HYATT HOTELS (Germany) Market Value
| 1HTA Stock | 150.45 5.00 3.22% |
| 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'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 HYATT HOTELS.
| 09/12/2024 |
| 12/11/2024 |
If you would invest 0.00 in HYATT HOTELS on September 12, 2024 and sell it all today you would earn a total of 0.00 from holding HYATT HOTELS A or generate 0.0% return on investment in HYATT HOTELS over 90 days. HYATT HOTELS is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. 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'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 HYATT HOTELS A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.36 | |||
| Information Ratio | 0.0453 | |||
| Maximum Drawdown | 10.4 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 2.87 |
HYATT HOTELS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HYATT HOTELS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HYATT HOTELS's standard deviation. In reality, there are many statistical measures that can use HYATT HOTELS historical prices to predict the future HYATT HOTELS's volatility.| Risk Adjusted Performance | 0.084 | |||
| Jensen Alpha | 0.092 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0385 | |||
| Treynor Ratio | 0.2074 |
HYATT HOTELS A Backtested Returns
HYATT HOTELS appears to be very steady, given 3 months investment horizon. HYATT HOTELS A retains Efficiency (Sharpe Ratio) of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for HYATT HOTELS, which you can use to evaluate the volatility of the firm. Please utilize HYATT HOTELS's Market Risk Adjusted Performance of 0.2174, coefficient of variation of 931.02, and Semi Deviation of 2.02 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, HYATT HOTELS holds a performance score of 9. The company owns a Beta (Systematic Risk) of 0.99, which attests to possible diversification benefits within a given portfolio. HYATT HOTELS returns are very sensitive to returns on the market. As the market goes up or down, HYATT HOTELS is expected to follow. Please check HYATT HOTELS's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether HYATT HOTELS's current price history will revert.
Auto-correlation | 0.40 |
Average predictability
HYATT HOTELS A has average predictability. Overlapping area represents the amount of predictability between HYATT HOTELS time series from 12th of September 2024 to 27th of October 2024 and 27th of October 2024 to 11th of December 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 A price movement. The serial correlation of 0.4 indicates that just about 40.0% of current HYATT HOTELS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 37.41 |
HYATT HOTELS A 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's 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 |
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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 |
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HYATT HOTELS Lagged Returns
When evaluating HYATT HOTELS's 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 A.
Regressed Prices |
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Additional Tools for HYATT Stock Analysis
When running HYATT HOTELS's price analysis, check to measure HYATT HOTELS'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 HYATT HOTELS is operating at the current time. Most of HYATT HOTELS's value examination focuses on studying past and present price action to predict the probability of HYATT HOTELS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HYATT HOTELS's price. Additionally, you may evaluate how the addition of HYATT HOTELS to your portfolios can decrease your overall portfolio volatility.