Host Hotels (Germany) Alpha and Beta Analysis
| HMT Stock | EUR 16.20 0.20 1.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Host Hotels Resorts. It also helps investors analyze the systematic and unsystematic risks associated with investing in Host Hotels over a specified time horizon. Remember, high Host Hotels' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Host Hotels' market risk premium analysis include:
Beta (0.07) | Alpha 0.19 | Risk 1.69 | Sharpe Ratio 0.0657 | Expected Return 0.11 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Host Hotels Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Host Hotels market risk premium is the additional return an investor will receive from holding Host Hotels long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Host Hotels. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Host Hotels' performance over market.| α | 0.19 | β | -0.07 |
Host Hotels expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Host Hotels' Buy-and-hold return. Our buy-and-hold chart shows how Host Hotels performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Host Hotels Market Price Analysis
Market price analysis indicators help investors to evaluate how Host Hotels stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Host Hotels shares will generate the highest return on investment. By understating and applying Host Hotels stock market price indicators, traders can identify Host Hotels position entry and exit signals to maximize returns.
Host Hotels Return and Market Media
The median price of Host Hotels for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 15.8 with a coefficient of variation of 3.61. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 15.77, and mean deviation of 0.45. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Host Hotels Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Host or other stocks. Alpha measures the amount that position in Host Hotels Resorts has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Host Hotels in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Host Hotels' short interest history, or implied volatility extrapolated from Host Hotels options trading.
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Additional Information and Resources on Investing in Host Stock
When determining whether Host Hotels Resorts is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Host Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Host Hotels Resorts Stock. Highlighted below are key reports to facilitate an investment decision about Host Hotels Resorts Stock:Check out Host Hotels Backtesting, Host Hotels Valuation, Host Hotels Correlation, Host Hotels Hype Analysis, Host Hotels Volatility, Host Hotels History and analyze Host Hotels Performance. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Host Hotels technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.