Park Hotels (Germany) Alpha and Beta Analysis
| HIP Stock | EUR 14.50 0.10 0.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Park Hotels Resorts. It also helps investors analyze the systematic and unsystematic risks associated with investing in Park Hotels over a specified time horizon. Remember, high Park 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 Park Hotels' market risk premium analysis include:
Beta 0.0077 | Alpha 0.12 | Risk 1.96 | Sharpe Ratio 0.0923 | Expected Return 0.18 |
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.
Park |
Park Hotels Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Park Hotels market risk premium is the additional return an investor will receive from holding Park 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 Park 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 Park Hotels' performance over market.| α | 0.12 | β | 0.01 |
Park 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 Park Hotels' Buy-and-hold return. Our buy-and-hold chart shows how Park Hotels performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Park Hotels Market Price Analysis
Market price analysis indicators help investors to evaluate how Park 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 Park Hotels shares will generate the highest return on investment. By understating and applying Park Hotels stock market price indicators, traders can identify Park Hotels position entry and exit signals to maximize returns.
Park Hotels Return and Market Media
The median price of Park Hotels for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 13.0 with a coefficient of variation of 4.98. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 13.18, and mean deviation of 0.54. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Park 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 Park or other stocks. Alpha measures the amount that position in Park 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 Park 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, Park Hotels' short interest history, or implied volatility extrapolated from Park Hotels options trading.
Build Portfolio with Park Hotels
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Information and Resources on Investing in Park Stock
When determining whether Park 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 Park 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 Park Hotels Resorts Stock. Highlighted below are key reports to facilitate an investment decision about Park Hotels Resorts Stock:Check out Park Hotels Backtesting, Park Hotels Valuation, Park Hotels Correlation, Park Hotels Hype Analysis, Park Hotels Volatility, Park Hotels History and analyze Park Hotels Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Park 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.