Hilton Worldwide (Germany) Market Value
| HI91 Stock | EUR 243.50 4.50 1.88% |
| Symbol | Hilton |
Hilton Worldwide '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 Hilton Worldwide's 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 Hilton Worldwide.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Hilton Worldwide on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Hilton Worldwide Holdings or generate 0.0% return on investment in Hilton Worldwide over 60 days. Hilton Worldwide is related to or competes with CapitaLand Investment, GRUPO CARSO-A1, Commercial Vehicle, MGIC INVESTMENT, Virtus Investment, REINET INVESTMENTS, and Strategic Investments. Hilton Worldwide Holdings Inc., a hospitality company, owns, leases, manages, develops, and franchises hotels and resort... More
Hilton Worldwide 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 Hilton Worldwide's 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 Hilton Worldwide Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.1839 | |||
| Maximum Drawdown | 6.97 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 1.94 |
Hilton Worldwide Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hilton Worldwide's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hilton Worldwide's standard deviation. In reality, there are many statistical measures that can use Hilton Worldwide historical prices to predict the future Hilton Worldwide's volatility.| Risk Adjusted Performance | 0.2219 | |||
| Jensen Alpha | 0.3067 | |||
| Total Risk Alpha | 0.155 | |||
| Sortino Ratio | 0.1858 | |||
| Treynor Ratio | 0.9204 |
Hilton Worldwide Holdings Backtested Returns
Hilton Worldwide appears to be very steady, given 3 months investment horizon. Hilton Worldwide Holdings holds Efficiency (Sharpe) Ratio of 0.28, which attests that the entity had a 0.28% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Hilton Worldwide Holdings, which you can use to evaluate the volatility of the firm. Please utilize Hilton Worldwide's Downside Deviation of 1.26, market risk adjusted performance of 0.9304, and Risk Adjusted Performance of 0.2219 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Hilton Worldwide holds a performance score of 22. The company retains a Market Volatility (i.e., Beta) of 0.38, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Hilton Worldwide's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hilton Worldwide is expected to be smaller as well. Please check Hilton Worldwide's information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Hilton Worldwide's current trending patterns will revert.
Auto-correlation | 0.85 |
Very good predictability
Hilton Worldwide Holdings has very good predictability. Overlapping area represents the amount of predictability between Hilton Worldwide time series from 27th of September 2024 to 27th of October 2024 and 27th of October 2024 to 26th 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 Hilton Worldwide Holdings price movement. The serial correlation of 0.85 indicates that around 85.0% of current Hilton Worldwide price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 92.79 |
Hilton Worldwide Holdings lagged returns against current returns
Autocorrelation, which is Hilton Worldwide 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 Hilton Worldwide's stock expected returns. We can calculate the autocorrelation of Hilton Worldwide returns to help us make a trade decision. For example, suppose you find that Hilton Worldwide 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 |
Hilton Worldwide 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 Hilton Worldwide stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hilton Worldwide stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hilton Worldwide stock over time.
Current vs Lagged Prices |
| Timeline |
Hilton Worldwide Lagged Returns
When evaluating Hilton Worldwide's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hilton Worldwide stock have on its future price. Hilton Worldwide 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, Hilton Worldwide autocorrelation shows the relationship between Hilton Worldwide stock current value and its past values and can show if there is a momentum factor associated with investing in Hilton Worldwide Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Hilton Stock
When determining whether Hilton Worldwide Holdings 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 Hilton 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 Hilton Worldwide Holdings Stock. Highlighted below are key reports to facilitate an investment decision about Hilton Worldwide Holdings Stock:Check out Hilton Worldwide Correlation, Hilton Worldwide Volatility and Hilton Worldwide Alpha and Beta module to complement your research on Hilton Worldwide. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Hilton Worldwide 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.