HYATT HOTELS-A (Germany) Market Value

1HTA Stock   111.95  1.65  1.50%   
HYATT HOTELS-A's market value is the price at which a share of HYATT HOTELS-A trades on a public exchange. It measures the collective expectations of HYATT HOTELS A investors about its performance. HYATT HOTELS-A is selling for under 111.95 as of the 18th of March 2025; that is 1.50% up since the beginning of the trading day. The stock's last reported lowest price was 111.55.
With this module, you can estimate the performance of a buy and hold strategy of HYATT HOTELS A and determine expected loss or profit from investing in HYATT HOTELS-A over a given investment horizon. Check out HYATT HOTELS-A Correlation, HYATT HOTELS-A Volatility and HYATT HOTELS-A Alpha and Beta module to complement your research on HYATT HOTELS-A.
Symbol

Please note, there is a significant difference between HYATT HOTELS-A's value and its price as these two are different measures arrived at by different means. Investors typically determine if HYATT HOTELS-A is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, HYATT HOTELS-A'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.

HYATT HOTELS-A '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-A'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-A.
0.00
12/18/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/18/2025
0.00
If you would invest  0.00  in HYATT HOTELS-A on December 18, 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-A over 90 days. HYATT HOTELS-A is related to or competes with Ebro Foods, Tencent Music, HomeToGo, Bet-at-home, AUSNUTRIA DAIRY, and SENECA FOODS-A. More

HYATT HOTELS-A 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-A'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.

HYATT HOTELS-A Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for HYATT HOTELS-A's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HYATT HOTELS-A's standard deviation. In reality, there are many statistical measures that can use HYATT HOTELS-A historical prices to predict the future HYATT HOTELS-A's volatility.
Hype
Prediction
LowEstimatedHigh
109.88111.95114.02
Details
Intrinsic
Valuation
LowRealHigh
95.3397.40123.15
Details
Naive
Forecast
LowNextHigh
109.67111.74113.81
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
111.25114.90118.54
Details

HYATT HOTELS A Backtested Returns

HYATT HOTELS A retains Efficiency (Sharpe Ratio) of -0.22, which attests that the entity had a -0.22 % return per unit of risk over the last 3 months. HYATT HOTELS-A exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out HYATT HOTELS-A's Coefficient Of Variation of (425.68), market risk adjusted performance of 2.81, and Variance of 4.07 to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning HYATT HOTELS-A are expected to decrease at a much lower rate. During the bear market, HYATT HOTELS-A is likely to outperform the market. At this point, HYATT HOTELS A has a negative expected return of -0.47%. Please make sure to check out HYATT HOTELS-A's coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if HYATT HOTELS A performance from the past will be repeated at future time.

Auto-correlation

    
  -0.16  

Insignificant reverse predictability

HYATT HOTELS A has insignificant reverse predictability. Overlapping area represents the amount of predictability between HYATT HOTELS-A time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th of March 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 HYATT HOTELS A price movement. The serial correlation of -0.16 indicates that over 16.0% of current HYATT HOTELS-A price fluctuation can be explain by its past prices.
Correlation Coefficient-0.16
Spearman Rank Test-0.26
Residual Average0.0
Price Variance162.32

HYATT HOTELS A lagged returns against current returns

Autocorrelation, which is HYATT HOTELS-A 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-A's stock expected returns. We can calculate the autocorrelation of HYATT HOTELS-A returns to help us make a trade decision. For example, suppose you find that HYATT HOTELS-A 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-A 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-A stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HYATT HOTELS-A 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-A stock over time.
   Current vs Lagged Prices   
       Timeline  

HYATT HOTELS-A Lagged Returns

When evaluating HYATT HOTELS-A's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HYATT HOTELS-A stock have on its future price. HYATT HOTELS-A 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-A autocorrelation shows the relationship between HYATT HOTELS-A 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   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Investing Ideas  

Additional Tools for HYATT Stock Analysis

When running HYATT HOTELS-A's price analysis, check to measure HYATT HOTELS-A'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-A is operating at the current time. Most of HYATT HOTELS-A's value examination focuses on studying past and present price action to predict the probability of HYATT HOTELS-A'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-A's price. Additionally, you may evaluate how the addition of HYATT HOTELS-A to your portfolios can decrease your overall portfolio volatility.