Hyatt Hotels Stock Market Value
| H Stock | USD 156.23 0.38 0.24% |
| Symbol | Hyatt |
Hyatt Hotels Price To Book Ratio
Is Hotels, Resorts & Cruise Lines space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Hyatt Hotels. If investors know Hyatt will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Hyatt Hotels listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 6.349 | Dividend Share 0.6 | Earnings Share 13.29 | Revenue Per Share 63.629 | Quarterly Revenue Growth (0.12) |
The market value of Hyatt Hotels is measured differently than its book value, which is the value of Hyatt that is recorded on the company's balance sheet. Investors also form their own opinion of Hyatt Hotels' value that differs from its market value or its book value, called intrinsic value, which is Hyatt Hotels' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Hyatt Hotels' market value can be influenced by many factors that don't directly affect Hyatt Hotels' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Hyatt Hotels' value and its price as these two are different measures arrived at by different means. Investors typically determine if Hyatt Hotels is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hyatt 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.
Hyatt 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 Hyatt 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 Hyatt Hotels.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Hyatt Hotels on December 3, 2022 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 720 days. Hyatt Hotels is related to or competes with Marriott International, InterContinental, Choice Hotels, Wyndham Hotels, Hilton Worldwide, and Huazhu. Hyatt Hotels Corporation operates as a hospitality company in the United States and internationally More
Hyatt 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 Hyatt 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 Hyatt Hotels upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.0099 | |||
| Maximum Drawdown | 11.34 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 2.8 |
Hyatt Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hyatt Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hyatt Hotels' standard deviation. In reality, there are many statistical measures that can use Hyatt Hotels historical prices to predict the future Hyatt Hotels' volatility.| Risk Adjusted Performance | 0.0554 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0091 | |||
| Treynor Ratio | 0.0687 |
Hyatt Hotels Backtested Returns
Hyatt Hotels is very steady at the moment. Hyatt Hotels holds Efficiency (Sharpe) Ratio of 0.0584, which attests that the entity had a 0.0584% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Hyatt Hotels, which you can use to evaluate the volatility of the firm. Please check out Hyatt Hotels' market risk adjusted performance of 0.0787, and Risk Adjusted Performance of 0.0554 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Hyatt Hotels has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.74, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hyatt Hotels will likely underperform. Hyatt Hotels right now retains a risk of 2.01%. Please check out Hyatt Hotels value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if Hyatt Hotels will be following its current trending patterns.
Auto-correlation | 0.40 |
Average predictability
Hyatt Hotels has average predictability. Overlapping area represents the amount of predictability between Hyatt Hotels time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd of November 2024. 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 0.4 indicates that just about 40.0% of current Hyatt Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 123.35 |
Hyatt Hotels lagged returns against current returns
Autocorrelation, which is Hyatt 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 Hyatt Hotels' stock expected returns. We can calculate the autocorrelation of Hyatt Hotels returns to help us make a trade decision. For example, suppose you find that Hyatt 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 |
Hyatt 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 Hyatt Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hyatt Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hyatt Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Hyatt Hotels Lagged Returns
When evaluating Hyatt Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hyatt Hotels stock have on its future price. Hyatt 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, Hyatt Hotels autocorrelation shows the relationship between Hyatt Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Hyatt Hotels.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Hyatt Hotels Correlation, Hyatt Hotels Volatility and Hyatt Hotels Alpha and Beta module to complement your research on Hyatt Hotels. For more detail on how to invest in Hyatt Stock please use our How to Invest in Hyatt Hotels guide.You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Hyatt 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.