Markel Stock Market Value
| MKL Stock | USD 1,457 20.56 1.43% |
| Symbol | Markel |
Markel Price To Book Ratio
Is Markel's industry 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 Markel. If investors know Markel 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 Markel 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 0.148 | Earnings Share 146.98 | Revenue Per Share 1.2 K | Quarterly Revenue Growth 0.103 | Return On Assets 0.0349 |
The market value of Markel is measured differently than its book value, which is the value of Markel that is recorded on the company's balance sheet. Investors also form their own opinion of Markel's value that differs from its market value or its book value, called intrinsic value, which is Markel'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 Markel's market value can be influenced by many factors that don't directly affect Markel'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 Markel's value and its price as these two are different measures arrived at by different means. Investors typically determine if Markel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Markel'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.
Markel '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 Markel'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 Markel.
| 05/01/2022 |
| 04/20/2024 |
If you would invest 0.00 in Markel on May 1, 2022 and sell it all today you would earn a total of 0.00 from holding Markel or generate 0.0% return on investment in Markel over 720 days. Markel is related to or competes with Allstate, Chubb, Travelers Companies, W R, United Fire, Skyward Specialty, and RLI Corp. Markel Corporation, a diverse financial holding company, markets and underwrites specialty insurance products in the Uni... More
Markel 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 Markel'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 Markel upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.59 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.98 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 1.94 |
Markel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Markel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Markel's standard deviation. In reality, there are many statistical measures that can use Markel historical prices to predict the future Markel's volatility.| Risk Adjusted Performance | 0.0264 | |||
| Jensen Alpha | 0.0145 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1257 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Markel's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Markel Backtested Returns
We consider Markel very steady. Markel has Sharpe Ratio of 0.0028, which conveys that the firm had a 0.0028% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Markel, which you can use to evaluate the volatility of the firm. Please verify Markel's Risk Adjusted Performance of 0.0264, mean deviation of 0.8739, and Downside Deviation of 1.59 to check out if the risk estimate we provide is consistent with the expected return of 0.0039%. The company secures a Beta (Market Risk) of 0.29, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Markel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Markel is expected to be smaller as well. Markel right now secures a risk of 1.36%. Please verify Markel value at risk, as well as the relationship between the skewness and day median price , to decide if Markel will be following its current price movements.
Auto-correlation | -0.47 |
Modest reverse predictability
Markel has modest reverse predictability. Overlapping area represents the amount of predictability between Markel time series from 1st of May 2022 to 26th of April 2023 and 26th of April 2023 to 20th of April 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 Markel price movement. The serial correlation of -0.47 indicates that about 47.0% of current Markel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 3692.6 |
Markel lagged returns against current returns
Autocorrelation, which is Markel 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 Markel's stock expected returns. We can calculate the autocorrelation of Markel returns to help us make a trade decision. For example, suppose you find that Markel 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 |
| Timeline |
Markel 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 Markel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Markel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Markel stock over time.
Current vs Lagged Prices |
| Timeline |
Markel Lagged Returns
When evaluating Markel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Markel stock have on its future price. Markel 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, Markel autocorrelation shows the relationship between Markel stock current value and its past values and can show if there is a momentum factor associated with investing in Markel.
Regressed Prices |
| Timeline |
Markel Investors Sentiment
The influence of Markel's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Markel. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Markel's public news can be used to forecast risks associated with an investment in Markel. The trend in average sentiment can be used to explain how an investor holding Markel can time the market purely based on public headlines and social activities around Markel. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Markel's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Markel's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Markel's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Markel.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Markel in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Markel's short interest history, or implied volatility extrapolated from Markel options trading.
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Try AI Portfolio ArchitectCheck out Markel Correlation, Markel Volatility and Markel Alpha and Beta module to complement your research on Markel. For more information on how to buy Markel Stock please use our How to buy in Markel Stock guide.You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Complementary Tools for Markel Stock analysis
When running Markel's price analysis, check to measure Markel'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 Markel is operating at the current time. Most of Markel's value examination focuses on studying past and present price action to predict the probability of Markel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Markel's price. Additionally, you may evaluate how the addition of Markel to your portfolios can decrease your overall portfolio volatility.
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Markel 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.