Booking Holdings (Germany) Market Value
| PCE1 Stock | EUR 3,982 4.00 0.10% |
| Symbol | Booking |
Booking Holdings '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 Booking Holdings' 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 Booking Holdings.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Booking Holdings on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Booking Holdings or generate 0.0% return on investment in Booking Holdings over 90 days. Booking Holdings is related to or competes with Oriental Land, ANTA Sports, Li Ning, Trip Group, Royal Caribbean, and SHIMANO INC. Booking Holdings Inc. provides online travel and related services in Europe, North America, South America, the Asia-Paci... More
Booking Holdings 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 Booking Holdings' 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 Booking Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 11.53 | |||
| Value At Risk | (4.27) | |||
| Potential Upside | 2.26 |
Booking Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Booking Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Booking Holdings' standard deviation. In reality, there are many statistical measures that can use Booking Holdings historical prices to predict the future Booking Holdings' volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 1.15 |
Booking Holdings Backtested Returns
Booking Holdings secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16 % return per unit of risk over the last 3 months. Booking Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Booking Holdings' Mean Deviation of 1.55, standard deviation of 2.01, and Risk Adjusted Performance of (0.14) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Booking Holdings are expected to decrease at a much lower rate. During the bear market, Booking Holdings is likely to outperform the market. At this point, Booking Holdings has a negative expected return of -0.34%. Please make sure to confirm Booking Holdings' maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Booking Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.27 |
Poor predictability
Booking Holdings has poor predictability. Overlapping area represents the amount of predictability between Booking Holdings time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Booking Holdings price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Booking Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 53.2 K |
Booking Holdings lagged returns against current returns
Autocorrelation, which is Booking Holdings 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 Booking Holdings' stock expected returns. We can calculate the autocorrelation of Booking Holdings returns to help us make a trade decision. For example, suppose you find that Booking Holdings 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 |
Booking Holdings 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 Booking Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Booking Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Booking Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Booking Holdings Lagged Returns
When evaluating Booking Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Booking Holdings stock have on its future price. Booking Holdings 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, Booking Holdings autocorrelation shows the relationship between Booking Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Booking Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Booking Stock
When determining whether Booking Holdings is a strong investment it is important to analyze Booking Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Booking Holdings' future performance. For an informed investment choice regarding Booking Stock, refer to the following important reports:Check out Booking Holdings Correlation, Booking Holdings Volatility and Booking Holdings Alpha and Beta module to complement your research on Booking Holdings. For more detail on how to invest in Booking Stock please use our How to Invest in Booking Holdings guide.You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Booking Holdings 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.