Hilton Worldwide Backtesting

HLT -- USA Stock  

USD 82.96  1.00  1.22%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Hilton Worldwide Holdings 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

June 21, 2018
No Change 0.00  0.0%
In 31 days
July 21, 2018
If you would invest  0.00  in Hilton Worldwide on June 21, 2018 and sell it all today you would earn a total of 0.00 from holding Hilton Worldwide Holdings or generate 0.0% return on investment in Hilton Worldwide over 30 days. Hilton Worldwide is related to or competes with Hyatt Hotels, Belmond Ltd, Choice Hotels, GreenTree Hospitality, InterContinental, and MARRIOT INT. Hilton Worldwide Holdings Inc., a hospitality company, owns, leases, manages, develops, and franchises hotels and resort...

Hilton Worldwide Upside/Downside Indicators

Downside Deviation0.9854
Information Ratio0.13
Maximum Drawdown3.32
Value At Risk1.21
Potential Upside1.24

Hilton Worldwide Market Premium Indicators

Risk Adjusted Performance0.005
Jensen Alpha0.026034
Total Risk Alpha0.21
Sortino Ratio0.13
Treynor Ratio0.06

Hilton Worldwide Hol Backtested Returns

We consider Hilton Worldwide not too risky. Hilton Worldwide Hol holds Efficiency (Sharpe) Ratio of 0.0617 which attests that Hilton Worldwide Hol had 0.0617% 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-one technical indicators for Hilton Worldwide Hol which you can use to evaluate future volatility of the corporation. Please check out Hilton Worldwide Downside Deviation of 0.9854, Market Risk Adjusted Performance of 0.046875 and Risk Adjusted Performance of 0.005 to validate if risk estimate we provide are consistent with the epected return of 0.0593%. Hilton Worldwide has performance score of 4 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.1447 which attests that as returns on market increase, Hilton Worldwide returns are expected to increase less than the market. However during bear market, the loss on holding Hilton Worldwide will be expected to be smaller as well.. 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 0.0593% will be sustainable into the future. Hilton Worldwide Hol right now retains a risk of 0.9612%. Please 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 will be following its current trending patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.09 

Virtually no predictability

Hilton Worldwide Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Hilton Worldwide time series from June 21, 2018 to July 6, 2018 and July 6, 2018 to July 21, 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 0.09 indicates that less than 9.0% of current Hilton Worldwide price fluctuation can be explain by its past prices.
Correlation Coefficient 0.09
Spearman Rank Test -0.03
Price Variance 0.61
Lagged Price Variance 0.79

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 Lagged Returns

 Regressed Prices 

Current Sentiment - HLT

Hilton Worldwide Hol Investor Sentiment
Greater number of Macroaxis users are currently bullish on Hilton Worldwide Holdings. What is your judgment towards investing in Hilton Worldwide Holdings? Are you bullish or bearish?
98% Bullish
2% Bearish

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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. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.