Marcus Stock Alpha and Beta Analysis


USD 14.18  0.26  1.87%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marcus Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marcus Corp over a specified time horizon. Remember, high Marcus Corp'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.
Additionally, see Marcus Corp Backtesting, Marcus Corp Valuation, Marcus Corp Correlation, Marcus Corp Hype Analysis, Marcus Corp Volatility, Marcus Corp History and analyze Marcus Corp Performance.
Please note that although Marcus Corp alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Marcus Corp did 0.030713  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Marcus Corp stock's relative risk over its benchmark. Marcus Corp has a beta of 0.67  . Let's try to break down what Marcus's beta means in this case. As returns on the market increase, Marcus Corp returns are expected to increase less than the market. However, during the bear market, the loss on holding Marcus Corp will be expected to be smaller as well.
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.

Marcus Corp Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marcus Corp market risk premium is the additional return an investor will receive from holding Marcus Corp 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 Marcus Corp. 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 Marcus Corp's performance over market.
α-0.03   β0.67
90 days against DJI

Marcus Corp 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 Marcus Corp's Buy-and-hold return. Our buy-and-hold chart shows how Marcus Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Marcus Corp Market Price Analysis

Market price analysis indicators help investors to evaluate how Marcus Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marcus Corp shares will generate the highest return on investment. By understating and applying Marcus Corp stock market price indicators, traders can identify Marcus Corp position entry and exit signals to maximize returns.

Marcus Corp Return and Market Media

The median price of Marcus Corp for the period between Fri, Jul 1, 2022 and Thu, Sep 29, 2022 is 16.27 with a coefficient of variation of 7.11. The daily time series for the period is distributed with a sample standard deviation of 1.14, arithmetic mean of 16.07, and mean deviation of 0.96. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Marcus Corp exotic insider transaction detected07/20/2022
Marcus Corp exotic insider transaction detected07/21/2022
EPS Reported08/03/2022
Marcus Corp exotic insider transaction detected08/08/2022
Heres Why Marcus is a Great Momentum Stock to Buy - Nasdaq08/11/2022
Marcus Corp exotic insider transaction detected08/25/2022
Financial Statements08/31/2022
Motorola Mobility The Mansour Group of Marcus Millichap Brok...09/02/2022
IM Cannabis Welcomes Two New Members to its Board of Directo...09/12/2022
Nvidia Stock Nears Major Support on the Chart - Rockdale New...09/19/2022
Worthington Industries Releases 2022 Corporate Citizenship a...09/28/2022

About Marcus Corp 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 Marcus or other stocks. Alpha measures the amount that position in Marcus Corp 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.

Marcus Corp Upcoming Company Events

As portrayed in its financial statements, the presentation of Marcus Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Marcus Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Marcus Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Marcus Corp. Please utilize our Beneish M Score to check the likelihood of Marcus Corp's management manipulating its earnings.
Upcoming Quarterly Report3rd of March 2022
Next Financial Report4th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End3rd of March 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Marcus Corp

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, see Marcus Corp Backtesting, Marcus Corp Valuation, Marcus Corp Correlation, Marcus Corp Hype Analysis, Marcus Corp Volatility, Marcus Corp History and analyze Marcus Corp Performance. Note that the Marcus Corp information on this page should be used as a complementary analysis to other Marcus Corp'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 Transaction History module to view history of all your transactions and understand their impact on performance.

Complementary Tools for Marcus Stock analysis

When running Marcus Corp price analysis, check to measure Marcus Corp'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 Corp is operating at the current time. Most of Marcus Corp's value examination focuses on studying past and present price action to predict the probability of Marcus Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Marcus Corp's price. Additionally, you may evaluate how the addition of Marcus Corp to your portfolios can decrease your overall portfolio volatility.
Equity Valuation
Check real value of public entities based on technical and fundamental data
Money Managers
Screen money managers from public funds and ETFs managed around the world
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Marcus Corp 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.
A focus of Marcus Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Marcus Corp trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...