This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marcus. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marcus over a specified time horizon. Remember, high Marcus' 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.
Please note that although Marcus 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., NYSE Composite index.) So in this particular case, Marcus did 0.1 better 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 stock's relative risk over its benchmark. Marcus has a beta of 0.44 . As returns on the market increase, Marcus returns are expected to increase less than the market. However, during the bear market, the loss on holding Marcus will be expected to be smaller as well. Marcus Book Value per Share is comparatively stable at the moment as compared to the past year. Marcus reported Book Value per Share of 16.05 in 2022. Price to Book Value is likely to gain to 1.07 in 2023, whereas Enterprise Value over EBITDA is likely to drop (9.63) in 2023.
Marcus Quarterly Book Value per Share
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.
Check out Marcus Backtesting, Marcus Valuation, Marcus Correlation, Marcus Hype Analysis, Marcus Volatility, Marcus History and analyze Marcus Performance. For more information on how to buy Marcus Stock please use our How to Invest in Marcus guide.
Marcus Market PremiumsInvestors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marcus market risk premium is the additional return an investor will receive from holding Marcus 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. 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' performance over market.
Marcus expected buy-and-hold returnsAlthough buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Marcus' Buy-and-hold return. Our buy-and-hold chart shows how Marcus performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.
Marcus Market Price Analysis
Market price analysis indicators help investors to evaluate how Marcus 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 shares will generate the highest return on investment. By understating and applying Marcus stock market price indicators, traders can identify Marcus position entry and exit signals to maximize returns.
Marcus Return and Market MediaThe median price of Marcus for the period between Tue, Jul 4, 2023 and Mon, Oct 2, 2023 is 15.2 with a coefficient of variation of 3.42. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 15.31, and mean deviation of 0.43. The Stock received substential amount of media coverage during this period.
About Marcus Beta and Alpha
Marcus Upcoming Company Events
As portrayed in its financial statements, the presentation of Marcus' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Marcus' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Marcus' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Marcus. Please utilize our Beneish M Score to check the likelihood of Marcus' management manipulating its earnings.
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Check out Marcus Backtesting, Marcus Valuation, Marcus Correlation, Marcus Hype Analysis, Marcus Volatility, Marcus History and analyze Marcus Performance. For more information on how to buy Marcus Stock please use our How to Invest in Marcus guide. Note that the Marcus information on this page should be used as a complementary analysis to other Marcus' 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 Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Complementary Tools for Marcus Stock analysis
When running Marcus' price analysis, check to measure Marcus' 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 is operating at the current time. Most of Marcus' value examination focuses on studying past and present price action to predict the probability of Marcus' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marcus' price. Additionally, you may evaluate how the addition of Marcus to your portfolios can decrease your overall portfolio volatility.
Marcus 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.