Hilton Worldwide Backtesting

Hilton Worldwide Holdings Inc -- USA Stock  

USD 84.48  0.45  0.54%

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
 Time Horizon     30 Days    Login   to change
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Backtest

Hilton Worldwide 'What if' Analysis

December 19, 2017
0.00
No Change 0.00  0.0%
In 31 days
January 18, 2018
0.00
If you would invest  0.00  in Hilton Worldwide on December 19, 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 
      Timeline 

Hilton Worldwide regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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Hilton Worldwide Hol Backtested Returns

Macroaxis considers Hilton Worldwide not too risky given 1 month investment horizon. Hilton Worldwide Hol holds Efficiency (Sharpe) Ratio of 0.4544 which attests that Hilton Worldwide Hol had 0.4544% 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 utilize Hilton Worldwide Coefficient Of Variation of 202.3, Market Risk Adjusted Performance of (1.34) and Risk Adjusted Performance of 0.1996 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Hilton Worldwide holds performance score of 29. The company retains Market Volatility (i.e. Beta) of -0.334 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 vital to follow to Hilton Worldwide Hol current price history, it is good to be conservative about what you can actually do with the information regarding 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 0.416% will be sustainable into the future. Please utilizes Hilton Worldwide Maximum Drawdown as well as the relationship between Expected Short fall and Rate Of Daily Change to make a quick decision on weather Hilton Worldwide Holdings Inc current trending patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.67 

Good predictability

Hilton Worldwide Holdings Inc has good predictability. Overlapping area represents the amount of predictability between Hilton Worldwide time series from December 19, 2017 to January 3, 2018 and January 3, 2018 to January 18, 2018. 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 0.67 indicates that around 67.0% of current Hilton Worldwide price fluctuation can be explain by its past prices.
Correlation Coefficient 0.67
Spearman Rank Test 0.75
Price Variance 2.4
Lagged Price Variance 0.75

Hilton Worldwide Lagged Returns

 Regressed Prices 
      Timeline 

Hilton Worldwide Performance vs DOW

The median price of Hilton Worldwide for the period between Tue, Dec 19, 2017 and Thu, Jan 18, 2018 is 80.15 with a coefficient of variation of 2.68. The daily time series for the period is distributed with a sample standard deviation of 2.15, arithmetic mean of 80.23, and mean deviation of 1.66. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
HLT Exactly How and When Technical Analysis Works in Hilton ...01/17/2018