Hyatt Hotels Stock Market Value
H Stock | USD 149.75 2.25 1.48% |
Symbol | Hyatt |
Hyatt Hotels Price To Book Ratio
Is Hyatt Hotels' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Hyatt Hotels. If investors know Hyatt will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Hyatt Hotels listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.91) | Dividend Share 0.45 | Earnings Share 2.05 | Revenue Per Share 63.579 | Quarterly Revenue Growth 0.131 |
The market value of Hyatt Hotels is measured differently than its book value, which is the value of Hyatt that is recorded on the company's balance sheet. Investors also form their own opinion of Hyatt Hotels' value that differs from its market value or its book value, called intrinsic value, which is Hyatt Hotels' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Hyatt Hotels' market value can be influenced by many factors that don't directly affect Hyatt Hotels' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Hyatt Hotels' value and its price as these two are different measures arrived at by different means. Investors typically determine if Hyatt Hotels is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hyatt Hotels' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Hyatt Hotels 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Hyatt Hotels' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Hyatt Hotels.
08/26/2022 |
| 04/17/2024 |
If you would invest 0.00 in Hyatt Hotels on August 26, 2022 and sell it all today you would earn a total of 0.00 from holding Hyatt Hotels or generate 0.0% return on investment in Hyatt Hotels over 600 days. Hyatt Hotels is related to or competes with Yatra Online, Despegar Corp, Mondee Holdings, MakeMyTrip, and TripAdvisor. Hyatt Hotels Corporation operates as a hospitality company in the United States and internationally More
Hyatt Hotels Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Hyatt Hotels' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Hyatt Hotels upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 1.43 | |||
Information Ratio | 0.1019 | |||
Maximum Drawdown | 13.48 | |||
Value At Risk | (1.67) | |||
Potential Upside | 2.03 |
Hyatt Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hyatt Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hyatt Hotels' standard deviation. In reality, there are many statistical measures that can use Hyatt Hotels historical prices to predict the future Hyatt Hotels' volatility.Risk Adjusted Performance | 0.0906 | |||
Jensen Alpha | 0.1591 | |||
Total Risk Alpha | 0.0953 | |||
Sortino Ratio | 0.131 | |||
Treynor Ratio | 0.1476 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hyatt Hotels' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hyatt Hotels Backtested Returns
Hyatt Hotels appears to be very steady, given 3 months investment horizon. Hyatt Hotels holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Hyatt Hotels, which you can use to evaluate the volatility of the firm. Please utilize Hyatt Hotels' risk adjusted performance of 0.0906, and Market Risk Adjusted Performance of 0.1576 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hyatt Hotels holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 1.6, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hyatt Hotels will likely underperform. Please check Hyatt Hotels' value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Hyatt Hotels' current trending patterns will revert.
Auto-correlation | 0.63 |
Good predictability
Hyatt Hotels has good predictability. Overlapping area represents the amount of predictability between Hyatt Hotels time series from 26th of August 2022 to 22nd of June 2023 and 22nd of June 2023 to 17th of April 2024. 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 0.63 indicates that roughly 63.0% of current Hyatt Hotels price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.63 | |
Spearman Rank Test | 0.59 | |
Residual Average | 0.0 | |
Price Variance | 312.33 |
Hyatt Hotels lagged returns against current returns
Autocorrelation, which is Hyatt Hotels stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Hyatt Hotels' stock expected returns. We can calculate the autocorrelation of Hyatt Hotels returns to help us make a trade decision. For example, suppose you find that Hyatt Hotels has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
Timeline |
Hyatt Hotels regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Hyatt Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hyatt Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hyatt Hotels stock over time.
Current vs Lagged Prices |
Timeline |
Hyatt Hotels Lagged Returns
When evaluating Hyatt Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hyatt Hotels stock have on its future price. Hyatt Hotels autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Hyatt Hotels autocorrelation shows the relationship between Hyatt Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Hyatt Hotels.
Regressed Prices |
Timeline |
Hyatt Hotels Investors Sentiment
The influence of Hyatt Hotels' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Hyatt. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Hyatt Hotels' public news can be used to forecast risks associated with an investment in Hyatt. The trend in average sentiment can be used to explain how an investor holding Hyatt can time the market purely based on public headlines and social activities around Hyatt Hotels. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Hyatt Hotels' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Hyatt Hotels' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Hyatt Hotels' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Hyatt Hotels.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Hyatt Hotels in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Hyatt Hotels' short interest history, or implied volatility extrapolated from Hyatt Hotels options trading.
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Try AI Portfolio ArchitectCheck out Hyatt Hotels Correlation, Hyatt Hotels Volatility and Hyatt Hotels Alpha and Beta module to complement your research on Hyatt Hotels. For more detail on how to invest in Hyatt Stock please use our How to Invest in Hyatt Hotels guide.Note that the Hyatt Hotels information on this page should be used as a complementary analysis to other Hyatt Hotels' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
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When running Hyatt Hotels' price analysis, check to measure Hyatt Hotels' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Hyatt Hotels is operating at the current time. Most of Hyatt Hotels' value examination focuses on studying past and present price action to predict the probability of Hyatt Hotels' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hyatt Hotels' price. Additionally, you may evaluate how the addition of Hyatt Hotels to your portfolios can decrease your overall portfolio volatility.
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