Hyatt Hotels Stock Alpha and Beta Analysis

H Stock  USD 160.84  1.52  0.95%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hyatt Hotels. It also helps investors analyze the systematic and unsystematic risks associated with investing in Hyatt Hotels over a specified time horizon. Remember, high Hyatt 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 Hyatt Hotels' market risk premium analysis include:
Beta
1.67
Alpha
0.12
Risk
1.86
Sharpe Ratio
0.2
Expected Return
0.36
Please note that although Hyatt Hotels alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Hyatt Hotels did 0.12  better 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 stock's relative risk over its benchmark. Hyatt Hotels has a beta of 1.67  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hyatt Hotels will likely underperform. As of now, Hyatt Hotels' Price Book Value Ratio is increasing as compared to previous years. The Hyatt Hotels' current Price Fair Value is estimated to increase to 4.03, while Enterprise Value Multiple is projected to decrease to 18.42.

Hyatt Hotels Quarterly Cash And Equivalents

701 Million

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.
  
Check out Hyatt Hotels Backtesting, Hyatt Hotels Valuation, Hyatt Hotels Correlation, Hyatt Hotels Hype Analysis, Hyatt Hotels Volatility, Hyatt Hotels History and analyze Hyatt Hotels Performance.
For more detail on how to invest in Hyatt Stock please use our How to Invest in Hyatt Hotels guide.

Hyatt Hotels Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Hyatt Hotels market risk premium is the additional return an investor will receive from holding Hyatt 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 Hyatt 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 Hyatt Hotels' performance over market.
α0.12   β1.67

Hyatt 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 Hyatt Hotels' Buy-and-hold return. Our buy-and-hold chart shows how Hyatt Hotels performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Hyatt Hotels Market Price Analysis

Market price analysis indicators help investors to evaluate how Hyatt 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 Hyatt Hotels shares will generate the highest return on investment. By understating and applying Hyatt Hotels stock market price indicators, traders can identify Hyatt Hotels position entry and exit signals to maximize returns.

Hyatt Hotels Return and Market Media

The median price of Hyatt Hotels for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 131.01 with a coefficient of variation of 9.22. The daily time series for the period is distributed with a sample standard deviation of 12.87, arithmetic mean of 139.53, and mean deviation of 12.09. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Hyatt Hotels Corp Achieves Record Fee Revenue and Cash Flow in 2023
02/23/2024
2
JAKKS Pacific to Report Q4 Earnings Heres What to Expect
02/27/2024
3
Disposition of 2080 shares by Peter Sears of Hyatt Hotels at 159.51 subject to Rule 16b-3
03/06/2024
4
Hyatt Hotels Stock Rating Upgraded by StockNews.com
03/11/2024
 
Hyatt Hotels dividend paid on 12th of March 2024
03/12/2024
6
Stride Partners with APUS to Provide Affordable Education
03/13/2024
7
Marriott Vacations Worldwide Completes 430 Million Term Securitization
03/14/2024
8
Skillz Q4 Earnings Top Estimates, Revenues Lag, Down YY
03/15/2024
9
Disposition of 3402 shares by David Udell of Hyatt Hotels at 157.0 subject to Rule 16b-3
03/19/2024
10
Disposition of 1000 shares by Margaret Egan of Hyatt Hotels at 157.78 subject to Rule 16b-3
03/20/2024
11
Disposition of 217754 shares by 1740 34fd2 of Hyatt Hotels subject to Rule 16b-3
03/22/2024
12
Academy Sports Expands in North Carolina and Indiana
03/27/2024

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 financial instruments including Hyatt or other stocks. 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.
 2021 2023 2024 (projected)
Dividend Yield0.0034360.0030920.002805
Price To Sales Ratio3.292.041.52

Hyatt Hotels Upcoming Company Events

As portrayed in its financial statements, the presentation of Hyatt Hotels' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Hyatt Hotels' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Hyatt Hotels' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Hyatt Hotels. Please utilize our Beneish M Score to check the likelihood of Hyatt Hotels' management manipulating its earnings.
15th of February 2024
Upcoming Quarterly Report
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2nd of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
View
15th of February 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
View
31st of December 2022
Last Financial Announcement
View

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When determining whether Hyatt Hotels offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Hyatt Hotels' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Hyatt Hotels Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Hyatt Hotels Stock:
Check out Hyatt Hotels Backtesting, Hyatt Hotels Valuation, Hyatt Hotels Correlation, Hyatt Hotels Hype Analysis, Hyatt Hotels Volatility, Hyatt Hotels History and analyze Hyatt Hotels Performance.
For more detail on how to invest in Hyatt Stock please use our How to Invest in Hyatt Hotels guide.
Note that the Hyatt Hotels information on this page should be used as a complementary analysis to other Hyatt Hotels' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

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When running Hyatt Hotels' price analysis, check to measure Hyatt 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 Hyatt Hotels is operating at the current time. Most of Hyatt Hotels' value examination focuses on studying past and present price action to predict the probability of Hyatt Hotels' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hyatt Hotels' price. Additionally, you may evaluate how the addition of Hyatt Hotels to your portfolios can decrease your overall portfolio volatility.
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Hyatt 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.
A focus of Hyatt Hotels technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Hyatt Hotels trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...