Hyatt Hotels Backtesting

H -- USA Stock  

USD 81.22  0.58  0.72%

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
SymbolX
Backtest

Hyatt Hotels 'What if' Analysis

June 15, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 15, 2018
0.00
If you would invest  0.00  in Hyatt Hotels on June 15, 2018 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, Host Hotels, and LAS VEGAS. Hyatt Hotels Corporation, a hospitality company, develops, owns, operates, manages, franchises, licenses, or provides se...

Hyatt Hotels Upside/Downside Indicators

Information Ratio0.19
Maximum Drawdown3.19
Value At Risk2.00
Potential Upside1.34
  

Hyatt Hotels Market Premium Indicators

Risk Adjusted Performance0.038959
Jensen Alpha0.08
Total Risk Alpha0.33
Treynor Ratio0.5851

Hyatt Hotels Backtested Returns

Macroaxis considers Hyatt Hotels to be not too risky. Hyatt Hotels holds Efficiency (Sharpe) Ratio of -0.1194 which attests that Hyatt Hotels had -0.1194% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Hyatt Hotels exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Hyatt Hotels Market Risk Adjusted Performance of 0.5951 and Risk Adjusted Performance of 0.038959 to validate risk estimate we provide. Macroaxis gives Hyatt Hotels performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.1749 which attests that as returns on market increase, returns on owning Hyatt Hotels are expected to decrease at a much smaller rate. During bear market, Hyatt Hotels is likely to outperform the market.. Even though it is essential to pay attention to Hyatt Hotels current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy in determining future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Hyatt Hotels exposes twenty-one different technical indicators which can help you to evaluate its performance. Hyatt Hotels has expected return of -0.1363%. Please be advised to check out Hyatt Hotels Information Ratio, and the relationship between Downside Deviation and Value At Risk to decide if Hyatt Hotels past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.88) 

Excellent reverse predictability

Hyatt Hotels Corporation has excellent reverse predictability. Overlapping area represents the amount of predictability between Hyatt Hotels time series from June 15, 2018 to June 30, 2018 and June 30, 2018 to July 15, 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 -0.88 indicates that approximately 88.0% 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 -0.88
Spearman Rank Test -0.87
Price Variance 1.79
Lagged Price Variance 6.49

Hyatt Hotels lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Hyatt Hotels regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Hyatt Hotels Lagged Returns

 Regressed Prices 
      Timeline 

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?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

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 ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.