Hilton Worldwide Backtesting

Hilton Worldwide Holdings Inc -- USA Stock  

USD 81.89  0.38  0.47%

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

Hilton Worldwide 'What if' Analysis

February 16, 2018
No Change 0.00  0.0%
In 31 days
March 18, 2018
If you would invest  0.00  in Hilton Worldwide on February 16, 2018 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., a hospitality company, owns, leases, manages, develops, and franchises hotels and resort...

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

Macroaxis considers Hilton Worldwide to be not too risky. Hilton Worldwide Hol holds Efficiency (Sharpe) Ratio of -0.0784 which attests that Hilton Worldwide Hol had -0.0784% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Hilton Worldwide Hol exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Hilton Worldwide Market Risk Adjusted Performance of 1.48 and Risk Adjusted Performance of 0.20 to validate risk estimate we provide. Macroaxis gives Hilton Worldwide performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.1663 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.. Even though it is essential to pay attention to Hilton Worldwide Hol current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Hilton Worldwide Hol exposes twenty-one different technical indicators which can help you to evaluate its performance. Hilton Worldwide Hol has expected return of -0.0991%. Please be advised to check out Hilton Worldwide Coefficient Of Variation, Treynor Ratio as well as the relationship between Treynor Ratio and Semi Variance to decide if Hilton Worldwide Hol past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.73) 

Almost perfect reverse predictability

Hilton Worldwide Holdings Inc has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Hilton Worldwide time series from February 16, 2018 to March 3, 2018 and March 3, 2018 to March 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 -0.73 indicates that around 73.0% of current Hilton Worldwide price fluctuation can be explain by its past prices. Given that Hilton Worldwide Holdings Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Hilton Worldwide for similar time interval.
Correlation Coefficient -0.73
Spearman Rank Test -0.93
Price Variance 1.63
Lagged Price Variance 4.02

Hilton Worldwide Lagged Returns

 Regressed Prices 

Hilton Worldwide Performance vs DOW

The median price of Hilton Worldwide for the period between Fri, Feb 16, 2018 and Sun, Mar 18, 2018 is 81.47 with a coefficient of variation of 2.68. The daily time series for the period is distributed with a sample standard deviation of 2.18, arithmetic mean of 81.58, and mean deviation of 1.77. The Stock received some media coverage during the period.
March 1, 2018Hilton Worldwide Dividend Paid
 Price Growth (%)  
Hilton Worldwide Holdings Inc. price movement is trend is up...03/16/2018