Hyatt Backtesting

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H -- USA Stock  

Fiscal Quarter End: 30th of June 2020  

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Hyatt Hotels and determine expected loss or profit from investing in Hyatt Hotels over given investment horizon. Please 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.

Hyatt Hotels 'What if' Analysis

No Change 0.00  0.0 
In 3 months and 1 day
If you would invest  0.00  in Hyatt Hotels on March 7, 2020 and sell it all today you would earn a total of 0.00 from holding Hyatt Hotels or generate 0.0% return on investment in Hyatt Hotels over 90 days. Hyatt Hotels is related to or competes with Choice Hotels, GreenTree Hospitality, Hilton Worldwide, Intercontinental, Marriott International, and Huazhu Group. Hyatt Hotels Corporation, a hospitality company, develops, owns, operates, manages, franchises, licenses, or provides se...

Hyatt Hotels Upside/Downside Indicators

Information Ratio(0.044184)
Maximum Drawdown26.31
Value At Risk(9.03)
Potential Upside8.83

Hyatt Hotels Market Premium Indicators

Risk Adjusted Performance(0.11)
Jensen Alpha(0.17)
Total Risk Alpha(0.34)
Treynor Ratio0.8614

Hyatt Hotels Backtested Returns

Macroaxis considers Hyatt Hotels not too volatile given 3 months investment horizon. Hyatt Hotels holds Efficiency (Sharpe) Ratio of 0.036, which attests that the entity had 0.036% of return per unit of standard deviation over the last 3 months. Our philosophy in determining the 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-eight technical indicators for Hyatt Hotels, which you can use to evaluate future volatility of the corporation. Please utilize Hyatt Hotels Market Risk Adjusted Performance of 0.8714 and Risk Adjusted Performance of (0.11) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Hyatt Hotels holds performance score of 2. The company retains a Market Volatility (i.e. Beta) of -0.2175, 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. Although it is extremely important to respect Hyatt Hotels current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy in determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Hyatt Hotels technical indicators you can presently evaluate if the expected return of 0.2319% will be sustainable into the future. Please utilizes Hyatt Hotels Value At Risk, Daily Balance Of Power and the relationship between Total Risk Alpha and Expected Short fall to make a quick decision on weather Hyatt Hotels current trending patterns will revert.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation 0.34 
correlation synergy

Below average predictability

Hyatt Hotels has below average predictability. Overlapping area represents the amount of predictability between Hyatt Hotels time series from 7th of March 2020 to 21st of April 2020 and 21st of April 2020 to 5th of June 2020. 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 0.34 indicates that nearly 34.0% of current Hyatt Hotels price fluctuation can be explain by its past prices.
Correlation Coefficient0.34
Spearman Rank Test0.01
Residual Average0.0
Price Variance12.82

Hyatt Hotels lagged returns against current returns

 Current and Lagged Values 

Hyatt Hotels regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Hyatt Hotels Lagged Returns

 Regressed Prices 

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Please 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 CEO Directory module to screen ceos from public companies around the world.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page