Amadeus It Group Stock Market Value
| AMADF Stock | USD 75.39 2.57 3.53% |
| 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.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Amadeus IT on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Amadeus IT Group or generate 0.0% return on investment in Amadeus IT over 570 days. Amadeus IT is related to or competes with Adidas AG, Toyota Industries, Adidas AG, Toyota Industries, Carnival Plc, Haier Smart, and Haier Smart. 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 Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.97 | |||
| Value At Risk | (4.32) | |||
| Potential Upside | 4.42 |
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 | 0.0071 | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.01) |
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 Group Backtested Returns
Amadeus IT Group secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. Amadeus IT Group exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amadeus IT's risk adjusted performance of 0.0071, and Mean Deviation of 2.17 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.2, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Amadeus IT will likely underperform. At this point, Amadeus IT Group has a negative expected return of -0.0159%. Please make sure to confirm Amadeus IT's coefficient of variation, value at risk, rate of daily change, as well as the relationship between the total risk alpha and kurtosis , to decide if Amadeus IT Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.23 |
Weak reverse predictability
Amadeus IT Group has weak reverse predictability. Overlapping area represents the amount of predictability between Amadeus IT time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st of December 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 Group price movement. The serial correlation of -0.23 indicates that over 23.0% of current Amadeus IT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 16.52 |
Amadeus IT Group 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 Group.
Regressed Prices |
| Timeline |
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Other Information on Investing in Amadeus Pink Sheet
Amadeus IT financial ratios help investors to determine whether Amadeus Pink Sheet 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 Amadeus with respect to the benefits of owning Amadeus IT security.