Hilton Grand Vacations Stock Market Value
| HGV Stock | USD 44.41 0.38 0.85% |
| Symbol | Hilton |
Hilton Grand Vacations Price To Book Ratio
Is Hilton Grand's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Hilton Grand. If investors know Hilton will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Hilton Grand listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.07) | Earnings Share 2.8 | Revenue Per Share 32.625 | Quarterly Revenue Growth 0.013 | Return On Assets 0.0537 |
The market value of Hilton Grand Vacations is measured differently than its book value, which is the value of Hilton that is recorded on the company's balance sheet. Investors also form their own opinion of Hilton Grand's value that differs from its market value or its book value, called intrinsic value, which is Hilton Grand's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Hilton Grand's market value can be influenced by many factors that don't directly affect Hilton Grand's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Hilton Grand's value and its price as these two are different measures arrived at by different means. Investors typically determine if Hilton Grand is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Hilton Grand's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Hilton Grand '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 Hilton Grand's 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 Hilton Grand.
| 03/27/2024 |
| 04/26/2024 |
If you would invest 0.00 in Hilton Grand on March 27, 2024 and sell it all today you would earn a total of 0.00 from holding Hilton Grand Vacations or generate 0.0% return on investment in Hilton Grand over 30 days. Hilton Grand is related to or competes with Yatra Online, Despegar Corp, Mondee Holdings, MakeMyTrip, and TripAdvisor. Hilton Grand Vacations Inc., a timeshare company, develops, markets, sells, and manages vacation ownership resorts prima... More
Hilton Grand 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 Hilton Grand's 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 Hilton Grand Vacations upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | 0.0147 | |||
| Maximum Drawdown | 11.16 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 3.38 |
Hilton Grand Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hilton Grand's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Hilton Grand's standard deviation. In reality, there are many statistical measures that can use Hilton Grand historical prices to predict the future Hilton Grand's volatility.| Risk Adjusted Performance | 0.043 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0132 | |||
| Treynor Ratio | 0.0598 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Hilton Grand's 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.
Hilton Grand Vacations Backtested Returns
We consider Hilton Grand very steady. Hilton Grand Vacations holds Efficiency (Sharpe) Ratio of 0.0293, which attests that the entity had a 0.0293% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Hilton Grand Vacations, which you can use to evaluate the volatility of the firm. Please check out Hilton Grand's Downside Deviation of 2.27, risk adjusted performance of 0.043, and Market Risk Adjusted Performance of 0.0698 to validate if the risk estimate we provide is consistent with the expected return of 0.0609%. Hilton Grand has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.8, which attests to 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, Hilton Grand will likely underperform. Hilton Grand Vacations right now retains a risk of 2.08%. Please check out Hilton Grand semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Hilton Grand will be following its current trending patterns.
Auto-correlation | 0.14 |
Insignificant predictability
Hilton Grand Vacations has insignificant predictability. Overlapping area represents the amount of predictability between Hilton Grand time series from 27th of March 2024 to 11th of April 2024 and 11th of April 2024 to 26th of April 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 Hilton Grand Vacations price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Hilton Grand price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.53 |
Hilton Grand Vacations lagged returns against current returns
Autocorrelation, which is Hilton Grand 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 Hilton Grand's stock expected returns. We can calculate the autocorrelation of Hilton Grand returns to help us make a trade decision. For example, suppose you find that Hilton Grand 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 |
Hilton Grand 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 Hilton Grand stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Hilton Grand stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Hilton Grand stock over time.
Current vs Lagged Prices |
| Timeline |
Hilton Grand Lagged Returns
When evaluating Hilton Grand's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Hilton Grand stock have on its future price. Hilton Grand 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, Hilton Grand autocorrelation shows the relationship between Hilton Grand stock current value and its past values and can show if there is a momentum factor associated with investing in Hilton Grand Vacations.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Hilton Grand Correlation, Hilton Grand Volatility and Hilton Grand Alpha and Beta module to complement your research on Hilton Grand. Note that the Hilton Grand Vacations information on this page should be used as a complementary analysis to other Hilton Grand's 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 Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Complementary Tools for Hilton Stock analysis
When running Hilton Grand's price analysis, check to measure Hilton Grand's 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 Hilton Grand is operating at the current time. Most of Hilton Grand's value examination focuses on studying past and present price action to predict the probability of Hilton Grand's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Hilton Grand's price. Additionally, you may evaluate how the addition of Hilton Grand to your portfolios can decrease your overall portfolio volatility.
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Hilton Grand 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.