to evaluate the volatility of the firm. Please exercise Marriott International's Downside Deviation of 1.35, mean deviation of 0.9149, and Risk Adjusted Performance of 0.1206 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marriott International holds a performance score of 13. The company secures a Beta (Market Risk) of 0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Marriott International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marriott International is expected to be smaller as well. Please check Marriott International's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Marriott International's current price movements will revert.
Auto-correlation | -0.29 |
Weak reverse predictability
Marriott International has weak reverse predictability. Overlapping area represents the amount of predictability between Marriott International time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Marriott International price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Marriott International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 39.17 |
Marriott International lagged returns against current returns
Autocorrelation, which is Marriott International stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Marriott International's stock expected returns. We can calculate the autocorrelation of Marriott International returns to help us make a trade decision. For example, suppose you find that Marriott International has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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Marriott International regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Marriott International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marriott International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marriott International stock over time.
Current vs Lagged Prices |
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Marriott International Lagged Returns
When evaluating Marriott International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marriott International stock have on its future price. Marriott International autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Marriott International autocorrelation shows the relationship between Marriott International stock current value and its past values and can show if there is a momentum factor associated with investing in Marriott International.
Regressed Prices |
| Timeline |
Pair Trading with Marriott International
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Marriott International position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Marriott International will appreciate offsetting losses from the drop in the long position's value.Moving together with Marriott Stock
Moving against Marriott Stock
The ability to find closely correlated positions to Marriott International could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Marriott International when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Marriott International - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Marriott International to buy it.
The correlation of Marriott International is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Marriott International moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Marriott International moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Marriott International can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Marriott Stock Analysis
When running Marriott International's price analysis, check to measure Marriott International's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Marriott International is operating at the current time. Most of Marriott International's value examination focuses on studying past and present price action to predict the probability of Marriott International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marriott International's price. Additionally, you may evaluate how the addition of Marriott International to your portfolios can decrease your overall portfolio volatility.