HOST HOTELS RESORTS Market Value
| 44107TAV8 | 98.10 1.17 1.18% |
| Symbol | 44107TAV8 |
44107TAV8 '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 44107TAV8's bond 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 44107TAV8.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in 44107TAV8 on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding HOST HOTELS RESORTS or generate 0.0% return on investment in 44107TAV8 over 540 days. 44107TAV8 is related to or competes with 00108WAF7, 90331HPL1, Bank of America, GE Aerospace, Dupont De, International Business, and McDonalds. More
44107TAV8 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 44107TAV8's bond 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 HOST HOTELS RESORTS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.35) | |||
| Maximum Drawdown | 3.09 | |||
| Value At Risk | (0.38) | |||
| Potential Upside | 0.3121 |
44107TAV8 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 44107TAV8's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 44107TAV8's standard deviation. In reality, there are many statistical measures that can use 44107TAV8 historical prices to predict the future 44107TAV8's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.4171 |
HOST HOTELS RESORTS Backtested Returns
HOST HOTELS RESORTS secures Sharpe Ratio (or Efficiency) of -0.0807, which signifies that the bond had a -0.0807% return per unit of risk over the last 3 months. HOST HOTELS RESORTS exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 44107TAV8's Coefficient Of Variation of (3,814), variance of 0.1547, and Mean Deviation of 0.2046 to double-check the risk estimate we provide. The bond shows a Beta (market volatility) of -0.0487, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning 44107TAV8 are expected to decrease at a much lower rate. During the bear market, 44107TAV8 is likely to outperform the market.
Auto-correlation | 0.16 |
Very weak predictability
HOST HOTELS RESORTS has very weak predictability. Overlapping area represents the amount of predictability between 44107TAV8 time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 HOST HOTELS RESORTS price movement. The serial correlation of 0.16 indicates that over 16.0% of current 44107TAV8 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
HOST HOTELS RESORTS lagged returns against current returns
Autocorrelation, which is 44107TAV8 bond'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 44107TAV8's bond expected returns. We can calculate the autocorrelation of 44107TAV8 returns to help us make a trade decision. For example, suppose you find that 44107TAV8 has exhibited high autocorrelation historically, and you observe that the bond 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 |
44107TAV8 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 44107TAV8 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 44107TAV8 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 44107TAV8 bond over time.
Current vs Lagged Prices |
| Timeline |
44107TAV8 Lagged Returns
When evaluating 44107TAV8's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 44107TAV8 bond have on its future price. 44107TAV8 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, 44107TAV8 autocorrelation shows the relationship between 44107TAV8 bond current value and its past values and can show if there is a momentum factor associated with investing in HOST HOTELS RESORTS.
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 44107TAV8 Bond
44107TAV8 financial ratios help investors to determine whether 44107TAV8 Bond 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 44107TAV8 with respect to the benefits of owning 44107TAV8 security.