Trajano Iberia (Spain) Market Value
| YTRA Stock | EUR 3.12 0.04 1.30% |
| Symbol | Trajano |
Trajano Iberia '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 Trajano Iberia'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 Trajano Iberia.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Trajano Iberia on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Trajano Iberia Socimi or generate 0.0% return on investment in Trajano Iberia over 90 days. Trajano Iberia is related to or competes with Energy Solar, Biotechnology Assets, Ebro Foods, and Atrys Health. More
Trajano Iberia 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 Trajano Iberia'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 Trajano Iberia Socimi upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 32.17 | |||
| Information Ratio | 0.1179 | |||
| Maximum Drawdown | 94.97 | |||
| Value At Risk | (36.67) | |||
| Potential Upside | 57.89 |
Trajano Iberia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trajano Iberia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Trajano Iberia's standard deviation. In reality, there are many statistical measures that can use Trajano Iberia historical prices to predict the future Trajano Iberia's volatility.| Risk Adjusted Performance | 0.1084 | |||
| Jensen Alpha | 2.65 | |||
| Total Risk Alpha | 5.33 | |||
| Sortino Ratio | 0.0819 | |||
| Treynor Ratio | 2.31 |
Trajano Iberia Socimi Backtested Returns
Trajano Iberia is abnormally volatile given 3 months investment horizon. Trajano Iberia Socimi owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 2.76% are justified by taking the suggested risk. Use Trajano Iberia Socimi Risk Adjusted Performance of 0.1084, coefficient of variation of 881.46, and Semi Deviation of 12.69 to evaluate company specific risk that cannot be diversified away. Trajano Iberia holds a performance score of 9 on a scale of zero to a hundred. The entity has a beta of 1.09, which indicates a somewhat significant risk relative to the market. Trajano Iberia returns are very sensitive to returns on the market. As the market goes up or down, Trajano Iberia is expected to follow. Use Trajano Iberia Socimi information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to analyze future returns on Trajano Iberia Socimi.
Auto-correlation | 0.13 |
Insignificant predictability
Trajano Iberia Socimi has insignificant predictability. Overlapping area represents the amount of predictability between Trajano Iberia 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 Trajano Iberia Socimi price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Trajano Iberia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Trajano Iberia Socimi lagged returns against current returns
Autocorrelation, which is Trajano Iberia 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 Trajano Iberia's stock expected returns. We can calculate the autocorrelation of Trajano Iberia returns to help us make a trade decision. For example, suppose you find that Trajano Iberia 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 |
Trajano Iberia 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 Trajano Iberia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Trajano Iberia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Trajano Iberia stock over time.
Current vs Lagged Prices |
| Timeline |
Trajano Iberia Lagged Returns
When evaluating Trajano Iberia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Trajano Iberia stock have on its future price. Trajano Iberia 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, Trajano Iberia autocorrelation shows the relationship between Trajano Iberia stock current value and its past values and can show if there is a momentum factor associated with investing in Trajano Iberia Socimi.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Trajano Stock
Trajano Iberia financial ratios help investors to determine whether Trajano 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 Trajano with respect to the benefits of owning Trajano Iberia security.