Macroaxis considers Hilton Worldwide to be very steady. Hilton Worldwide Hol holds Efficiency (Sharpe) Ratio of -0.0101 which attests that the entity had -0.0101% of return per unit of risk over the last 3 months. Macroaxis philosophy towards 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. Hilton Worldwide Hol exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Hilton Worldwide Risk Adjusted Performance of 0.0333, Market Risk Adjusted Performance of 0.2241 and Downside Deviation of 1.49 to validate risk estimate we provide.
90 Days Market Risk
Chance of Distress in 24 months
90 Days Economic Sensitivity
Barely shadows market
|Horizon||30 Days Login to change|
Hilton Worldwide Market Sensitivity
|As returns on market increase, Hilton Worldwide returns are expected to increase less than the market. However during bear market, the loss on holding Hilton Worldwide will be expected to be smaller as well. 3 Months Beta |Analyze Hilton Worldwide Hol Demand TrendCheck current 30 days Hilton Worldwide correlation with market (DOW)|
β = 0.1672
Hilton Worldwide Central Daily Price Deviation
Hilton Worldwide Hol Technical Analysis
Hilton Worldwide Projected Return Density Against MarketConsidering 30-days investment horizon, Hilton Worldwide has beta of 0.1672 . This indicates as returns on market go up, Hilton Worldwide average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Hilton Worldwide Holdings will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0303 implying that it can potentially generate 0.0303% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Considering 30-days investment horizon, the coefficient of variation of Hilton Worldwide is -9891.04. The daily returns are destributed with a variance of 1.82 and standard deviation of 1.35. The mean deviation of Hilton Worldwide Holdings is currently at 1.11. For similar time horizon, the selected benchmark (DOW) has volatility of 0.88
|Alpha over DOW||=||0.0303|
|Beta against DOW||=||0.17|
Hilton Worldwide Return Volatilitythe firm has volatility of 1.3494% on return distribution over 30 days investment horizon. the entity inherits 0.9013% risk (volatility on return distribution) over the 30 days horizon.
Hilton Worldwide Investment Opportunity
Hilton Worldwide Holdings has a volatility of 1.35 and is 1.5 times more volatile than DOW. 12% of all equities and portfolios are less risky than Hilton Worldwide. Compared to the overall equity markets, volatility of historical daily returns of Hilton Worldwide Holdings is lower than 12 (%) of all global equities and portfolios over the last 30 days. Use Hilton Worldwide Holdings to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of Hilton Worldwide to be traded at $104.89 in 30 days. . As returns on market increase, Hilton Worldwide returns are expected to increase less than the market. However during bear market, the loss on holding Hilton Worldwide will be expected to be smaller as well.
Hilton Worldwide correlation with market
Hilton Worldwide Current Risk Indicators
|Risk Adjusted Performance||0.0333|
|Market Risk Adjusted Performance||0.2241|
|Coefficient Of Variation||2950.64|
Hilton Worldwide Suggested Diversification Pairs