Marcus Millichap Stock Market Value
| MMI Stock | USD 41.91 0.01 0.02% |
| Symbol | Marcus |
Marcus Millichap Price To Book Ratio
Is Real Estate Management & Development space 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 (0.81) | Revenue Per Share 16.13 | Quarterly Revenue Growth 0.04 |
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.
| 09/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Marcus Millichap on September 30, 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 60 days. Marcus Millichap is related to or competes with FirstService Corp, Maui Land, Frp Holdings, Transcontinental, Fathom Holdings, Re Max, and Anywhere Real. 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.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.0087 | |||
| Maximum Drawdown | 7.8 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 3.98 |
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 | 0.0678 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.0099 | |||
| Treynor Ratio | 0.1136 |
Marcus Millichap Backtested Returns
Marcus Millichap is very steady at the moment. Marcus Millichap has Sharpe Ratio of 0.089, which conveys that the firm had a 0.089% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Marcus Millichap, which you can use to evaluate the volatility of the firm. Please verify Marcus Millichap's Risk Adjusted Performance of 0.0678, mean deviation of 1.28, and Downside Deviation of 1.53 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Marcus Millichap has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.15, which conveys a somewhat significant risk relative to the market. Marcus Millichap returns are very sensitive to returns on the market. As the market goes up or down, Marcus Millichap is expected to follow. Marcus Millichap right now secures a risk of 1.72%. Please verify Marcus Millichap value at risk, as well as the relationship between the skewness and day median price , to decide if Marcus Millichap will be following its current price movements.
Auto-correlation | -0.34 |
Poor reverse predictability
Marcus Millichap has poor reverse predictability. Overlapping area represents the amount of predictability between Marcus Millichap time series from 30th of September 2024 to 30th of October 2024 and 30th of October 2024 to 29th of November 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 -0.34 indicates that nearly 34.0% of current Marcus Millichap price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 1.91 |
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 |
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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 |
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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 |
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Currently Active Assets on Macroaxis
When determining whether Marcus Millichap offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Marcus Millichap's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Marcus Millichap Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Marcus Millichap Stock:Check out Marcus Millichap Correlation, Marcus Millichap Volatility and Marcus Millichap Alpha and Beta module to complement your research on Marcus Millichap. For more detail on how to invest in Marcus Stock please use our How to Invest in Marcus Millichap guide.You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
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.