Marathon Petroleum (Brazil) Market Value
| M1PC34 Stock | 987.28 4.34 0.44% |
| Symbol | Marathon |
Marathon Petroleum '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 Marathon Petroleum'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 Marathon Petroleum.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Marathon Petroleum on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Marathon Petroleum or generate 0.0% return on investment in Marathon Petroleum over 90 days. Marathon Petroleum is related to or competes with Valero Energy, Phillips, Cosan SA, and Refinaria. More
Marathon Petroleum 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 Marathon Petroleum'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 Marathon Petroleum upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 5.0E-4 | |||
| Maximum Drawdown | 11.9 | |||
| Potential Upside | 0.4067 |
Marathon Petroleum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marathon Petroleum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marathon Petroleum's standard deviation. In reality, there are many statistical measures that can use Marathon Petroleum historical prices to predict the future Marathon Petroleum's volatility.| Risk Adjusted Performance | 0.0646 | |||
| Jensen Alpha | 0.1769 | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.47) |
Marathon Petroleum Backtested Returns
At this point, Marathon Petroleum is very steady. Marathon Petroleum has Sharpe Ratio of 0.0648, which conveys that the firm had a 0.0648 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Marathon Petroleum, which you can use to evaluate the volatility of the firm. Please verify Marathon Petroleum's Mean Deviation of 0.6427, standard deviation of 2.34, and Risk Adjusted Performance of 0.0646 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Marathon Petroleum has a performance score of 5 on a scale of 0 to 100. 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, returns on owning Marathon Petroleum are expected to decrease at a much lower rate. During the bear market, Marathon Petroleum is likely to outperform the market. Marathon Petroleum right now secures a risk of 2.42%. Please verify Marathon Petroleum total risk alpha, skewness, daily balance of power, as well as the relationship between the treynor ratio and kurtosis , to decide if Marathon Petroleum will be following its current price movements.
Auto-correlation | 0.26 |
Poor predictability
Marathon Petroleum has poor predictability. Overlapping area represents the amount of predictability between Marathon Petroleum time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Marathon Petroleum price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Marathon Petroleum price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 1616.74 |
Marathon Petroleum lagged returns against current returns
Autocorrelation, which is Marathon Petroleum 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 Marathon Petroleum's stock expected returns. We can calculate the autocorrelation of Marathon Petroleum returns to help us make a trade decision. For example, suppose you find that Marathon Petroleum 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 |
Marathon Petroleum 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 Marathon Petroleum stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marathon Petroleum stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marathon Petroleum stock over time.
Current vs Lagged Prices |
| Timeline |
Marathon Petroleum Lagged Returns
When evaluating Marathon Petroleum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marathon Petroleum stock have on its future price. Marathon Petroleum 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, Marathon Petroleum autocorrelation shows the relationship between Marathon Petroleum stock current value and its past values and can show if there is a momentum factor associated with investing in Marathon Petroleum.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Marathon Stock
Marathon Petroleum financial ratios help investors to determine whether Marathon Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Marathon with respect to the benefits of owning Marathon Petroleum security.