Jet2 Plc's market value is the price at which a share of Jet2 Plc trades on a public exchange. It measures the collective expectations of Jet2 plc investors about its performance. Jet2 Plc is trading at 19.25 as of the 27th of December 2025. This is a 3.83 percent increase since the beginning of the trading day. The stock's lowest day price was 18.88. With this module, you can estimate the performance of a buy and hold strategy of Jet2 plc and determine expected loss or profit from investing in Jet2 Plc over a given investment horizon. Check out Jet2 Plc Correlation, Jet2 Plc Volatility and Jet2 Plc Alpha and Beta module to complement your research on Jet2 Plc.
Please note, there is a significant difference between Jet2 Plc's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jet2 Plc is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jet2 Plc'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.
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.
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01/01/2025
No Change 0.00
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In 11 months and 26 days
12/27/2025
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If you would invest 0.00 in Jet2 Plc on January 1, 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 360 days. Jet2 Plc is related to or competes with TUI AG, Frasers Group, Pandox AB, Mazda, Berkeley Group, 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.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Jet2 Plc. Your research has to be compared to or analyzed against Jet2 Plc's peers to derive any actionable benefits. When done correctly, Jet2 Plc'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 Jet2 plc.
Jet2 plc Backtested Returns
At this point, Jet2 Plc is very steady. Jet2 plc holds Efficiency (Sharpe) Ratio of 0.0734, which attests that the entity had a 0.0734 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Jet2 plc, which you can use to evaluate the volatility of the firm. Please check out Jet2 Plc's Standard Deviation of 1.61, risk adjusted performance of 0.0022, and Market Risk Adjusted Performance of (0.23) to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Jet2 Plc has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0737, 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. Jet2 plc right now retains a risk of 1.62%. Please check out Jet2 Plc skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Jet2 Plc will be following its current trending patterns.
Auto-correlation
-0.53
Good reverse predictability
Jet2 plc has good reverse predictability. Overlapping area represents the amount of predictability between Jet2 Plc time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th 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 Jet2 plc price movement. The serial correlation of -0.53 indicates that about 53.0% of current Jet2 Plc price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.53
Spearman Rank Test
-0.42
Residual Average
0.0
Price Variance
5.76
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.
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.