Marriott International Backtesting

MAR -- USA Stock  

USD 131.01  0.24  0.18%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Marriott International and determine expected loss or profit from investing in Marriott International over given investment horizon. Please see also Marriott International Hype Analysis, Marriott International Correlation, Marriott International Valuation, Marriott International Volatility as well as analyze Marriott International Alpha and Beta and Marriott International Performance.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

Marriott International 'What if' Analysis

June 16, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 16, 2018
0.00
If you would invest  0.00  in Marriott International on June 16, 2018 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 30 days. Marriott International is related to or competes with Hyatt Hotels, Belmond Ltd, Choice Hotels, GreenTree Hospitality, Hilton Worldwide, InterContinental, and MARRIOT INT. Marriott International, Inc. operates, franchises, and licenses hotel, residential, and timeshare properties worldwide

Marriott International Upside/Downside Indicators

Information Ratio0.31
Maximum Drawdown2.94
Value At Risk1.92
Potential Upside1.58
  

Marriott International Market Premium Indicators

Risk Adjusted Performance0.11
Jensen Alpha0.25
Total Risk Alpha0.49
Treynor Ratio11.15

Marriott International Backtested Returns

Macroaxis considers Marriott International to be not too risky. Marriott International has Sharpe Ratio of -0.2243 which conveys that Marriott International had -0.2243% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Marriott International exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Marriott International Mean Deviation of 0.9451 and Risk Adjusted Performance of 0.11 to check out risk estimate we provide. Macroaxis gives Marriott International performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.0225 which conveys that as returns on market increase, returns on owning Marriott International are expected to decrease at a much smaller rate. During bear market, Marriott International is likely to outperform the market.. Even though it is essential to pay attention to Marriott International price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Marriott International exposes twenty-one different technical indicators which can help you to evaluate its performance. Marriott International has expected return of -0.2765%. Please be advised to verify Marriott International Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Marriott International past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.90) 

Excellent reverse predictability

Marriott International has excellent reverse predictability. Overlapping area represents the amount of predictability between Marriott International time series from June 16, 2018 to July 1, 2018 and July 1, 2018 to July 16, 2018. 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 -0.9 indicates that approximately 90.0% of current Marriott International price fluctuation can be explain by its past prices. Given that Marriott International has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Marriott International for similar time interval.
Correlation Coefficient -0.9
Spearman Rank Test -0.93
Price Variance 5.06
Lagged Price Variance 19.74

Marriott International lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Marriott International regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Marriott International Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - MAR

Marriott International Investor Sentiment
Greater number of Macroaxis users are now bullish on Marriott International. What is your trading attitude regarding investing in Marriott International? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please see also Marriott International Hype Analysis, Marriott International Correlation, Marriott International Valuation, Marriott International Volatility as well as analyze Marriott International Alpha and Beta and Marriott International Performance. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.