Hilton Grand Vacations Stock Alpha and Beta Analysis

HGV Stock  USD 42.39  0.65  1.56%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hilton Grand Vacations. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hilton Grand over a specified time horizon. Remember, high Hilton Grand's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Hilton Grand's market risk premium analysis include:
Beta
1.5
Alpha
(0.03)
Risk
2.21
Sharpe Ratio
0.09
Expected Return
0.2
Please note that although Hilton Grand alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Hilton Grand did 0.03  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Hilton Grand Vacations stock's relative risk over its benchmark. Hilton Grand Vacations has a beta of 1.50  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hilton Grand will likely underperform. Book Value Per Share is likely to climb to 19.87 in 2024, despite the fact that Tangible Book Value Per Share is likely to grow to (3.92).

Hilton Grand Quarterly Cash And Equivalents

227 Million

Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Hilton Grand Backtesting, Hilton Grand Valuation, Hilton Grand Correlation, Hilton Grand Hype Analysis, Hilton Grand Volatility, Hilton Grand History and analyze Hilton Grand Performance.

Hilton Grand Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hilton Grand market risk premium is the additional return an investor will receive from holding Hilton Grand long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Hilton Grand. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Hilton Grand's performance over market.
α-0.03   β1.50

Hilton Grand expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Hilton Grand's Buy-and-hold return. Our buy-and-hold chart shows how Hilton Grand performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Hilton Grand Market Price Analysis

Market price analysis indicators help investors to evaluate how Hilton Grand stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Hilton Grand shares will generate the highest return on investment. By understating and applying Hilton Grand stock market price indicators, traders can identify Hilton Grand position entry and exit signals to maximize returns.

Hilton Grand Return and Market Media

The median price of Hilton Grand for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 37.67 with a coefficient of variation of 6.31. The daily time series for the period is distributed with a sample standard deviation of 2.41, arithmetic mean of 38.24, and mean deviation of 1.89. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Hilton Grand Vacations Completes 500 Million Term Securitization
11/07/2024
2
Target Hospitality Q3 Earnings Revenues Beat Estimates, Fall YY
11/13/2024
3
Convention center, Nationwide Arena and the Hilton to receive 27.5M in capital improvements in 2025
11/20/2024
4
Hilton Worldwide Up 7.1 percent Since Last Earnings Report Can It Continue
11/22/2024
5
This years Anthropological Film Festival unveils more glimpses of the world about us
11/25/2024
6
Construction begins on 9.5 million, four-story Hilton hotel near Tri-Cities Airport
11/26/2024

About Hilton Grand Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Hilton or other stocks. Alpha measures the amount that position in Hilton Grand Vacations has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2023 2024 (projected)
Dividend Yield7.03E-46.26E-4
Price To Sales Ratio1.132.02

Hilton Grand Upcoming Company Events

As portrayed in its financial statements, the presentation of Hilton Grand's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hilton Grand's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hilton Grand's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hilton Grand. Please utilize our Beneish M Score to check the likelihood of Hilton Grand's management manipulating its earnings.
6th of March 2024
Upcoming Quarterly Report
View
25th of April 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
6th of March 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
View
31st of December 2022
Last Financial Announcement
View

Build Portfolio with Hilton Grand

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Hilton Stock Analysis

When running Hilton Grand's price analysis, check to measure Hilton Grand'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 Hilton Grand is operating at the current time. Most of Hilton Grand's value examination focuses on studying past and present price action to predict the probability of Hilton Grand's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hilton Grand's price. Additionally, you may evaluate how the addition of Hilton Grand to your portfolios can decrease your overall portfolio volatility.