Jet2 Plc Stock Market Value
| DRTGF Stock | USD 17.15 0.15 0.88% |
| Symbol | Jet2 |
Jet2 Plc '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 Jet2 Plc'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 Jet2 Plc.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Jet2 Plc on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Jet2 plc or generate 0.0% return on investment in Jet2 Plc over 30 days. Jet2 Plc is related to or competes with TUI AG, Frasers Group, Pandox AB, Mazda, Berkeley, Zhongsheng Group, and Bellway Plc. Jet2 plc, together with its subsidiaries, engages in the leisure travel business in the United Kingdom More
Jet2 Plc 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 Jet2 Plc'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 Jet2 plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 17.03 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 0.9676 |
Jet2 Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jet2 Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jet2 Plc's standard deviation. In reality, there are many statistical measures that can use Jet2 Plc historical prices to predict the future Jet2 Plc's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.21) |
Jet2 plc Backtested Returns
Jet2 plc holds Efficiency (Sharpe) Ratio of -0.0118, which attests that the entity had a -0.0118 % return per unit of risk over the last 3 months. Jet2 plc exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jet2 Plc's insignificant Risk Adjusted Performance, market risk adjusted performance of (0.20), and Standard Deviation of 1.87 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jet2 Plc's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jet2 Plc is expected to be smaller as well. At this point, Jet2 plc has a negative expected return of -0.0221%. Please make sure to check out Jet2 Plc's jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Jet2 plc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.67 |
Very good reverse predictability
Jet2 plc has very good reverse predictability. Overlapping area represents the amount of predictability between Jet2 Plc time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Jet2 plc price movement. The serial correlation of -0.67 indicates that around 67.0% of current Jet2 Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 1.12 |
Jet2 plc lagged returns against current returns
Autocorrelation, which is Jet2 Plc 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 Jet2 Plc's pink sheet expected returns. We can calculate the autocorrelation of Jet2 Plc returns to help us make a trade decision. For example, suppose you find that Jet2 Plc 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 |
Jet2 Plc 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 Jet2 Plc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jet2 Plc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jet2 Plc pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Jet2 Plc Lagged Returns
When evaluating Jet2 Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jet2 Plc pink sheet have on its future price. Jet2 Plc 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, Jet2 Plc autocorrelation shows the relationship between Jet2 Plc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Jet2 plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Jet2 Pink Sheet
Jet2 Plc financial ratios help investors to determine whether Jet2 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 Jet2 with respect to the benefits of owning Jet2 Plc security.