Hyatt Alpha and Beta Analysis

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H -- USA Stock  

Fiscal Quarter End: 30th of June 2020  

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including Hyatt Hotels, as well as systematic risk associated with investing in Hyatt Hotels over a specified time horizon. Please check Hyatt Hotels Backtesting, Hyatt Hotels Valuation, Hyatt Hotels Correlation, Hyatt Hotels Hype Analysis, Hyatt Hotels Volatility, Hyatt Hotels History and analyze Hyatt Hotels Performance.

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Please note that although Hyatt Hotels alpha is a measure of relative return and represented here as a single number, it actually indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Hyatt Hotels did 0.49  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Hyatt Hotels relative risk over its benchmark. Hyatt Hotels has beta of 0.89  . Hyatt Hotels returns are very sensitive to returns on the market. As market goes up or down, Hyatt Hotels is expected to follow. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt 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 a benchmark but still not compensate for the assumption of the volatility risk.

Hyatt Hotels Market Premiums

α-0.49   β0.89
30 days against DJI

Hyatt Hotels expected buy-and-hold returns

Hyatt Hotels Market Price Analysis

Hyatt Hotels Return and Market Media

The median price of Hyatt Hotels for the period between Wed, Feb 26, 2020 and Tue, May 26, 2020 is 53.16 with a coefficient of variation of 22.0. The daily time series for the period is distributed with a sample standard deviation of 12.38, arithmetic mean of 56.26, and mean deviation of 9.1. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Hyatt Hotels exotic insider transaction detected02/28/2020
2
Hyatt Hotels exotic insider transaction detected03/02/2020
3
Hyatt Hotels exotic insider transaction detected03/03/2020
4
Payment of 4777 shares by Mark Hoplamazian of Hyatt Hotels s...03/04/2020
5
Exercise or conversion by Wallis John of 9876 shares of Hyat...03/05/2020
6
Sale by Jnp Parachute Mirror Trust L of 175615 shares of Hya...03/09/2020
7
Payment of 1299 shares by Peter Sears of Hyatt Hotels subjec...03/10/2020
8
Acquisition by Pamela Nicholson of 386 shares of Hyatt Hotel...03/12/2020
9
Exercise or conversion by Mark Hoplamazian of 7918 shares of...03/16/2020
10
Acquisition by Jason Pritzker of 386 shares of Hyatt Hotels ...03/17/2020
11
Exercise or conversion by Joan Bottarini of 1465 shares of H...03/18/2020
12
Exercise or conversion by H Floyd of 8885 shares of Hyatt Ho...03/19/2020
13
Exercise or conversion by Stephen Haggerty of 7151 shares of...03/20/2020
14
Acquisition or disposition of Hyatt Hotels securities by 174...03/23/2020
15
Acquisition by Malaika Myers of 30405 shares of Hyatt Hotels...03/24/2020
16
Exercise or conversion by Mark Hoplamazian of 61121 shares o...03/25/2020
17
Acquisition by Joan Bottarini of 54054 shares of Hyatt Hotel...03/26/2020
18
Exercise or conversion by Michael Rocca of tradable shares o...04/02/2020
19
Exercise or conversion by Joan Bottarini of 928 shares of Hy...04/03/2020
20
Exercise or conversion by Maryam Banikarim of 8783 shares of...04/06/2020
21
Sale by Burlington Trustoregon Trust 103 of 3779 shares of H...04/07/2020
22
Hyatt Hotels exotic insider transaction detected04/09/2020
23
Hyatt Hotels exotic insider transaction detected04/15/2020
24
Why Investors Rotating Towards Hyatt Hotels Corporation , Co...04/17/2020
25
Hyatt Hotels exotic insider transaction detected04/20/2020
26
Acquisition by Richard Tuttle of 214 shares of Hyatt Hotels ...04/21/2020
27
Sale by Robert Webb of 3000 shares of Hyatt Hotels04/23/2020
28
Financial Statements04/24/2020
29
Acquisition or disposition of Hyatt Hotels securities by Tru...04/27/2020
30
Acquisition by Mark Hoplamazian of 267454 shares of Hyatt Ho...04/28/2020
31
Hyatt Hotels exotic insider transaction detected04/30/2020
32
Exercise or conversion by David Udell of 794 shares of Hyatt...05/05/2020
33
Payment of tradable shares by Peter Fulton of Hyatt Hotels s...05/06/2020
34
Acquisition by Rena Reiss of 4015 shares of Hyatt Hotels sub...05/08/2020
35
Hyatt Hotels Corporation - Consensus Indicates Potential 20....05/11/2020
36
Exercise or conversion by Thomas Pritzker of 119707 shares o...05/12/2020
37
Acquisition or disposition of Hyatt Hotels securities by Set...05/13/2020
38
Sale by Mark Vondrasek of 2561 shares of Hyatt Hotels05/15/2020
39
Exercise or conversion by Margaret Egan of 728 shares of Hya...05/18/2020
40
Hyatt Hotels exotic insider transaction detected05/19/2020
41
Exercise or conversion by Peter Fulton of 1362 shares of Hya...05/20/2020
42
Payment of 620 shares by Wallis John of Hyatt Hotels subject...05/21/2020
43
Sale by Featherman H Co Lp of 132561 shares of Hyatt Hotels05/22/2020
44
Payment of tradable shares by Peter Fulton of Hyatt Hotels s...05/26/2020

About Hyatt 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Hyatt Hotels 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.

Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page