Getlink SE (Germany) Market Value
| TNU3 Stock | EUR 15.34 0.06 0.39% |
| Symbol | Getlink |
Getlink SE '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 Getlink SE'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 Getlink SE.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Getlink SE on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Getlink SE or generate 0.0% return on investment in Getlink SE over 90 days. Getlink SE is related to or competes with Ubisoft Entertainment, Atresmedia Corporación, Jacquet Metal, MCEWEN MINING, Perseus Mining, AFRICAN MEDIA, and ADRIATIC METALS. Getlink SE engages in the design, finance, construction, and operation of fixed link infrastructure and transport system... More
Getlink SE 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 Getlink SE'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 Getlink SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.036 | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.21 |
Getlink SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Getlink SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Getlink SE's standard deviation. In reality, there are many statistical measures that can use Getlink SE historical prices to predict the future Getlink SE's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.1253 | |||
| Treynor Ratio | (1.48) |
Getlink SE Backtested Returns
At this point, Getlink SE is very steady. Getlink SE holds Efficiency (Sharpe) Ratio of 0.0392, which attests that the entity had a 0.0392 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Getlink SE, which you can use to evaluate the volatility of the firm. Please check out Getlink SE's Risk Adjusted Performance of (0.02), standard deviation of 1.45, and Market Risk Adjusted Performance of (1.47) to validate if the risk estimate we provide is consistent with the expected return of 0.0536%. Getlink SE has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0383, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Getlink SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Getlink SE is expected to be smaller as well. Getlink SE right now retains a risk of 1.37%. Please check out Getlink SE kurtosis, rate of daily change, and the relationship between the skewness and daily balance of power , to decide if Getlink SE will be following its current trending patterns.
Auto-correlation | 0.08 |
Virtually no predictability
Getlink SE has virtually no predictability. Overlapping area represents the amount of predictability between Getlink SE 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 Getlink SE price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Getlink SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Getlink SE lagged returns against current returns
Autocorrelation, which is Getlink SE 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 Getlink SE's stock expected returns. We can calculate the autocorrelation of Getlink SE returns to help us make a trade decision. For example, suppose you find that Getlink SE 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 |
Getlink SE 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 Getlink SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Getlink SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Getlink SE stock over time.
Current vs Lagged Prices |
| Timeline |
Getlink SE Lagged Returns
When evaluating Getlink SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Getlink SE stock have on its future price. Getlink SE 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, Getlink SE autocorrelation shows the relationship between Getlink SE stock current value and its past values and can show if there is a momentum factor associated with investing in Getlink SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Getlink Stock
Getlink SE financial ratios help investors to determine whether Getlink Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Getlink with respect to the benefits of owning Getlink SE security.