Controladora Vuela (Germany) Market Value

2CDA Stock  EUR 7.55  0.05  0.66%   
Controladora Vuela's market value is the price at which a share of Controladora Vuela trades on a public exchange. It measures the collective expectations of Controladora Vuela Compaa investors about its performance. Controladora Vuela is trading at 7.55 as of the 22nd of December 2024. This is a 0.66 percent down since the beginning of the trading day. The stock's lowest day price was 7.55.
With this module, you can estimate the performance of a buy and hold strategy of Controladora Vuela Compaa and determine expected loss or profit from investing in Controladora Vuela over a given investment horizon. Check out Controladora Vuela Correlation, Controladora Vuela Volatility and Controladora Vuela Alpha and Beta module to complement your research on Controladora Vuela.
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Please note, there is a significant difference between Controladora Vuela's value and its price as these two are different measures arrived at by different means. Investors typically determine if Controladora Vuela is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Controladora Vuela's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Controladora Vuela '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 Controladora Vuela'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 Controladora Vuela.
0.00
10/23/2024
No Change 0.00  0.0 
In 2 months and 2 days
12/22/2024
0.00
If you would invest  0.00  in Controladora Vuela on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Controladora Vuela Compaa or generate 0.0% return on investment in Controladora Vuela over 60 days. Controladora Vuela is related to or competes with Delta Air, Air China, AIR CHINA, RYANAIR HLDGS, Southwest Airlines, China Southern, and Ryanair Holdings. Controladora Vuela Compaa de Aviacin, S.A.B More

Controladora Vuela 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 Controladora Vuela'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 Controladora Vuela Compaa upside and downside potential and time the market with a certain degree of confidence.

Controladora Vuela Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Controladora Vuela's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Controladora Vuela's standard deviation. In reality, there are many statistical measures that can use Controladora Vuela historical prices to predict the future Controladora Vuela's volatility.
Hype
Prediction
LowEstimatedHigh
5.507.559.60
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Intrinsic
Valuation
LowRealHigh
5.057.109.15
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as Controladora Vuela. Your research has to be compared to or analyzed against Controladora Vuela's peers to derive any actionable benefits. When done correctly, Controladora Vuela's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Controladora Vuela Compaa.

Controladora Vuela Compaa Backtested Returns

Controladora Vuela appears to be somewhat reliable, given 3 months investment horizon. Controladora Vuela Compaa secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Controladora Vuela Compaa, which you can use to evaluate the volatility of the firm. Please makes use of Controladora Vuela's Downside Deviation of 2.0, mean deviation of 1.59, and Risk Adjusted Performance of 0.1625 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Controladora Vuela holds a performance score of 16. The firm shows a Beta (market volatility) of -0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Controladora Vuela are expected to decrease at a much lower rate. During the bear market, Controladora Vuela is likely to outperform the market. Please check Controladora Vuela's downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Controladora Vuela's price patterns will revert.

Auto-correlation

    
  0.68  

Good predictability

Controladora Vuela Compaa has good predictability. Overlapping area represents the amount of predictability between Controladora Vuela time series from 23rd of October 2024 to 22nd of November 2024 and 22nd of November 2024 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Controladora Vuela Compaa price movement. The serial correlation of 0.68 indicates that around 68.0% of current Controladora Vuela price fluctuation can be explain by its past prices.
Correlation Coefficient0.68
Spearman Rank Test0.68
Residual Average0.0
Price Variance0.07

Controladora Vuela Compaa lagged returns against current returns

Autocorrelation, which is Controladora Vuela 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 Controladora Vuela's stock expected returns. We can calculate the autocorrelation of Controladora Vuela returns to help us make a trade decision. For example, suppose you find that Controladora Vuela 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.
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Controladora Vuela 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 Controladora Vuela stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Controladora Vuela stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Controladora Vuela stock over time.
   Current vs Lagged Prices   
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Controladora Vuela Lagged Returns

When evaluating Controladora Vuela's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Controladora Vuela stock have on its future price. Controladora Vuela 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, Controladora Vuela autocorrelation shows the relationship between Controladora Vuela stock current value and its past values and can show if there is a momentum factor associated with investing in Controladora Vuela Compaa.
   Regressed Prices   
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Other Information on Investing in Controladora Stock

Controladora Vuela financial ratios help investors to determine whether Controladora 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 Controladora with respect to the benefits of owning Controladora Vuela security.