Marriott Vacations (Germany) Market Value
| M8V Stock | EUR 61.50 4.00 6.11% |
| Symbol | Marriott |
Marriott 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 Marriott 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 Marriott Vacations.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Marriott Vacations on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Marriott Vacations Worldwide or generate 0.0% return on investment in Marriott Vacations over 90 days. Marriott Vacations is related to or competes with Nanjing Panda, Tsingtao Brewery, National Beverage, Nucletron Electronic, LPKF Laser, and Suntory Beverage. Marriott Vacations Worldwide Corporation develops, markets, sells, and manages vacation ownership and related products u... More
Marriott 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 Marriott 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 Marriott Vacations Worldwide upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 12.45 | |||
| Value At Risk | (4.21) | |||
| Potential Upside | 3.01 |
Marriott Vacations Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marriott Vacations' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marriott Vacations' standard deviation. In reality, there are many statistical measures that can use Marriott Vacations historical prices to predict the future Marriott Vacations' volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.47) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.63) |
Marriott Vacations Backtested Returns
Marriott Vacations has Sharpe Ratio of -0.25, which conveys that the firm had a -0.25 % return per unit of risk over the last 3 months. Marriott Vacations exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marriott Vacations' Risk Adjusted Performance of (0.20), mean deviation of 1.7, and Standard Deviation of 2.3 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.93, which conveys possible diversification benefits within a given portfolio. Marriott Vacations returns are very sensitive to returns on the market. As the market goes up or down, Marriott Vacations is expected to follow. At this point, Marriott Vacations has a negative expected return of -0.58%. Please make sure to verify Marriott Vacations' treynor ratio, daily balance of power, price action indicator, as well as the relationship between the skewness and day median price , to decide if Marriott Vacations performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.32 |
Below average predictability
Marriott Vacations Worldwide has below average predictability. Overlapping area represents the amount of predictability between Marriott Vacations time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Vacations price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Marriott Vacations price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 13.08 |
Marriott Vacations lagged returns against current returns
Autocorrelation, which is Marriott 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 Marriott Vacations' stock expected returns. We can calculate the autocorrelation of Marriott Vacations returns to help us make a trade decision. For example, suppose you find that Marriott 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 |
Marriott 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 Marriott Vacations stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marriott Vacations stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marriott Vacations stock over time.
Current vs Lagged Prices |
| Timeline |
Marriott Vacations Lagged Returns
When evaluating Marriott Vacations' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marriott Vacations stock have on its future price. Marriott 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, Marriott Vacations autocorrelation shows the relationship between Marriott Vacations stock current value and its past values and can show if there is a momentum factor associated with investing in Marriott Vacations Worldwide.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Marriott Stock
Marriott Vacations financial ratios help investors to determine whether Marriott Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Marriott with respect to the benefits of owning Marriott Vacations security.