Marstons PLC's market value is the price at which a share of Marstons PLC trades on a public exchange. It measures the collective expectations of Marstons PLC investors about its performance. Marstons PLC is selling for under 40.60 as of the 10th of January 2025; that is 3.33 percent decrease since the beginning of the trading day. The stock's lowest day price was 40.45. With this module, you can estimate the performance of a buy and hold strategy of Marstons PLC and determine expected loss or profit from investing in Marstons PLC over a given investment horizon. Check out Marstons PLC Correlation, Marstons PLC Volatility and Marstons PLC Alpha and Beta module to complement your research on Marstons PLC.
Please note, there is a significant difference between Marstons PLC's value and its price as these two are different measures arrived at by different means. Investors typically determine if Marstons PLC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Marstons PLC'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.
Marstons PLC '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 Marstons PLC'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 Marstons PLC.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Marstons PLC'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 Marstons PLC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marstons PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marstons PLC's standard deviation. In reality, there are many statistical measures that can use Marstons PLC historical prices to predict the future Marstons PLC's volatility.
Currently, Marstons PLC is very steady. Marstons PLC has Sharpe Ratio of 0.0071, which conveys that the firm had a 0.0071% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Marstons PLC, which you can use to evaluate the volatility of the firm. Please verify Marstons PLC's Mean Deviation of 1.41, standard deviation of 2.1, and Risk Adjusted Performance of (0.02) to check out if the risk estimate we provide is consistent with the expected return of 0.0146%. The company secures a Beta (Market Risk) of 0.026, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Marstons PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marstons PLC is expected to be smaller as well. Marstons PLC right now secures a risk of 2.04%. Please verify Marstons PLC maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Marstons PLC will be following its current price movements.
Auto-correlation
-0.62
Very good reverse predictability
Marstons PLC has very good reverse predictability. Overlapping area represents the amount of predictability between Marstons PLC time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th 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 Marstons PLC price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Marstons PLC price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.62
Spearman Rank Test
-0.89
Residual Average
0.0
Price Variance
1.19
Marstons PLC lagged returns against current returns
Autocorrelation, which is Marstons PLC 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 Marstons PLC's stock expected returns. We can calculate the autocorrelation of Marstons PLC returns to help us make a trade decision. For example, suppose you find that Marstons PLC 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
Timeline
Marstons PLC 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 Marstons PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marstons PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marstons PLC stock over time.
Current vs Lagged Prices
Timeline
Marstons PLC Lagged Returns
When evaluating Marstons PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marstons PLC stock have on its future price. Marstons PLC 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, Marstons PLC autocorrelation shows the relationship between Marstons PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Marstons PLC.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Marstons PLC's price analysis, check to measure Marstons PLC'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 Marstons PLC is operating at the current time. Most of Marstons PLC's value examination focuses on studying past and present price action to predict the probability of Marstons PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marstons PLC's price. Additionally, you may evaluate how the addition of Marstons PLC to your portfolios can decrease your overall portfolio volatility.