Hilton Worldwide Risk Analysis And Volatility

HLT -- USA Stock  

USD 95.35  0.49  0.52%

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.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

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 Trend
Check current 30 days Hilton Worldwide correlation with market (DOW)
β = 0.1672

Hilton Worldwide Central Daily Price Deviation

Hilton Worldwide Hol Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Hilton Worldwide Hol Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Hilton Worldwide Projected Return Density Against Market

Considering 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 
      Returns 
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
α
Alpha over DOW
=0.0303
β
Beta against DOW=0.17
σ
Overall volatility
=1.35
Ir
Information ratio =0.0021

Hilton Worldwide Return Volatility

the 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.
 Performance (%) 
      Timeline 

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

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Hilton Worldwide Holdings Inc and equity matching DJI index in the same portfolio.

Hilton Worldwide Current Risk Indicators

Hilton Worldwide Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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