Hyatt Hotels Risk Analysis And Volatility

H -- USA Stock  

Fiscal Quarter End: December 31, 2019  

We consider Hyatt Hotels very steady. Hyatt Hotels holds Efficiency (Sharpe) Ratio of 0.0641 which attests that the entity had 0.0641% 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-seven 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 0.0699 and Market Risk Adjusted Performance of 0.1321 to validate if risk estimate we provide are consistent with the epected return of 0.0789%.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

Hyatt Hotels Market Sensitivity

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.
3 Months Beta |Analyze Hyatt Hotels Demand Trend
Check current 30 days Hyatt Hotels correlation with market (DOW)
β = 0.8354

Hyatt Hotels Central Daily Price Deviation

Hyatt Hotels Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Hyatt Hotels Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Hyatt Hotels moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Hyatt Hotels Projected Return Density Against Market

Taking into account the 30 trading days horizon, Hyatt Hotels has beta of 0.8354 . This indicates as returns on market go up, Hyatt Hotels average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Hyatt Hotels Corporation will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Hyatt Hotels is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of Hyatt Hotels is 1559.75. The daily returns are destributed with a variance of 1.52 and standard deviation of 1.23. The mean deviation of Hyatt Hotels Corporation is currently at 0.99. For similar time horizon, the selected benchmark (DOW) has volatility of 0.74
α
Alpha over DOW
=0.0066
β
Beta against DOW=0.84
σ
Overall volatility
=1.23
Ir
Information ratio =0.02

Hyatt Hotels Return Volatility

the entity accepts 1.2313% volatility on return distribution over the 30 days horizon. the entity inherits 0.7146% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Hyatt Hotels Investment Opportunity

Hyatt Hotels Corporation has a volatility of 1.23 and is 1.73 times more volatile than DOW. 11  of all equities and portfolios are less risky than Hyatt Hotels. Compared to the overall equity markets, volatility of historical daily returns of Hyatt Hotels Corporation is lower than 11 () of all global equities and portfolios over the last 30 days. Use Hyatt Hotels Corporation to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of Hyatt Hotels to be traded at $86.28 in 30 days. . 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.

Hyatt Hotels correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Hyatt Hotels Corp. and equity matching DJI index in the same portfolio.

Hyatt Hotels Current Risk Indicators

Hyatt Hotels Suggested Diversification Pairs

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