Marriott International (Brazil) Market Value
| M1TT34 Stock | 416.28 7.70 1.82% |
| Symbol | Marriott |
Marriott International '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 Marriott International'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 Marriott International.
| 01/13/2024 |
| 01/07/2025 |
If you would invest 0.00 in Marriott International on January 13, 2024 and sell it all today you would earn a total of 0.00 from holding Marriott International or generate 0.0% return on investment in Marriott International over 360 days. Marriott International is related to or competes with Universal Health, Teladoc Health, Deutsche Bank, Capital One, HDFC Bank, and Sumitomo Mitsui. More
Marriott International 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 Marriott International'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 Marriott International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.1857 | |||
| Maximum Drawdown | 8.86 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 2.6 |
Marriott International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marriott International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marriott International's standard deviation. In reality, there are many statistical measures that can use Marriott International historical prices to predict the future Marriott International's volatility.| Risk Adjusted Performance | 0.1702 | |||
| Jensen Alpha | 0.2989 | |||
| Total Risk Alpha | 0.26 | |||
| Sortino Ratio | 0.1659 | |||
| Treynor Ratio | (0.91) |
Marriott International Backtested Returns
Marriott International appears to be very steady, given 3 months investment horizon. Marriott International has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Marriott International, which you can use to evaluate the volatility of the firm. Please exercise Marriott International's Mean Deviation of 1.09, downside deviation of 1.66, and Risk Adjusted Performance of 0.1702 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marriott International holds a performance score of 12. The company secures a Beta (Market Risk) of -0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Marriott International are expected to decrease at a much lower rate. During the bear market, Marriott International is likely to outperform the market. Please check Marriott International's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Marriott International's current price movements will revert.
Auto-correlation | 0.51 |
Modest predictability
Marriott International has modest predictability. Overlapping area represents the amount of predictability between Marriott International time series from 13th of January 2024 to 11th of July 2024 and 11th of July 2024 to 7th 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 Marriott International price movement. The serial correlation of 0.51 indicates that about 51.0% of current Marriott International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 1937.26 |
Marriott International lagged returns against current returns
Autocorrelation, which is Marriott International 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 Marriott International's stock expected returns. We can calculate the autocorrelation of Marriott International returns to help us make a trade decision. For example, suppose you find that Marriott International 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 |
Marriott International 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 Marriott International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marriott International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marriott International stock over time.
Current vs Lagged Prices |
| Timeline |
Marriott International Lagged Returns
When evaluating Marriott International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marriott International stock have on its future price. Marriott International 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, Marriott International autocorrelation shows the relationship between Marriott International stock current value and its past values and can show if there is a momentum factor associated with investing in Marriott International.
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Additional Information and Resources on Investing in Marriott Stock
When determining whether Marriott International is a strong investment it is important to analyze Marriott International's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Marriott International's future performance. For an informed investment choice regarding Marriott Stock, refer to the following important reports:Check out Marriott International Correlation, Marriott International Volatility and Marriott International Alpha and Beta module to complement your research on Marriott International. For information on how to trade Marriott Stock refer to our How to Trade Marriott Stock guide.You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Marriott International 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.