Marex Group Plc Stock Market Value
| MRX Stock | 28.95 0.23 0.79% |
| Symbol | Marex |
Marex Group plc Price To Book Ratio
Is Investment Banking & Brokerage 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 Marex Group. If investors know Marex 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 Marex Group 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 104.035 | Earnings Share 2.12 | Revenue Per Share 30.54 | Quarterly Revenue Growth 0.059 | Return On Assets 0.0098 |
The market value of Marex Group plc is measured differently than its book value, which is the value of Marex that is recorded on the company's balance sheet. Investors also form their own opinion of Marex Group's value that differs from its market value or its book value, called intrinsic value, which is Marex Group'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 Marex Group's market value can be influenced by many factors that don't directly affect Marex Group'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 Marex Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Marex Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Marex Group'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.
Marex Group '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 Marex Group'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 Marex Group.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Marex Group on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Marex Group plc or generate 0.0% return on investment in Marex Group over 30 days. Marex Group is related to or competes with Ihuman, Playtika Holding, Lindblad Expeditions, Nexstar Broadcasting, Mesa Air, Academy Sports, and JD Sports. Medicis Pharmaceutical Corporationration, a specialty pharmaceutical company, engages in the development and marketing of various solutions for the treatment of dermatological and aesthetic conditions in the United States and Canada. More
Marex Group 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 Marex Group'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 Marex Group plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.83 | |||
| Information Ratio | 0.1165 | |||
| Maximum Drawdown | 8.99 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 3.02 |
Marex Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marex Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marex Group's standard deviation. In reality, there are many statistical measures that can use Marex Group historical prices to predict the future Marex Group's volatility.| Risk Adjusted Performance | 0.1523 | |||
| Jensen Alpha | 0.2743 | |||
| Total Risk Alpha | 0.0491 | |||
| Sortino Ratio | 0.1116 | |||
| Treynor Ratio | 0.7798 |
Marex Group plc Backtested Returns
Marex Group appears to be very steady, given 3 months investment horizon. Marex Group plc 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-nine technical indicators for Marex Group, which you can use to evaluate the volatility of the firm. Please exercise Marex Group's Downside Deviation of 1.83, risk adjusted performance of 0.1523, and Mean Deviation of 1.32 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marex Group holds a performance score of 13. The company secures a Beta (Market Risk) of 0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Marex Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marex Group is expected to be smaller as well. Please check Marex Group's potential upside, as well as the relationship between the accumulation distribution and period momentum indicator , to make a quick decision on whether Marex Group's current price movements will revert.
Auto-correlation | 0.37 |
Below average predictability
Marex Group plc has below average predictability. Overlapping area represents the amount of predictability between Marex Group time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Marex Group plc price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Marex Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Marex Group plc lagged returns against current returns
Autocorrelation, which is Marex Group 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 Marex Group's stock expected returns. We can calculate the autocorrelation of Marex Group returns to help us make a trade decision. For example, suppose you find that Marex Group 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 |
Marex Group 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 Marex Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marex Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marex Group stock over time.
Current vs Lagged Prices |
| Timeline |
Marex Group Lagged Returns
When evaluating Marex Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marex Group stock have on its future price. Marex Group 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, Marex Group autocorrelation shows the relationship between Marex Group stock current value and its past values and can show if there is a momentum factor associated with investing in Marex Group 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.Additional Tools for Marex Stock Analysis
When running Marex Group's price analysis, check to measure Marex Group'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 Marex Group is operating at the current time. Most of Marex Group's value examination focuses on studying past and present price action to predict the probability of Marex Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marex Group's price. Additionally, you may evaluate how the addition of Marex Group to your portfolios can decrease your overall portfolio volatility.