Marriot Vacations Worldwide Stock Alpha and Beta Analysis
| VAC Stock | USD 96.84 0.35 0.36% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Marriot Vacations Worldwide. It also helps investors analyze the systematic and unsystematic risks associated with investing in Marriot Vacations over a specified time horizon. Remember, high Marriot Vacations' 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. Key technical indicators related to Marriot Vacations' market risk premium analysis include:
Beta 1.71 | Alpha 0.28 | Risk 2.71 | Sharpe Ratio 0.17 | Expected Return 0.47 |
Marriot Vacations Quarterly Cash And Equivalents |
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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.
Marriot |
Marriot Vacations Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Marriot Vacations market risk premium is the additional return an investor will receive from holding Marriot Vacations 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 Marriot Vacations. 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 Marriot Vacations' performance over market.| α | 0.28 | β | 1.71 |
Marriot Vacations 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 Marriot Vacations' Buy-and-hold return. Our buy-and-hold chart shows how Marriot Vacations performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Marriot Vacations Market Price Analysis
Market price analysis indicators help investors to evaluate how Marriot Vacations stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Marriot Vacations shares will generate the highest return on investment. By understating and applying Marriot Vacations stock market price indicators, traders can identify Marriot Vacations position entry and exit signals to maximize returns.
Marriot Vacations Return and Market Media
The median price of Marriot Vacations for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 76.07 with a coefficient of variation of 10.79. The daily time series for the period is distributed with a sample standard deviation of 8.54, arithmetic mean of 79.15, and mean deviation of 6.88. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Marriot Vacations dividend paid on 19th of September 2024 | 09/19/2024 |
| Marriot Vacations dividend paid on 3rd of October 2024 | 10/03/2024 |
1 | Marriott Vacations Worldwide Corp Stock Price Up 15.89 percent on Nov 7 | 11/07/2024 |
2 | Agilysys director Melvin Keating sells 627,324 in stock | 11/12/2024 |
3 | Keturah | 11/15/2024 |
4 | Marriott International Expands Branded Residences Portfolio in Europe, Middle East Africa Region | 11/19/2024 |
5 | Eternum Labs Introduces Advanced Ultra Anti-Aging Supplement Range NAD Ultra and NMN Ultra | 11/20/2024 |
6 | Marriott signs deal to bring second EDITION Hotel to Shanghai | 11/21/2024 |
7 | Memphis, Its Time to Celebrate Join Us at the All Black Dream Achievers Celebration | 11/22/2024 |
8 | Marriott Internationals William Brown sells shares worth 485,291 | 11/25/2024 |
9 | FBI Agent Accused Of Sexually Assaulting 2 Women In Gaithersburg | 11/26/2024 |
About Marriot Vacations 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 Marriot or other stocks. Alpha measures the amount that position in Marriot Vacations 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.003203 | 0.0182 | 0.0342 | 0.0359 | Price To Sales Ratio | 1.85 | 1.18 | 0.66 | 0.86 |
Marriot Vacations Upcoming Company Events
As portrayed in its financial statements, the presentation of Marriot Vacations' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Marriot Vacations' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Marriot Vacations' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Marriot Vacations. Please utilize our Beneish M Score to check the likelihood of Marriot Vacations' management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Marriot Vacations
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
Check out Marriot Vacations Backtesting, Marriot Vacations Valuation, Marriot Vacations Correlation, Marriot Vacations Hype Analysis, Marriot Vacations Volatility, Marriot Vacations History and analyze Marriot Vacations Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Marriot Vacations 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.