Marriott International Stock Alpha and Beta Analysis
| MAR Stock | USD 283.44 3.89 1.39% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marriott International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marriott International over a specified time horizon. Remember, high Marriott International's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Marriott International's market risk premium analysis include:
Beta 1.34 | Alpha 0.23 | Risk 1.35 | Sharpe Ratio 0.27 | Expected Return 0.37 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Marriott International Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marriott International market risk premium is the additional return an investor will receive from holding Marriott International long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Marriott International. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Marriott International's performance over market.| α | 0.23 | β | 1.34 |
Marriott International expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Marriott International's Buy-and-hold return. Our buy-and-hold chart shows how Marriott International performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Marriott International Market Price Analysis
Market price analysis indicators help investors to evaluate how Marriott International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marriott International shares will generate the highest return on investment. By understating and applying Marriott International stock market price indicators, traders can identify Marriott International position entry and exit signals to maximize returns.
Marriott International Return and Market Media
The median price of Marriott International for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 255.16 with a coefficient of variation of 7.54. The daily time series for the period is distributed with a sample standard deviation of 18.99, arithmetic mean of 251.97, and mean deviation of 16.17. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Marriott International dividend paid on 30th of September 2024 | 09/30/2024 |
1 | KC area adds two hotels under IHG, Marriott | 10/29/2024 |
2 | Marriott International Releases Q4 Earnings Guidance | 11/05/2024 |
3 | American Hotel Income Properties REIT LP Q3 2024 Earnings Call Highlights Navigating ... | 11/08/2024 |
4 | Virtual Reality in Tourism Market Report 2024 - Compound Annual Growth Rate of 38 percent Forecast During 2024-2028, with Market Set to Reach 19.91 Billion in 2... | 11/13/2024 |
5 | Some May Be Optimistic About Marriott Vacations Worldwides Earnings | 11/14/2024 |
6 | Keturah completa i lavori infrastrutturali per The Ritz-Carlton Residences, Dubai, Creekside inizia la costruzione | 11/15/2024 |
7 | Daly Seven Inks Enterprise Deal with EVPassport to Provide EV Charging for Hotel Guests Across their Assets | 11/18/2024 |
8 | We are firing on all cylinders Marriott CEO says business is solid despite corporate layoffs | 11/20/2024 |
About Marriott International Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Marriott or other stocks. Alpha measures the amount that position in Marriott International has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.006646 | 0.008633 | 0.007322 | Price To Sales Ratio | 3.9 | 2.87 | 3.01 |
Marriott International Upcoming Company Events
As portrayed in its financial statements, the presentation of Marriott International's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Marriott International's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Marriott International's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Marriott International. Please utilize our Beneish M Score to check the likelihood of Marriott International's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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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.