Marriott International Stock Market Value
| MAR Stock | USD 244.06 4.37 1.82% |
| Symbol | Marriott |
Marriott International Price To Book Ratio
Is Marriott International'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 Marriott International. If investors know Marriott 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 Marriott International 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 0.354 | Dividend Share 1.96 | Earnings Share 10.19 | Revenue Per Share 20.896 | Quarterly Revenue Growth 0.116 |
The market value of Marriott International is measured differently than its book value, which is the value of Marriott that is recorded on the company's balance sheet. Investors also form their own opinion of Marriott International's value that differs from its market value or its book value, called intrinsic value, which is Marriott International'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 Marriott International's market value can be influenced by many factors that don't directly affect Marriott International'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 Marriott International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Marriott International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Marriott International'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.
Marriott International '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 Marriott International'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 Marriott International.
| 05/01/2023 |
| 04/25/2024 |
If you would invest 0.00 in Marriott International on May 1, 2023 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 360 days. Marriott International is related to or competes with Hyatt Hotels, InterContinental, Choice Hotels, Wyndham Hotels, Hilton Worldwide, and Huazhu. Marriott International, Inc. operates, franchises, and licenses hotel, residential, and timeshare properties worldwide More
Marriott International 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 Marriott International'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 Marriott International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 7.54 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 1.95 |
Marriott International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marriott International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marriott International's standard deviation. In reality, there are many statistical measures that can use Marriott International historical prices to predict the future Marriott International's volatility.| Risk Adjusted Performance | 0.0277 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0261 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marriott International'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.
Marriott International Backtested Returns
We consider Marriott International very steady. Marriott International has Sharpe Ratio of 0.0189, which conveys that the firm had a 0.0189% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Marriott International, which you can use to evaluate the volatility of the firm. Please verify Marriott International's Risk Adjusted Performance of 0.0277, mean deviation of 0.9041, and Downside Deviation of 1.56 to check out if the risk estimate we provide is consistent with the expected return of 0.025%. Marriott International has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.42, 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, Marriott International will likely underperform. Marriott International right now secures a risk of 1.32%. Please verify Marriott International value at risk, as well as the relationship between the skewness and day median price , to decide if Marriott International will be following its current price movements.
Auto-correlation | 0.86 |
Very good predictability
Marriott International has very good predictability. Overlapping area represents the amount of predictability between Marriott International time series from 1st of May 2023 to 28th of October 2023 and 28th of October 2023 to 25th of April 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 Marriott International price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Marriott International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 406.23 |
Marriott International lagged returns against current returns
Autocorrelation, which is Marriott International 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 Marriott International's stock expected returns. We can calculate the autocorrelation of Marriott International returns to help us make a trade decision. For example, suppose you find that Marriott International 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 |
Marriott International 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 Marriott International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marriott International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marriott International stock over time.
Current vs Lagged Prices |
| Timeline |
Marriott International Lagged Returns
When evaluating Marriott International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marriott International stock have on its future price. Marriott International 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, Marriott International autocorrelation shows the relationship between Marriott International stock current value and its past values and can show if there is a momentum factor associated with investing in Marriott International.
Regressed Prices |
| Timeline |
Marriott International Investors Sentiment
The influence of Marriott International'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 Marriott. 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 Marriott International's public news can be used to forecast risks associated with an investment in Marriott. The trend in average sentiment can be used to explain how an investor holding Marriott can time the market purely based on public headlines and social activities around Marriott International. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Marriott International'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 Marriott International'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 Marriott International's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Marriott International.
Marriott International Implied Volatility | 46.89 |
Marriott International's implied volatility exposes the market's sentiment of Marriott International stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Marriott International's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Marriott International stock will not fluctuate a lot when Marriott International's options are near their expiration.
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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Try AI Portfolio ArchitectCheck out Marriott International Correlation, Marriott International Volatility and Marriott International Alpha and Beta module to complement your research on Marriott International. To learn how to invest in Marriott Stock, please use our How to Invest in Marriott International guide.Note that the Marriott International information on this page should be used as a complementary analysis to other Marriott International's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Marriott Stock analysis
When running Marriott International's price analysis, check to measure Marriott International'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 Marriott International is operating at the current time. Most of Marriott International's value examination focuses on studying past and present price action to predict the probability of Marriott International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marriott International's price. Additionally, you may evaluate how the addition of Marriott International to your portfolios can decrease your overall portfolio volatility.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |
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.