Amadeus It Holding Stock Market Value
| AMADY Stock | USD 79.08 1.17 1.46% |
| Symbol | Amadeus |
Amadeus IT '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 Amadeus IT's pink sheet 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 Amadeus IT.
| 12/26/2024 |
| 03/26/2025 |
If you would invest 0.00 in Amadeus IT on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Amadeus IT Holding or generate 0.0% return on investment in Amadeus IT over 90 days. Amadeus IT is related to or competes with Yatra Online, MakeMyTrip, Tuniu Corp, Amadeus IT, Airbnb, SosTravel SPA, and TUI AG. Amadeus IT Group, S.A., together with its subsidiaries, operates as a transaction processor for the travel and tourism i... More
Amadeus IT 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 Amadeus IT's pink sheet 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 Amadeus IT Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.1062 | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 2.61 |
Amadeus IT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amadeus IT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amadeus IT's standard deviation. In reality, there are many statistical measures that can use Amadeus IT historical prices to predict the future Amadeus IT's volatility.| Risk Adjusted Performance | 0.1012 | |||
| Jensen Alpha | 0.16 | |||
| Total Risk Alpha | 0.1552 | |||
| Sortino Ratio | 0.1208 | |||
| Treynor Ratio | 3.34 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Amadeus IT'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.
Amadeus IT Holding Backtested Returns
At this stage we consider Amadeus Pink Sheet to be very steady. Amadeus IT Holding secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Amadeus IT Holding, which you can use to evaluate the volatility of the firm. Please confirm Amadeus IT's risk adjusted performance of 0.1012, and Mean Deviation of 1.18 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. Amadeus IT has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0479, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amadeus IT's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amadeus IT is expected to be smaller as well. Amadeus IT Holding right now shows a risk of 1.52%. Please confirm Amadeus IT Holding coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Amadeus IT Holding will be following its price patterns.
Auto-correlation | 0.47 |
Average predictability
Amadeus IT Holding has average predictability. Overlapping area represents the amount of predictability between Amadeus IT time series from 26th of December 2024 to 9th of February 2025 and 9th of February 2025 to 26th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Amadeus IT Holding price movement. The serial correlation of 0.47 indicates that about 47.0% of current Amadeus IT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 7.89 |
Amadeus IT Holding lagged returns against current returns
Autocorrelation, which is Amadeus IT pink sheet'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 Amadeus IT's pink sheet expected returns. We can calculate the autocorrelation of Amadeus IT returns to help us make a trade decision. For example, suppose you find that Amadeus IT has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Amadeus IT 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 Amadeus IT pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amadeus IT pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amadeus IT pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Amadeus IT Lagged Returns
When evaluating Amadeus IT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amadeus IT pink sheet have on its future price. Amadeus IT 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, Amadeus IT autocorrelation shows the relationship between Amadeus IT pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Amadeus IT Holding.
Regressed Prices |
| Timeline |
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Additional Tools for Amadeus Pink Sheet Analysis
When running Amadeus IT's price analysis, check to measure Amadeus IT'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 Amadeus IT is operating at the current time. Most of Amadeus IT's value examination focuses on studying past and present price action to predict the probability of Amadeus IT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amadeus IT's price. Additionally, you may evaluate how the addition of Amadeus IT to your portfolios can decrease your overall portfolio volatility.