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 11, 2019
No Change 0.00  0.0 
In 3 months and 1 day
December 10, 2019
If you would invest  0.00  in Hyatt Hotels on September 11, 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 Intergroup, Marriott International, Intercontinental, Choice Hotels, Huazhu Group, and Hilton Worldwide. Hyatt Hotels Corporation, a hospitality company, develops, owns, operates, manages, franchises, licenses, or provides se...

Hyatt Hotels Upside/Downside Indicators

Downside Deviation1.12
Information Ratio0.0421
Maximum Drawdown4.37
Value At Risk(1.84)
Potential Upside2.15

Hyatt Hotels Market Premium Indicators

Risk Adjusted Performance0.0612
Jensen Alpha0.0533
Total Risk Alpha0.0027
Sortino Ratio0.0442
Treynor Ratio0.1073

Hyatt Hotels Backtested Returns

We consider Hyatt Hotels very steady. Hyatt Hotels holds Efficiency (Sharpe) Ratio of 0.0679 which attests that the entity had 0.0679% 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 Risk Adjusted Performance of 0.0612 and Market Risk Adjusted Performance of 0.1173 to validate if risk estimate we provide are consistent with the epected return of 0.0803%. Hyatt Hotels has performance score of 4 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.9262 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 0.0803% will be sustainable into the future. Hyatt Hotels right now retains a risk of 1.18%. 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(0.78) 
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 11, 2019 to October 26, 2019 and October 26, 2019 to December 10, 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 -0.78 indicates that around 78.0% 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-0.78
Spearman Rank Test-0.74
Residual Average0.0
Price Variance5.34

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 

Current Sentiment - H

Hyatt Hotels Investor Sentiment

More than half of Macroaxis users are currently bullish on Hyatt Hotels Corporation. What is your judgment towards investing in Hyatt Hotels Corporation? Are you bullish or bearish?
98% Bullish
2% Bearish

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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 Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.