Hilton Worldwide (Germany) Market Value
| HI91 Stock | EUR 207.80 2.10 1.02% |
| Symbol | Hilton |
Hilton Worldwide '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 Hilton Worldwide'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 Hilton Worldwide.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Hilton Worldwide on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Hilton Worldwide Holdings or generate 0.0% return on investment in Hilton Worldwide over 90 days. Hilton Worldwide is related to or competes with Virtu Financial, Nordic Semiconductor, ON SEMICONDUCTOR, TOREX SEMICONDUCTOR, MagnaChip Semiconductor, and Cembra Money. Hilton Worldwide Holdings Inc., a hospitality company, owns, leases, manages, develops, and franchises hotels and resort... More
Hilton Worldwide 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 Hilton Worldwide'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 Hilton Worldwide Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 12.36 | |||
| Value At Risk | (2.64) | |||
| Potential Upside | 1.93 |
Hilton Worldwide Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hilton Worldwide's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hilton Worldwide's standard deviation. In reality, there are many statistical measures that can use Hilton Worldwide historical prices to predict the future Hilton Worldwide's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | 0.0808 | |||
| Treynor Ratio | (0.90) |
Hilton Worldwide Holdings Backtested Returns
Hilton Worldwide Holdings holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13 % return per unit of risk over the last 3 months. Hilton Worldwide Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Hilton Worldwide's Risk Adjusted Performance of (0.09), standard deviation of 1.65, and Market Risk Adjusted Performance of (0.89) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hilton Worldwide's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hilton Worldwide is expected to be smaller as well. At this point, Hilton Worldwide Holdings has a negative expected return of -0.22%. Please make sure to check out Hilton Worldwide's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Hilton Worldwide Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.26 |
Weak reverse predictability
Hilton Worldwide Holdings has weak reverse predictability. Overlapping area represents the amount of predictability between Hilton Worldwide time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Hilton Worldwide Holdings price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Hilton Worldwide price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 54.2 |
Hilton Worldwide Holdings lagged returns against current returns
Autocorrelation, which is Hilton Worldwide 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 Hilton Worldwide's stock expected returns. We can calculate the autocorrelation of Hilton Worldwide returns to help us make a trade decision. For example, suppose you find that Hilton Worldwide 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 |
Hilton Worldwide 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 Hilton Worldwide stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hilton Worldwide stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hilton Worldwide stock over time.
Current vs Lagged Prices |
| Timeline |
Hilton Worldwide Lagged Returns
When evaluating Hilton Worldwide's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hilton Worldwide stock have on its future price. Hilton Worldwide 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, Hilton Worldwide autocorrelation shows the relationship between Hilton Worldwide stock current value and its past values and can show if there is a momentum factor associated with investing in Hilton Worldwide Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Hilton Stock
When determining whether Hilton Worldwide Holdings is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Hilton Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Hilton Worldwide Holdings Stock. Highlighted below are key reports to facilitate an investment decision about Hilton Worldwide Holdings Stock:Check out Hilton Worldwide Correlation, Hilton Worldwide Volatility and Hilton Worldwide Alpha and Beta module to complement your research on Hilton Worldwide. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Hilton Worldwide 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.