Hyatt Stock Alpha and Beta Analysis


USD 95.13  2.40  2.59%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Hyatt Hotels Corp. 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.
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.
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., DOW 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 Corp stock's relative risk over its benchmark. Hyatt Hotels Corp has a beta of 1.51  . Let's try to break down what Hyatt's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Hyatt Hotels will likely underperform.
Hyatt Hotels Enterprise Value over EBITDA is most likely to drop slightly in the upcoming years. The last year's value of Enterprise Value over EBITDA was reported at 21.12. The current Tangible Assets Book Value per Share is estimated to increase to 70.02, while Price to Book Value is projected to decrease to 2.70.
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.

Hyatt Hotels Quarterly Book Value per Share


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   β1.51
90 days against DJI

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 Thu, May 19, 2022 and Wed, Aug 17, 2022 is 81.06 with a coefficient of variation of 7.76. The daily time series for the period is distributed with a sample standard deviation of 6.35, arithmetic mean of 81.83, and mean deviation of 5.21. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Sale by Susan Kronick of 1993 shares of Hyatt Hotels05/23/2022
Unclassified Event05/24/2022
Sale by Michael Rocca of 3000 shares of Hyatt Hotels06/03/2022
Financial Statements06/06/2022
Hyatt Hotels An Opportunity In A Larger Operating Capacity -...06/08/2022
Exercise or conversion by Mark Vondrasek of 14780 shares of ...06/09/2022
Acquisition by Jason Pritzker of 259 shares of Hyatt Hotels ...06/17/2022
EPS Estimate06/30/2022
Is Pebblebrook Hotel Trust a Stock to Watch After Losing -3....07/06/2022
Hyatt Hotels Aims To Double Number Of Blacks In Leadership P...07/22/2022
SUNSTONE HOTEL INVESTORS, INC. Managements Discussion and An...08/03/2022
Marriott Vacations Worldwide Reports Second Quarter 2022 Fin...08/08/2022
EPS Reported08/09/2022
World of Hyatt Bonus Journeys is Back with Two Ways to Earn ...08/16/2022

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 Corp 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 2022 (projected)
Long Term Debt to Equity1.111.2
Interest Coverage6.477.23

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.
Upcoming Quarterly Report16th of February 2022
Next Financial Report3rd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End16th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Hyatt 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

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
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. Note that the Hyatt Hotels Corp 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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

Complementary Tools for Hyatt Stock analysis

When running Hyatt Hotels Corp 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 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.
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
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...