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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 0.37%   Price Moved Very Down 1.11%   Price Moved Up 0.41%    67.81   
Home Inns Hotels Management IncPrice Moved Up 0.33%   Price Moved Very Down 2.09%   Price Moved Up 0.70%    29.54   
Ctrip International LtdPrice Moved Up 0.33%   Price Moved Totally Down 5.55%   Price Moved Up 1.85%    31.24   
OrientExpress Hotels LtdPrice Moved Up 0.25%   Price Moved Very Down 2.99%   Price Moved Up 0.75%    11.48   
Castle Group IncPrice Moved Up 0.20%   Price Moved Totally Down 9.00%   Price Moved Up 1.81%    0.30   
Red Lion Hotels CorporationPrice Moved Up 0.13%   Price Moved Very Down 1.72%   Price Moved Up 0.24%    6.62   
7 Days Group Holdings LimitedPrice Moved Up 0.13%   Price Moved Down 0.30%   Price Moved Up 0.05%    13.67   
Marriott International IncPrice Moved Up 0.08%   Price Moved Very Down 1.16%   Price Moved Up 0.10%    42.77   
Intercontinental Hotels Group plcPrice Moved Up 0.05%   Price Moved Very Down 1.15%   Price Moved Up 0.06%    29.00   
Northampton Group IncPrice Moved Down 0.14%   Price Moved Down 0.86%   Price Moved Down 0.11%    0.76   
Choice Hotels International IncPrice Moved Down 0.15%   Price Moved Very Down 2.44%   Price Moved Down 0.36%    40.94   
Expedia IncPrice Moved Down 0.15%   Price Moved Totally Down 3.05%   Price Moved Down 0.44%    57.68   
Wyndham Worldwide CorporationPrice Moved Down 0.18%   Price Moved Very Down 1.51%   Price Moved Down 0.26%    60.69   
* 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)(0.09) 
β
  Beta (Market Sensitivity) 1.19  
s
  Efficiency (Sharpe Ratio) 0.15  
σ
  Risk (Volatility) 1.09  
μ
  Expected Return 0.17  

Technical analysis of total daily returns

Risk Adjusted Performance0.1562
Market Risk Adjusted Performance0.3129
Mean Deviation0.9905
Semi-Deviation0.8821
Downside Deviation1.36
Coefficient Of Variation376.57
Standard Deviation1.4
Variance1.95
Information Ratio0.11
Jensen Alpha0.1141
Total Risk Alpha(0.15)
Sortino Ratio0.1129
Treynor Ratio0.3029
Maximum Drawdown4.07
Value At Risk(1.01)

Hotels Correlation Analysis


      Click cells to compare fundamentals

Correlation Matchups

High positive correlations

 HOTMAR  
 EXPEWYN  
 IHGHOT  
 HOTWYN  
 EXPEOEH  
 SVNHMIN  
 IHGEXPE  
 EXPEHOT  
   

Insignificant Correlation

 CTRPWYN  
 CTRPHOT  
 CHHOEH  
 RLHWYN  
 SVNIHG  
 CTRPRLH  
 IHGCHH  
 CTRPCHH  
   

High negative correlations

 SVNCHH  
 SVNCTRP  
 CHHRLH  
 CTRPMAR  
 RLHMAR  
 EXPERLH  
 CHHHOT  
 RLHHOT  

Weakest Diversification

   

Strongest Diversification

   

Weakest Diversification

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