Host Hotels (Brazil) Market Value
| H1ST34 Stock | BRL 90.17 1.94 2.11% |
| Symbol | Host |
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.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Host Hotels on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Host Hotels Resorts, or generate 0.0% return on investment in Host Hotels over 90 days. Host Hotels is related to or competes with Zoom Video, Spotify Technology, Lumen Technologies,, Seagate Technology, Roper Technologies,, and Raytheon Technologies. Host Hotels Resorts, Inc. is an SP 500 company and is the largest lodging real estate investment trust and one of the la... More
Host Hotels Upside/Downside Indicators
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.
| Downside Deviation | 1.87 | |||
| Information Ratio | 0.0745 | |||
| Maximum Drawdown | 10.15 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 3.99 |
Host Hotels Market Risk Indicators
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.| Risk Adjusted Performance | 0.1675 | |||
| Jensen Alpha | 0.251 | |||
| Total Risk Alpha | 0.0333 | |||
| Sortino Ratio | 0.0572 | |||
| Treynor Ratio | (4.10) |
Host Hotels Resorts, Backtested Returns
Host Hotels appears to be very steady, given 3 months investment horizon. Host Hotels Resorts, holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Host Hotels Resorts,, which you can use to evaluate the volatility of the firm. Please utilize Host Hotels' Downside Deviation of 1.87, risk adjusted performance of 0.1675, and Market Risk Adjusted Performance of (4.09) 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 14. The company retains a Market Volatility (i.e., Beta) of -0.0593, 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' total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Host Hotels' current trending patterns will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
Host Hotels Resorts, has very weak reverse predictability. Overlapping area represents the amount of predictability between Host Hotels time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 -0.01 indicates that just 1.0% of current Host Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 6.55 |
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 |
| Timeline |
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 |
| Timeline |
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.Other Information on Investing in Host Stock
Host Hotels financial ratios help investors to determine whether Host Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Host with respect to the benefits of owning Host Hotels security.