Host Hotels (Germany) Market Value
| HMT Stock | EUR 16.20 0.20 1.22% |
| 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.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Host Hotels on October 24, 2024 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 30 days. Host Hotels is related to or competes with DELTA AIR, Altair Engineering, 24SEVENOFFICE GROUP, Enter Air, and NORWEGIAN AIR. 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 | 1.66 | |||
| Information Ratio | 0.0445 | |||
| Maximum Drawdown | 11.81 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 2.47 |
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 | 0.084 | |||
| Jensen Alpha | 0.1905 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0507 | |||
| Treynor Ratio | (2.73) |
Host Hotels Resorts Backtested Returns
At this point, Host Hotels is not too volatile. Host Hotels Resorts holds Efficiency (Sharpe) Ratio of 0.0657, which attests that the entity had a 0.0657% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Host Hotels Resorts, which you can use to evaluate the volatility of the firm. Please check out Host Hotels' Downside Deviation of 1.66, risk adjusted performance of 0.084, and Market Risk Adjusted Performance of (2.72) to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Host Hotels has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0673, 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. Host Hotels Resorts right now retains a risk of 1.69%. Please check out Host Hotels sortino ratio, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance , to decide if Host Hotels will be following its current trending patterns.
Auto-correlation | 0.24 |
Weak predictability
Host Hotels Resorts has weak predictability. Overlapping area represents the amount of predictability between Host Hotels time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Host Hotels Resorts price movement. The serial correlation of 0.24 indicates that over 24.0% of current Host Hotels price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
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 |
Currently Active Assets on Macroaxis
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 Correlation, Host Hotels Volatility and Host Hotels Alpha and Beta module to complement your research on Host Hotels. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
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.