Marriott International Stock Forward View - Simple Regression
| MAR Stock | USD 325.74 -1.05 -0.32% |
This reference page presents Simple Regression forecast data for Marriott International. The projected values and error metrics are presented below as reference information.
The Simple Regression forecasted value of Marriott International on the next trading day is expected to be 335.31 with a mean absolute deviation of 9.99 and the sum of the absolute errors of 619.54.In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as Marriott International historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data. This Simple Regression forecast data for Marriott International is sourced from the most recent available trading data and is intended solely as reference information. Simple Regression Price Forecast For the 28th of March
Given 90 days horizon, the Simple Regression forecasted value of Marriott International on the next trading day is expected to be 335.31 with a mean absolute deviation of 9.99 , mean absolute percentage error of 160.39 , and the sum of the absolute errors of 619.54 .Please note that although there have been many attempts to predict Marriott Stock prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Marriott International's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest Marriott International | Marriott International Price Prediction | Research Analysis |
Forecasted Value
Forecasting Marriott International for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. At the moment, the model places downside around 333.42 and upside around 337.19 for the forecasting period.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of Marriott International stock data series using in forecasting. Note that when a statistical model is used to represent Marriott International stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 125.026 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 9.9927 |
| MAPE | Mean absolute percentage error | 0.0299 |
| SAE | Sum of the absolute errors | 619.5449 |
Other Forecasting Options for Marriott International
Marriott International's daily price returns can be decomposed into trend, seasonal, and residual components. Divergence between short-term and long-term averages in Marriott often signals an upcoming reversal or acceleration.Marriott International Related Equities
These stocks are related to Marriott International within the Consumer Discretionary space and can be used for peer review, pricing, or spreading risk. Return on equity across these peers shows how well each firm turns capital into profit. Peer pricing works best when the firms compared share similar business models and end markets.
| Risk & Return | Correlation |
Marriott International Market Strength Events
Market strength indicators help investors evaluate how Marriott International stock reacts to evolving market conditions. These indicators help determine optimal entry and exit points for trading Marriott International.
| Accumulation Distribution | 16030.16 | |||
| Daily Balance Of Power | -0.20 | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 326.26 | |||
| Day Typical Price | 326.09 | |||
| Price Action Indicator | -1.04 | |||
| Period Momentum Indicator | -1.05 | |||
| Relative Strength Index | 49.09 |
Marriott International Risk Indicators
The analysis of Marriott International's basic risk indicators is one of the essential steps in accurately forecasting its future price. Understanding the risk involved in holding Marriott International's allows investors to make informed decisions about their exposure.
| Mean Deviation | 1.3 | |||
| Semi Deviation | 1.4 | |||
| Standard Deviation | 1.82 | |||
| Variance | 3.31 | |||
| Downside Variance | 2.25 | |||
| Semi Variance | 1.96 | |||
| Expected Short fall | -1.47 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Marriott International
A coverage review of Marriott International shows when the security is attracting above-average attention from contributors and market observers. The stronger process compares story flow with performance, theme classification, and the level of short-term market interest.
Contributor Headline
Latest Perspective From Macroaxis
Marriott International Short Properties
Short-interest signals around Marriott International can help investors judge whether skeptical positioning is starting to pressure price predictability and market tone. This is most valuable when investors want to know whether bearish pressure is starting to shape the market's reaction function.
| Common Stock Shares Outstanding | 269.4 M | |
| Cash And Short Term Investments | 358 M |
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