Park Hotels (Germany) Market Value
| HIP Stock | 14.50 0.30 2.11% |
| Symbol | Park |
Park 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 Park 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 Park Hotels.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Park Hotels on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Park Hotels Resorts or generate 0.0% return on investment in Park Hotels over 510 days. Park Hotels is related to or competes with Apple, Apple, Apple, Apple, Apple, Microsoft, and Microsoft. More
Park 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 Park 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 Park Hotels Resorts upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.0253 | |||
| Maximum Drawdown | 10.63 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 3.2 |
Park Hotels Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Park Hotels' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Park Hotels' standard deviation. In reality, there are many statistical measures that can use Park Hotels historical prices to predict the future Park Hotels' volatility.| Risk Adjusted Performance | 0.0714 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0305 | |||
| Treynor Ratio | 0.1124 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Park Hotels' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Park Hotels Resorts Backtested Returns
Currently, Park Hotels Resorts is not too volatile. Park Hotels Resorts maintains Sharpe Ratio (i.e., Efficiency) of 0.0867, which implies the firm had a 0.0867% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Park Hotels Resorts, which you can use to evaluate the volatility of the company. Please check Park Hotels' Semi Deviation of 1.35, coefficient of variation of 1176.94, and Risk Adjusted Performance of 0.0714 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Park Hotels has a performance score of 6 on a scale of 0 to 100. The company holds a Beta of 1.54, which implies 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, Park Hotels will likely underperform. Park Hotels Resorts right now holds a risk of 2.18%. Please check Park Hotels Resorts semi variance, and the relationship between the maximum drawdown and accumulation distribution , to decide if Park Hotels Resorts will be following its historical price patterns.
Auto-correlation | -0.4 |
Poor reverse predictability
Park Hotels Resorts has poor reverse predictability. Overlapping area represents the amount of predictability between Park Hotels time series from 5th of July 2023 to 16th of March 2024 and 16th of March 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 Park Hotels Resorts price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Park Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
Park Hotels Resorts lagged returns against current returns
Autocorrelation, which is Park 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 Park Hotels' stock expected returns. We can calculate the autocorrelation of Park Hotels returns to help us make a trade decision. For example, suppose you find that Park 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 |
Park 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 Park Hotels stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Park Hotels stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Park Hotels stock over time.
Current vs Lagged Prices |
| Timeline |
Park Hotels Lagged Returns
When evaluating Park Hotels' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Park Hotels stock have on its future price. Park 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, Park Hotels autocorrelation shows the relationship between Park Hotels stock current value and its past values and can show if there is a momentum factor associated with investing in Park Hotels Resorts.
Regressed Prices |
| Timeline |
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Additional Tools for Park Stock Analysis
When running Park Hotels' price analysis, check to measure Park 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 Park Hotels is operating at the current time. Most of Park Hotels' value examination focuses on studying past and present price action to predict the probability of Park Hotels' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Park Hotels' price. Additionally, you may evaluate how the addition of Park Hotels to your portfolios can decrease your overall portfolio volatility.