Marriott International (Germany) Alpha and Beta Analysis
| MAQ Stock | EUR 267.10 0.50 0.19% |
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 0.82 | Alpha 0.29 | Risk 1.51 | Sharpe Ratio 0.21 | Expected Return 0.32 |
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 | 0.29 | β | 0.82 |
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 Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 248.16 with a coefficient of variation of 7.94. The daily time series for the period is distributed with a sample standard deviation of 19.94, arithmetic mean of 251.01, and mean deviation of 18.22. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Marriott International in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Marriott International's short interest history, or implied volatility extrapolated from Marriott International options trading.
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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 Backtesting, Marriott International Valuation, Marriott International Correlation, Marriott International Hype Analysis, Marriott International Volatility, Marriott International History and analyze Marriott International Performance. For more detail on how to invest in Marriott Stock please use our How to Invest in Marriott International guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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.