Marstons PLC (UK) Market Value
| MARS Stock | 45.50 1.70 3.88% |
| Symbol | Marstons |
Marstons PLC '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 Marstons PLC'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 Marstons PLC.
| 06/25/2024 |
| 12/22/2024 |
If you would invest 0.00 in Marstons PLC on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Marstons PLC or generate 0.0% return on investment in Marstons PLC over 180 days. Marstons PLC is related to or competes with Ondine Biomedical, Europa Metals, Revolution Beauty, Moonpig Group, PCI PAL, Helios Towers, and Biome Technologies. Marstons PLC is entity of United Kingdom More
Marstons PLC 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 Marstons PLC'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 Marstons PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.0963 | |||
| Maximum Drawdown | 16.79 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 4.94 |
Marstons PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marstons PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marstons PLC's standard deviation. In reality, there are many statistical measures that can use Marstons PLC historical prices to predict the future Marstons PLC's volatility.| Risk Adjusted Performance | 0.0929 | |||
| Jensen Alpha | 0.279 | |||
| Total Risk Alpha | 0.2031 | |||
| Sortino Ratio | 0.1242 | |||
| Treynor Ratio | (3.54) |
Marstons PLC Backtested Returns
Marstons PLC appears to be very steady, given 3 months investment horizon. Marstons PLC has Sharpe Ratio of 0.0822, which conveys that the firm had a 0.0822% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Marstons PLC, which you can use to evaluate the volatility of the firm. Please exercise Marstons PLC's Mean Deviation of 1.8, downside deviation of 2.05, and Risk Adjusted Performance of 0.0929 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Marstons PLC holds a performance score of 6. The company secures a Beta (Market Risk) of -0.0784, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Marstons PLC are expected to decrease at a much lower rate. During the bear market, Marstons PLC is likely to outperform the market. Please check Marstons PLC'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 Marstons PLC's current price movements will revert.
Auto-correlation | -0.54 |
Good reverse predictability
Marstons PLC has good reverse predictability. Overlapping area represents the amount of predictability between Marstons PLC time series from 25th of June 2024 to 23rd of September 2024 and 23rd of September 2024 to 22nd of December 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 Marstons PLC price movement. The serial correlation of -0.54 indicates that about 54.0% of current Marstons PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 6.31 |
Marstons PLC lagged returns against current returns
Autocorrelation, which is Marstons PLC 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 Marstons PLC's stock expected returns. We can calculate the autocorrelation of Marstons PLC returns to help us make a trade decision. For example, suppose you find that Marstons PLC 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 |
Marstons PLC 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 Marstons PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marstons PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marstons PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Marstons PLC Lagged Returns
When evaluating Marstons PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marstons PLC stock have on its future price. Marstons PLC 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, Marstons PLC autocorrelation shows the relationship between Marstons PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Marstons PLC.
Regressed Prices |
| Timeline |
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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 Tools for Marstons Stock Analysis
When running Marstons PLC's price analysis, check to measure Marstons PLC'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 Marstons PLC is operating at the current time. Most of Marstons PLC's value examination focuses on studying past and present price action to predict the probability of Marstons PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marstons PLC's price. Additionally, you may evaluate how the addition of Marstons PLC to your portfolios can decrease your overall portfolio volatility.