Marriot Vacations Worldwide Stock Market Value
| VAC Stock | USD 96.49 2.08 2.11% |
| Symbol | Marriot |
Marriot Vacations 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 Marriot Vacations. If investors know Marriot 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 Marriot Vacations 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 0.948 | Dividend Share 3.04 | Earnings Share 5.26 | Revenue Per Share 90.29 | Quarterly Revenue Growth 0.12 |
The market value of Marriot Vacations is measured differently than its book value, which is the value of Marriot that is recorded on the company's balance sheet. Investors also form their own opinion of Marriot Vacations' value that differs from its market value or its book value, called intrinsic value, which is Marriot Vacations' 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 Marriot Vacations' market value can be influenced by many factors that don't directly affect Marriot Vacations' 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 Marriot Vacations' value and its price as these two are different measures arrived at by different means. Investors typically determine if Marriot Vacations is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Marriot Vacations' 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.
Marriot Vacations '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 Marriot Vacations' 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 Marriot Vacations.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Marriot Vacations on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Marriot Vacations Worldwide or generate 0.0% return on investment in Marriot Vacations over 30 days. Marriot Vacations is related to or competes with Vail Resorts, Monarch Casino, Studio City, Hilton Grand, Red Rock, Playa Hotels, and Golden Entertainment. Marriott Vacations Worldwide Corporation, a vacation company, develops, markets, sells, and manages vacation ownership a... More
Marriot Vacations 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 Marriot Vacations' 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 Marriot Vacations Worldwide upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.82 | |||
| Information Ratio | 0.1338 | |||
| Maximum Drawdown | 14.88 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 4.78 |
Marriot Vacations Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marriot Vacations' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marriot Vacations' standard deviation. In reality, there are many statistical measures that can use Marriot Vacations historical prices to predict the future Marriot Vacations' volatility.| Risk Adjusted Performance | 0.1464 | |||
| Jensen Alpha | 0.2689 | |||
| Total Risk Alpha | 0.0618 | |||
| Sortino Ratio | 0.1953 | |||
| Treynor Ratio | 0.2739 |
Marriot Vacations Backtested Returns
Marriot Vacations appears to be very steady, given 3 months investment horizon. Marriot Vacations has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Marriot Vacations, which you can use to evaluate the volatility of the firm. Please exercise Marriot Vacations' Mean Deviation of 1.83, downside deviation of 1.82, and Risk Adjusted Performance of 0.1464 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marriot Vacations holds a performance score of 14. The company secures a Beta (Market Risk) of 1.73, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Marriot Vacations will likely underperform. Please check Marriot Vacations' value at risk, kurtosis, price action indicator, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Marriot Vacations' current price movements will revert.
Auto-correlation | 0.82 |
Very good predictability
Marriot Vacations Worldwide has very good predictability. Overlapping area represents the amount of predictability between Marriot Vacations time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Marriot Vacations price movement. The serial correlation of 0.82 indicates that around 82.0% of current Marriot Vacations price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 6.85 |
Marriot Vacations lagged returns against current returns
Autocorrelation, which is Marriot Vacations 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 Marriot Vacations' stock expected returns. We can calculate the autocorrelation of Marriot Vacations returns to help us make a trade decision. For example, suppose you find that Marriot Vacations 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 |
Marriot Vacations 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 Marriot Vacations stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marriot Vacations stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marriot Vacations stock over time.
Current vs Lagged Prices |
| Timeline |
Marriot Vacations Lagged Returns
When evaluating Marriot Vacations' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marriot Vacations stock have on its future price. Marriot Vacations 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, Marriot Vacations autocorrelation shows the relationship between Marriot Vacations stock current value and its past values and can show if there is a momentum factor associated with investing in Marriot Vacations Worldwide.
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 determining whether Marriot Vacations offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Marriot Vacations' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Marriot Vacations Worldwide Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Marriot Vacations Worldwide Stock:Check out Marriot Vacations Correlation, Marriot Vacations Volatility and Marriot Vacations Alpha and Beta module to complement your research on Marriot Vacations. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Marriot Vacations technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.