Host Hotels' market value is the price at which a share of Host Hotels trades on a public exchange. It measures the collective expectations of Host Hotels Resorts investors about its performance. Host Hotels is selling for under 16.61 as of the 23rd of July 2025; that is 1.10% up since the beginning of the trading day. The stock's lowest day price was 16.61. With this module, you can estimate the performance of a buy and hold strategy of Host Hotels Resorts and determine expected loss or profit from investing in Host Hotels over a given investment horizon. Check out Host Hotels Correlation, Host Hotels Volatility and Host Hotels Alpha and Beta module to complement your research on Host Hotels.
Please note, there is a significant difference between Host Hotels' value and its price as these two are different measures arrived at by different means. Investors typically determine if Host Hotels is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Host Hotels' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Host Hotels 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Host Hotels' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Host Hotels.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Host Hotels' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Host Hotels Resorts upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Host Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Host Hotels' standard deviation. In reality, there are many statistical measures that can use Host Hotels historical prices to predict the future Host Hotels' volatility.
Host Hotels appears to be not too volatile, given 3 months investment horizon. Host Hotels Resorts holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Host Hotels Resorts, which you can use to evaluate the volatility of the firm. Please utilize Host Hotels' Downside Deviation of 1.66, market risk adjusted performance of (1.12), and Risk Adjusted Performance of 0.1652 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Host Hotels holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of -0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Host Hotels are expected to decrease at a much lower rate. During the bear market, Host Hotels is likely to outperform the market. Please check Host Hotels' jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Host Hotels' current trending patterns will revert.
Auto-correlation
0.37
Below average predictability
Host Hotels Resorts has below average predictability. Overlapping area represents the amount of predictability between Host Hotels time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Host Hotels Resorts price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Host Hotels price fluctuation can be explain by its past prices.
Correlation Coefficient
0.37
Spearman Rank Test
0.51
Residual Average
0.0
Price Variance
0.16
Host Hotels Resorts lagged returns against current returns
Autocorrelation, which is Host Hotels stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Host Hotels' stock expected returns. We can calculate the autocorrelation of Host Hotels returns to help us make a trade decision. For example, suppose you find that Host Hotels has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
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Host Hotels regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Host Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Host Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Host Hotels stock over time.
Current vs Lagged Prices
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Host Hotels Lagged Returns
When evaluating Host Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Host Hotels stock have on its future price. Host Hotels autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Host Hotels autocorrelation shows the relationship between Host Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Host Hotels Resorts.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Host Hotels' price analysis, check to measure Host Hotels' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Host Hotels is operating at the current time. Most of Host Hotels' value examination focuses on studying past and present price action to predict the probability of Host Hotels' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Host Hotels' price. Additionally, you may evaluate how the addition of Host Hotels to your portfolios can decrease your overall portfolio volatility.