Marcus Stock Market Value
| MCS Stock | USD 21.82 0.13 0.60% |
| Symbol | Marcus |
Marcus Price To Book Ratio
Is Movies & Entertainment 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 Marcus. If investors know Marcus 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 Marcus 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 1.438 | Dividend Share 0.28 | Earnings Share (0.32) | Revenue Per Share 20.993 | Quarterly Revenue Growth 0.118 |
The market value of Marcus is measured differently than its book value, which is the value of Marcus that is recorded on the company's balance sheet. Investors also form their own opinion of Marcus' value that differs from its market value or its book value, called intrinsic value, which is Marcus' 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 Marcus' market value can be influenced by many factors that don't directly affect Marcus' 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 Marcus' value and its price as these two are different measures arrived at by different means. Investors typically determine if Marcus is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Marcus' 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.
Marcus '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 Marcus' 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 Marcus.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Marcus on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Marcus or generate 0.0% return on investment in Marcus over 30 days. Marcus is related to or competes with News Corp, Liberty Media, Warner Music, Fox Corp, Reading International, Reservoir Media, and Gaia. The Marcus Corporation, together with its subsidiaries, owns and operates movie theatres, and hotels and resorts in the ... More
Marcus 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 Marcus' 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 Marcus upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | 0.287 | |||
| Maximum Drawdown | 12.63 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 4.33 |
Marcus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marcus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marcus' standard deviation. In reality, there are many statistical measures that can use Marcus historical prices to predict the future Marcus' volatility.| Risk Adjusted Performance | 0.2557 | |||
| Jensen Alpha | 0.6572 | |||
| Total Risk Alpha | 0.4639 | |||
| Sortino Ratio | 0.5734 | |||
| Treynor Ratio | 1.13 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marcus' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Marcus Backtested Returns
Marcus appears to be very steady, given 3 months investment horizon. Marcus has Sharpe Ratio of 0.33, which conveys that the firm had a 0.33% return per unit of risk over the last 3 months. By analyzing Marcus' technical indicators, you can evaluate if the expected return of 0.72% is justified by implied risk. Please exercise Marcus' Downside Deviation of 1.09, risk adjusted performance of 0.2557, and Mean Deviation of 1.42 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marcus holds a performance score of 25. The company secures a Beta (Market Risk) of 0.63, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Marcus' returns are expected to increase less than the market. However, during the bear market, the loss of holding Marcus is expected to be smaller as well. Please check Marcus' value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Marcus' current price movements will revert.
Auto-correlation | -0.66 |
Very good reverse predictability
Marcus has very good reverse predictability. Overlapping area represents the amount of predictability between Marcus time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Marcus price movement. The serial correlation of -0.66 indicates that around 66.0% of current Marcus price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Marcus lagged returns against current returns
Autocorrelation, which is Marcus 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 Marcus' stock expected returns. We can calculate the autocorrelation of Marcus returns to help us make a trade decision. For example, suppose you find that Marcus 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 |
Marcus 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 Marcus stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marcus stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marcus stock over time.
Current vs Lagged Prices |
| Timeline |
Marcus Lagged Returns
When evaluating Marcus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marcus stock have on its future price. Marcus 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, Marcus autocorrelation shows the relationship between Marcus stock current value and its past values and can show if there is a momentum factor associated with investing in Marcus.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Marcus Stock Analysis
When running Marcus' price analysis, check to measure Marcus' 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 Marcus is operating at the current time. Most of Marcus' value examination focuses on studying past and present price action to predict the probability of Marcus' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marcus' price. Additionally, you may evaluate how the addition of Marcus to your portfolios can decrease your overall portfolio volatility.