Marcus Millichap Stock Market Value
| MMI Stock | USD 33.55 0.25 0.75% |
| Symbol | Marcus |
Marcus Millichap Price To Book Ratio
Is Marcus Millichap's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Marcus Millichap. If investors know Marcus will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Marcus Millichap listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.88) | Dividend Share 0.5 | Earnings Share (0.88) | Revenue Per Share 16.708 | Quarterly Revenue Growth (0.37) |
The market value of Marcus Millichap is measured differently than its book value, which is the value of Marcus that is recorded on the company's balance sheet. Investors also form their own opinion of Marcus Millichap's value that differs from its market value or its book value, called intrinsic value, which is Marcus Millichap's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Marcus Millichap's market value can be influenced by many factors that don't directly affect Marcus Millichap's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Marcus Millichap's value and its price as these two are different measures arrived at by different means. Investors typically determine if Marcus Millichap is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Marcus Millichap's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Marcus Millichap '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 Marcus Millichap'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 Marcus Millichap.
| 04/06/2024 |
| 05/06/2024 |
If you would invest 0.00 in Marcus Millichap on April 6, 2024 and sell it all today you would earn a total of 0.00 from holding Marcus Millichap or generate 0.0% return on investment in Marcus Millichap over 30 days. Marcus Millichap is related to or competes with Nexpoint Residential, Clipper Realty, Centerspace, Equity Lifestyle, Independence Realty, BRT Realty, and Elme Communities. Marcus Millichap, Inc., an investment brokerage company, provides real estate investment brokerage and financing service... More
Marcus Millichap 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 Marcus Millichap'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 Marcus Millichap upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 9.24 | |||
| Value At Risk | (3.61) | |||
| Potential Upside | 3.46 |
Marcus Millichap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marcus Millichap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marcus Millichap's standard deviation. In reality, there are many statistical measures that can use Marcus Millichap historical prices to predict the future Marcus Millichap's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marcus Millichap's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Marcus Millichap Backtested Returns
Marcus Millichap has Sharpe Ratio of -0.0485, which conveys that the firm had a -0.0485% return per unit of risk over the last 3 months. Marcus Millichap exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marcus Millichap's Mean Deviation of 1.65, risk adjusted performance of (0.05), and Standard Deviation of 2.06 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.93, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Marcus Millichap will likely underperform. Marcus Millichap has an expected return of -0.0995%. Please make sure to verify Marcus Millichap treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Marcus Millichap performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Marcus Millichap has insignificant reverse predictability. Overlapping area represents the amount of predictability between Marcus Millichap time series from 6th of April 2024 to 21st of April 2024 and 21st of April 2024 to 6th of May 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 Marcus Millichap price movement. The serial correlation of -0.18 indicates that over 18.0% of current Marcus Millichap price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Marcus Millichap lagged returns against current returns
Autocorrelation, which is Marcus Millichap 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 Marcus Millichap's stock expected returns. We can calculate the autocorrelation of Marcus Millichap returns to help us make a trade decision. For example, suppose you find that Marcus Millichap 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 |
Marcus Millichap 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 Marcus Millichap stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marcus Millichap stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marcus Millichap stock over time.
Current vs Lagged Prices |
| Timeline |
Marcus Millichap Lagged Returns
When evaluating Marcus Millichap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marcus Millichap stock have on its future price. Marcus Millichap 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, Marcus Millichap autocorrelation shows the relationship between Marcus Millichap stock current value and its past values and can show if there is a momentum factor associated with investing in Marcus Millichap.
Regressed Prices |
| Timeline |
Marcus Millichap Investors Sentiment
The influence of Marcus Millichap's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Marcus. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Marcus Millichap's public news can be used to forecast risks associated with an investment in Marcus. The trend in average sentiment can be used to explain how an investor holding Marcus can time the market purely based on public headlines and social activities around Marcus Millichap. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Marcus Millichap's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Marcus Millichap's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Marcus Millichap's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Marcus Millichap.
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 Marcus Millichap 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, Marcus Millichap's short interest history, or implied volatility extrapolated from Marcus Millichap options trading.
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Complementary Tools for Marcus Stock analysis
When running Marcus Millichap's price analysis, check to measure Marcus Millichap'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 Marcus Millichap is operating at the current time. Most of Marcus Millichap's value examination focuses on studying past and present price action to predict the probability of Marcus Millichap's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marcus Millichap's price. Additionally, you may evaluate how the addition of Marcus Millichap to your portfolios can decrease your overall portfolio volatility.
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Marcus Millichap 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.