Marriott International Backtesting

MAR -- USA Stock  

USD 130.56  0.08  0.06%

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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Marriott International 'What if' Analysis

June 20, 2019
0.00
No Change 0.00  0.0%
In 3 months and 1 day
September 18, 2019
0.00
If you would invest  0.00  in Marriott International on June 20, 2019 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 90 days. Marriott International is related to or competes with Hyatt Hotels, Choice Hotels, GreenTree Hospitality, Hilton Worldwide, Intercontinental, Huazhu Group, and Coupa Software. Marriott International, Inc. operates, franchises, and licenses hotel, residential, and timeshare properties worldwide

Marriott International Upside/Downside Indicators

Downside Deviation1.66
Information Ratio(0.01404)
Maximum Drawdown7.61
Value At Risk(1.89)
Potential Upside1.95

Marriott International Market Premium Indicators

Risk Adjusted Performance0.0183
Jensen Alpha(0.022552)
Total Risk Alpha(0.035802)
Sortino Ratio(0.011396)
Treynor Ratio0.0114

Marriott International Backtested Returns

Macroaxis considers Marriott International to be very steady. Marriott International has Sharpe Ratio of -0.0424 which conveys that the firm had -0.0424% of return per unit of risk over the last 3 months. 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 Downside Deviation of 1.66, Risk Adjusted Performance of 0.0183 and Mean Deviation of 0.9592 to check out risk estimate we provide. The company secures Beta (Market Risk) of 1.1142 which conveys that Marriott International returns are very sensitive to returns on the market. as market goes up or down, Marriott International is expected to follow. 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 -0.0612%. 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(0.28) 
correlation synergy

Weak reverse predictability

Marriott International has weak reverse predictability. Overlapping area represents the amount of predictability between Marriott International time series from June 20, 2019 to August 4, 2019 and August 4, 2019 to September 18, 2019. 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 -0.28 indicates that nearly 28.0% 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-0.28
Spearman Rank Test-0.2
Residual Average0.0
Price Variance7.35

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 

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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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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