Hyatt Hotels Backtesting

H -- USA Stock  

Fiscal Quarter End: December 31, 2019  

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Hyatt Hotels Corporation and determine expected loss or profit from investing in Hyatt Hotels over given investment horizon. Please also check Hyatt Hotels Hype Analysis, Hyatt Hotels Correlation, Hyatt Hotels Valuation, Hyatt Hotels Volatility as well as analyze Hyatt Hotels Alpha and Beta and Hyatt Hotels Performance.
Horizon     30 Days    Login   to change

Hyatt Hotels 'What if' Analysis

September 8, 2019
No Change 0.00  0.0 
In 3 months and 1 day
December 7, 2019
If you would invest  0.00  in Hyatt Hotels on September 8, 2019 and sell it all today you would earn a total of 0.00 from holding Hyatt Hotels Corporation or generate 0.0% return on investment in Hyatt Hotels over 90 days. Hyatt Hotels is related to or competes with Choice Hotels, GreenTree Hospitality, Hilton Worldwide, Intercontinental, Marriott International, and Huazhu Group. Hyatt Hotels Corporation, a hospitality company, develops, owns, operates, manages, franchises, licenses, or provides se...

Hyatt Hotels Upside/Downside Indicators

Downside Deviation1.15
Information Ratio0.0476
Maximum Drawdown4.37
Value At Risk(1.84)
Potential Upside2.15

Hyatt Hotels Market Premium Indicators

Risk Adjusted Performance0.0706
Jensen Alpha0.063
Total Risk Alpha(0.004883)
Sortino Ratio0.0493
Treynor Ratio0.1328

Hyatt Hotels Backtested Returns

We consider Hyatt Hotels very steady. Hyatt Hotels holds Efficiency (Sharpe) Ratio of 0.1107 which attests that the entity had 0.1107% of return per unit of standard deviation over the last 3 months. Our philosophy in determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Hyatt Hotels which you can use to evaluate future volatility of the corporation. Please check out Hyatt Hotels Market Risk Adjusted Performance of 0.1428 and Risk Adjusted Performance of 0.0706 to validate if risk estimate we provide are consistent with the epected return of 0.1313%. Hyatt Hotels has performance score of 7 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.9028 which attests that Hyatt Hotels returns are very sensitive to returns on the market. as market goes up or down, Hyatt Hotels is expected to follow. Although it is extremely important to respect Hyatt Hotels current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy in 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 Hyatt Hotels technical indicators you can presently evaluate if the expected return of 0.1313% will be sustainable into the future. Hyatt Hotels right now retains a risk of 1.1869%. Please check out Hyatt Hotels Information Ratio, and the relationship between Downside Deviation and Value At Risk to decide if Hyatt Hotels will be following its current trending patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.79) 
correlation synergy

Almost perfect reverse predictability

Hyatt Hotels Corporation has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Hyatt Hotels time series from September 8, 2019 to October 23, 2019 and October 23, 2019 to December 7, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Hyatt Hotels price movement. The serial correlation of -0.79 indicates that around 79.0% of current Hyatt Hotels price fluctuation can be explain by its past prices. Given that Hyatt Hotels Corporation has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Hyatt Hotels for similar time interval.
Correlation Coefficient-0.79
Spearman Rank Test-0.79
Residual Average0.0
Price Variance7.07

Hyatt Hotels lagged returns against current returns

 Current and Lagged Values 

Hyatt Hotels regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Hyatt Hotels Lagged Returns

 Regressed Prices 

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Please also check Hyatt Hotels Hype Analysis, Hyatt Hotels Correlation, Hyatt Hotels Valuation, Hyatt Hotels Volatility as well as analyze Hyatt Hotels Alpha and Beta and Hyatt Hotels Performance. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.