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FNMFO FNMFO 096770 KDDIF Real Estate Money Funds Cleaning 
Benchmark SP 500  1,644   6.01  Index Moved Down -0.36% ...


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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
US
This theme covers hotels, inns, motels, and other companies providing lodging and hospitality services in USA. To change this theme or its current investment horizon please use the panel above and then hit the 'Optimize This Theme' button to continue

Risk and return landscape for Hotels

    
Saving AccountMarketTheme EquitiesHypothetical Portfolio
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Assets rated by market efficiency

Efficiency (Sharpe Ratio)Risk (Volatility)Expected ReturnCurrent PriceAdvice *
Starwood Hotels Resorts Worldwide IncPrice Moved Up 0.42%   Price Moved Very Down 1.10%   Price Moved Up 0.47%    68.40   
Ctrip International LtdPrice Moved Up 0.32%   Price Moved Totally Down 5.54%   Price Moved Up 1.76%    31.57   
Home Inns Hotels Management IncPrice Moved Up 0.26%   Price Moved Very Down 2.22%   Price Moved Up 0.58%    28.44   
OrientExpress Hotels LtdPrice Moved Up 0.22%   Price Moved Very Down 2.99%   Price Moved Up 0.68%    11.30   
Castle Group IncPrice Moved Up 0.20%   Price Moved Totally Down 9.00%   Price Moved Up 1.81%    0.30   
Northampton Group IncPrice Moved Up 0.14%   Price Moved Very Down 2.13%   Price Moved Up 0.30%    0.83   
Marriott International IncPrice Moved Up 0.11%   Price Moved Very Down 1.14%   Price Moved Up 0.13%    42.80   
7 Days Group Holdings LimitedPrice Moved Up 0.11%   Price Moved Down 0.31%   Price Moved Up 0.04%    13.66   
Red Lion Hotels CorporationPrice Moved Up 0.07%   Price Moved Very Down 1.77%   Price Moved Up 0.14%    6.40   
Intercontinental Hotels Group plcPrice Moved Up 0.02%   Price Moved Very Down 1.14%   Price Moved Up 0.03%    28.91   
Wyndham Worldwide CorporationPrice Moved Down 0.06%   Price Moved Very Down 1.27%   Price Moved Down 0.06%    60.50   
Expedia IncPrice Moved Down 0.13%   Price Moved Totally Down 3.06%   Price Moved Down 0.39%    58.24   
Choice Hotels International IncPrice Moved Down 0.20%   Price Moved Very Down 2.41%   Price Moved Down 0.46%    40.90   
* Advice is based on 30 days investment horizon and default level of risk. Use Portfolio Analizer to fine-tune all your assumptions. Check your current assumptions here

Total return distribution analysis

Predicted Return Density
 
Returns   
Market   Portfolio   
α
  Alpha (Return Over Market)(0.03) 
β
  Beta (Market Sensitivity) 1.09  
s
  Efficiency (Sharpe Ratio) 0.17  
σ
  Risk (Volatility) 1.09  
μ
  Expected Return 0.19  

Technical analysis of total daily returns

Risk Adjusted Performance0.1677
Market Risk Adjusted Performance0.3561
Mean Deviation0.9752
Semi-Deviation0.8241
Downside Deviation1.23
Coefficient Of Variation355.03
Standard Deviation1.37
Variance1.89
Information Ratio0.1335
Jensen Alpha0.1661
Total Risk Alpha(0.09)
Sortino Ratio0.1495
Treynor Ratio0.3461
Maximum Drawdown4.07
Value At Risk(0.86)

Hotels Correlation Analysis


      Click cells to compare fundamentals

Correlation Matchups

High positive correlations

 HOTMAR  
 EXPEWYN  
 IHGHOT  
 IHGWYN  
 HOTWYN  
 SVNHMIN  
 EXPEOEH  
 EXPEHOT  
   

Insignificant Correlation

 IHGCHH  
 NHGCHH  
 HMINRLH  
 CTRPWYN  
 IHGCHH  
 CTRPRLH  
 EXPENHG  
 SVNIHG  
   

High negative correlations

 NHGHMIN  
 NHGRLH  
 IHGNHG  
 NHGMAR  
 SVNCHH  
 SVNNHG  
 CHHRLH  
 SVNCTRP  

Weakest Diversification

   

Strongest Diversification

   

Weakest Diversification

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