Hilton Worldwide Backtesting

Hilton Worldwide Holdings Inc -- USA Stock  

USD 70.51  0.53  0.75%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Hilton Worldwide Holdings Inc and determine expected loss or profit from investing in Hilton Worldwide over given investment horizon. Please also check Hilton Worldwide Hype Analysis, Hilton Worldwide Correlation, Hilton Worldwide Valuation, Hilton Worldwide Volatility as well as analyze Hilton Worldwide Alpha and Beta and Hilton Worldwide Performance
Investment Horizon     30 Days    Login   to change

Hilton Worldwide 'What if' Analysis

September 23, 2017
No Change 0.00  0.0%
In 31 days
October 23, 2017
If you would invest  0.00  in Hilton Worldwide on September 23, 2017 and sell it all today you would earn a total of 0.00 from holding Hilton Worldwide Holdings Inc or generate 0.0% return on investment in Hilton Worldwide over 30 days. Hilton Worldwide is related to or competes with Hyatt Hotels, Expedia, Wynn Resorts, Carnival, Host Hotels. Hilton Worldwide Holdings Inc operates through three segments Ownership Management and Franchise and Timeshare

Hilton Worldwide Upside/Downside Indicators


Hilton Worldwide Market Premium Indicators

Hilton Worldwide Hol lagged returns against current returns

 Current and Lagged Values 

Hilton Worldwide regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Hilton Worldwide Hol Backtested Returns

We consider Hilton Worldwide not too risky. Hilton Worldwide Hol holds Efficiency (Sharpe) Ratio of 0.2509 which attests that Hilton Worldwide Hol had 0.2509% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Hilton Worldwide Hol which you can use to evaluate future volatility of the corporation. Please check out Hilton Worldwide Coefficient Of Variation of 209.96, Market Risk Adjusted Performance of (0.27) and Risk Adjusted Performance of 0.1339 to validate if risk estimate we provide are consistent with the epected return of 0.1244%. Hilton Worldwide has performance score of 16 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.8417 which attests that as returns on market increase, returns on owning Hilton Worldwide are expected to decrease at a much smaller rate. During bear market, Hilton Worldwide is likely to outperform the market.. Although it is extremely important to respect Hilton Worldwide Hol current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Hilton Worldwide Hol technical indicators you can presently evaluate if the expected return of 0.1244% will be sustainable into the future. Hilton Worldwide Hol right now retains a risk of 0.4958%. Please check out Hilton Worldwide Maximum Drawdown as well as the relationship between Expected Short fall and Rate Of Daily Change to decide if Hilton Worldwide will be following its current trending patternss.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.17 

Very weak predictability

Hilton Worldwide Holdings Inc has very weak predictability. Overlapping area represents the amount of predictability between Hilton Worldwide time series from September 23, 2017 to October 8, 2017 and October 8, 2017 to October 23, 2017. 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 Hol price movement. The serial correlation of 0.17 indicates that over 17.0% of current Hilton Worldwide price fluctuation can be explain by its past prices.
Correlation Coefficient 0.17
Spearman Rank Test 0.26
Price Variance 0.28
Lagged Price Variance 0.09

Hilton Worldwide Lagged Returns

 Regressed Prices 

Hilton Worldwide Performance vs DOW

The median price of Hilton Worldwide for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 69.5 with a coefficient of variation of 1.53. The daily time series for the period is distributed with a sample standard deviation of 1.06, arithmetic mean of 69.75, and mean deviation of 0.86. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)