Hyatt Hotels (Germany) Market Value
| 1HTA Stock | EUR 147.25 0.20 0.14% |
| Symbol | Hyatt |
Hyatt Hotels '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 Hyatt Hotels' 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 Hyatt Hotels.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Hyatt Hotels on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Hyatt Hotels or generate 0.0% return on investment in Hyatt Hotels over 30 days. Hyatt Hotels is related to or competes with Cleanaway Waste, ULTRA CLEAN, Singapore Telecommunicatio, Iridium Communications, Hyrican Informationssyst, DATANG INTL, and Ultra Clean. Hyatt Hotels Corporation, a hospitality company, develops, owns, operates, manages, franchises, licenses, or provides se... More
Hyatt Hotels 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 Hyatt Hotels' 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 Hyatt Hotels upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.0107 | |||
| Maximum Drawdown | 8.21 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 2.73 |
Hyatt Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hyatt Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hyatt Hotels' standard deviation. In reality, there are many statistical measures that can use Hyatt Hotels historical prices to predict the future Hyatt Hotels' volatility.| Risk Adjusted Performance | 0.0732 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0107 | |||
| Treynor Ratio | 0.1126 |
Hyatt Hotels Backtested Returns
At this point, Hyatt Hotels is very steady. Hyatt Hotels holds Efficiency (Sharpe) Ratio of 0.0726, which attests that the entity had a 0.0726% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Hyatt Hotels, which you can use to evaluate the volatility of the firm. Please check out Hyatt Hotels' risk adjusted performance of 0.0732, and Market Risk Adjusted Performance of 0.1226 to validate if the risk estimate we provide is consistent with the expected return of 0.13%. Hyatt Hotels has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.3, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hyatt Hotels will likely underperform. Hyatt Hotels right now retains a risk of 1.77%. Please check out Hyatt Hotels market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Hyatt Hotels will be following its current trending patterns.
Auto-correlation | 0.73 |
Good predictability
Hyatt Hotels has good predictability. Overlapping area represents the amount of predictability between Hyatt Hotels time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Hyatt Hotels price movement. The serial correlation of 0.73 indicates that around 73.0% of current Hyatt Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 3.21 |
Hyatt Hotels lagged returns against current returns
Autocorrelation, which is Hyatt Hotels 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 Hyatt Hotels' stock expected returns. We can calculate the autocorrelation of Hyatt Hotels returns to help us make a trade decision. For example, suppose you find that Hyatt Hotels 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 |
Hyatt Hotels 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 Hyatt Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hyatt Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hyatt Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Hyatt Hotels Lagged Returns
When evaluating Hyatt Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hyatt Hotels stock have on its future price. Hyatt Hotels 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, Hyatt Hotels autocorrelation shows the relationship between Hyatt Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Hyatt Hotels.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Hyatt Stock
When determining whether Hyatt Hotels offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Hyatt Hotels' 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 Hyatt Hotels Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Hyatt Hotels Stock:Check out Hyatt Hotels Correlation, Hyatt Hotels Volatility and Hyatt Hotels Alpha and Beta module to complement your research on Hyatt Hotels. For more detail on how to invest in Hyatt Stock please use our How to Invest in Hyatt Hotels guide.You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Hyatt Hotels 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.