Marriott International (Brazil) Market Value
| M1TT34 Stock | 340.72 11.38 3.23% |
| 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.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Marriott International on December 18, 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 90 days. Marriott International is related to or competes with Telecomunicaes Brasileiras, Monster Beverage, American Airlines, Charter Communications, and Nordon Indstrias. 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.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 8.21 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 1.59 |
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 | (0.18) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (1.52) |
Marriott International Backtested Returns
Marriott International has Sharpe Ratio of -0.26, which conveys that the firm had a -0.26 % return per unit of risk over the last 3 months. Marriott International exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marriott International's Standard Deviation of 1.59, mean deviation of 1.14, and Risk Adjusted Performance of (0.18) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Marriott International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Marriott International is expected to be smaller as well. At this point, Marriott International has a negative expected return of -0.44%. Please make sure to verify Marriott International's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Marriott International performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.31 |
Below average predictability
Marriott International has below average predictability. Overlapping area represents the amount of predictability between Marriott International time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th of March 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 0.31 indicates that nearly 31.0% of current Marriott International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 761.25 |
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.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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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.