TripAdvisor (Germany) Market Value
| T6A Stock | EUR 13.27 0.02 0.15% |
| Symbol | TripAdvisor |
TripAdvisor '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 TripAdvisor'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 TripAdvisor.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in TripAdvisor on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding TripAdvisor or generate 0.0% return on investment in TripAdvisor over 30 days. TripAdvisor is related to or competes with United Utilities, Thai Beverage, National Beverage, Astral Foods, Tyson Foods, PACIFIC ONLINE, and Gruppo Mutuionline. It operates in two segments, Hotels, Media Platform and Experiences Dining More
TripAdvisor 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 TripAdvisor'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 TripAdvisor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.58 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 11.4 | |||
| Value At Risk | (3.90) | |||
| Potential Upside | 3.72 |
TripAdvisor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TripAdvisor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TripAdvisor's standard deviation. In reality, there are many statistical measures that can use TripAdvisor historical prices to predict the future TripAdvisor's volatility.| Risk Adjusted Performance | 0.0235 | |||
| Jensen Alpha | (0.0004) | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.1264 |
TripAdvisor Backtested Returns
At this point, TripAdvisor is not too volatile. TripAdvisor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0268, which indicates the firm had a 0.0268% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for TripAdvisor, which you can use to evaluate the volatility of the company. Please validate TripAdvisor's Coefficient Of Variation of 4566.84, risk adjusted performance of 0.0235, and Semi Deviation of 2.52 to confirm if the risk estimate we provide is consistent with the expected return of 0.0639%. TripAdvisor has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TripAdvisor's returns are expected to increase less than the market. However, during the bear market, the loss of holding TripAdvisor is expected to be smaller as well. TripAdvisor right now has a risk of 2.39%. Please validate TripAdvisor information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if TripAdvisor will be following its existing price patterns.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
TripAdvisor has almost perfect reverse predictability. Overlapping area represents the amount of predictability between TripAdvisor time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 TripAdvisor price movement. The serial correlation of -0.78 indicates that around 78.0% of current TripAdvisor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
TripAdvisor lagged returns against current returns
Autocorrelation, which is TripAdvisor 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 TripAdvisor's stock expected returns. We can calculate the autocorrelation of TripAdvisor returns to help us make a trade decision. For example, suppose you find that TripAdvisor 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 |
TripAdvisor 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 TripAdvisor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TripAdvisor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TripAdvisor stock over time.
Current vs Lagged Prices |
| Timeline |
TripAdvisor Lagged Returns
When evaluating TripAdvisor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TripAdvisor stock have on its future price. TripAdvisor 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, TripAdvisor autocorrelation shows the relationship between TripAdvisor stock current value and its past values and can show if there is a momentum factor associated with investing in TripAdvisor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in TripAdvisor Stock
When determining whether TripAdvisor is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if TripAdvisor Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Tripadvisor Stock. Highlighted below are key reports to facilitate an investment decision about Tripadvisor Stock:Check out TripAdvisor Correlation, TripAdvisor Volatility and TripAdvisor Alpha and Beta module to complement your research on TripAdvisor. For more detail on how to invest in TripAdvisor Stock please use our How to Invest in TripAdvisor guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
TripAdvisor technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.