Hilton Worldwide Information Ratio 
HLT  USA Stock  USD 95.78 0.43 0.45% 
Symbol 
 =  (0.013296) 
ER[a]  =  Expected return on investing in Hilton Worldwide 
ER[b]  =  Expected return on market index or selected benchmark 
STD[a]  =  Standard Deviation of returns on Hilton Worldwide 
Information Ratio Comparison
Hilton Worldwide Holdings is rated below average in information ratio category among related companies. It is rated below average in maximum drawdown category among related companies .
The higher the information ratio, the greater the chances of the manager to make money in the future. The information ratio only looks to compute the return per unit of risk undertaken for the alpha component. This is important because alpha returns are risky, as they represent a zero sum game for the market as a whole. In fact, average alpha for the market as a whole is in practice slightly less than zero because of transaction and other costs. Therefore it is easy for a manager to take on ?alpha risk? and lose money that will bite into the beta returns.Information Ratio  ...

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Hilton Worldwide Technical Signals
All Hilton Worldwide Technical Indicators
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Risk Adjusted Performance  0.018  
Market Risk Adjusted Performance  0.0216  
Mean Deviation  1.1  
Semi Deviation  1.46  
Downside Deviation  1.49  
Coefficient Of Variation  6069.01  
Standard Deviation  1.33  
Variance  1.77  
Information Ratio  (0.013296)  
Jensen Alpha  (0.018532)  
Total Risk Alpha  (0.032037)  
Sortino Ratio  (0.011873)  
Treynor Ratio  0.0116  
Maximum Drawdown  6.11  
Value At Risk  (2.49)  
Potential Upside  1.71  
Downside Variance  2.22  
Semi Variance  2.12  
Expected Short fall  (1.05)  
Skewness  (0.47)  
Kurtosis  (0.32) 
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