Hyatt Hotels Backtesting

Hyatt Hotels Corporation -- USA Stock  

USD 78.48  1.26  1.58%

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
 Time Horizon     30 Days    Login   to change
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Backtest

Hyatt Hotels 'What if' Analysis

December 22, 2017
0.00
No Change 0.00  0.0%
In 31 days
January 21, 2018
0.00
If you would invest  0.00  in Hyatt Hotels on December 22, 2017 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 30 days. Hyatt Hotels is related to or competes with Expedia, Wynn Resorts, Carnival, Hilton Worldwide, and Host Hotels. Hyatt Hotels Corporation operates in four segments Americas Management and Franchising Southeast Asia China Australia So...

Hyatt Hotels Upside/Downside Indicators

  

Hyatt Hotels Market Premium Indicators

Hyatt Hotels lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Hyatt Hotels regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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Hyatt Hotels Backtested Returns

Macroaxis considers Hyatt Hotels not too risky given 1 month investment horizon. Hyatt Hotels holds Efficiency (Sharpe) Ratio of 0.394 which attests that Hyatt Hotels had 0.394% of return per unit of standard deviation over the last 1 month. Our philosophy in determining volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. By evaluating Hyatt Hotels technical indicators you can presently evaluate if the expected return of 0.5026% is justified by implied risk. Please utilize Hyatt Hotels Market Risk Adjusted Performance of 1.41 and Risk Adjusted Performance of 0.179 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Hyatt Hotels holds performance score of 25. The company retains Market Volatility (i.e. Beta) of 0.3317 which attests that as returns on market increase, Hyatt Hotels returns are expected to increase less than the market. However during bear market, the loss on holding Hyatt Hotels will be expected to be smaller as well.. Although it is vital to follow to Hyatt Hotels current price history, it is good to be conservative about what you can actually do with the information regarding 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. We have found twenty-one technical indicators for Hyatt Hotels which you can use to evaluate performance of the corporation. Please utilizes Hyatt Hotels Information Ratio, and the relationship between Downside Deviation and Value At Risk to make a quick decision on weather Hyatt Hotels Corporation current trending patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.41 

Average predictability

Hyatt Hotels Corporation has average predictability. Overlapping area represents the amount of predictability between Hyatt Hotels time series from December 22, 2017 to January 6, 2018 and January 6, 2018 to January 21, 2018. 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 0.41 indicates that just about 41.0% of current Hyatt Hotels price fluctuation can be explain by its past prices.
Correlation Coefficient 0.41
Spearman Rank Test 0.67
Price Variance 1.9
Lagged Price Variance 0.5

Hyatt Hotels Lagged Returns

 Regressed Prices 
      Timeline 

Hyatt Hotels Performance vs DOW

The median price of Hyatt Hotels for the period between Fri, Dec 22, 2017 and Sun, Jan 21, 2018 is 74.7 with a coefficient of variation of 3.39. The daily time series for the period is distributed with a sample standard deviation of 2.54, arithmetic mean of 74.98, and mean deviation of 2.15. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
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2
Hyatt Announces Realignment, Expects Completion in Q201/19/2018