Traton Se Stock Market Value
| TRATF Stock | USD 36.22 0.50 1.40% |
| Symbol | Traton |
Traton SE '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 Traton SE'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 Traton SE.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Traton SE on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Traton SE or generate 0.0% return on investment in Traton SE over 30 days. Traton SE is related to or competes with Kubota, Singapore Airlines, Singapore Airlines, Nippon Yusen, Zoomlion Heavy, Nidec, and Bureau Veritas. It operates in Industrial Business and Financial Services segments More
Traton SE 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 Traton SE'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 Traton SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1623 | |||
| Maximum Drawdown | 4.31 | |||
| Potential Upside | 2.32 |
Traton SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Traton SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Traton SE's standard deviation. In reality, there are many statistical measures that can use Traton SE historical prices to predict the future Traton SE's volatility.| Risk Adjusted Performance | 0.2004 | |||
| Jensen Alpha | 0.2382 | |||
| Total Risk Alpha | 0.1291 | |||
| Treynor Ratio | (35.46) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Traton SE'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.
Traton SE Backtested Returns
Traton SE appears to be very steady, given 3 months investment horizon. Traton SE owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.27, which indicates the firm had a 0.27 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Traton SE, which you can use to evaluate the volatility of the company. Please review Traton SE's Variance of 0.8613, risk adjusted performance of 0.2004, and Coefficient Of Variation of 374.85 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Traton SE holds a performance score of 21. The entity has a beta of -0.0067, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Traton SE are expected to decrease at a much lower rate. During the bear market, Traton SE is likely to outperform the market. Please check Traton SE's information ratio, as well as the relationship between the skewness and day median price , to make a quick decision on whether Traton SE's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Traton SE has no correlation between past and present. Overlapping area represents the amount of predictability between Traton SE time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 Traton SE price movement. The serial correlation of 0.0 indicates that just 0.0% of current Traton SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Traton SE lagged returns against current returns
Autocorrelation, which is Traton SE 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 Traton SE's pink sheet expected returns. We can calculate the autocorrelation of Traton SE returns to help us make a trade decision. For example, suppose you find that Traton SE 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 |
Traton SE 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 Traton SE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Traton SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Traton SE pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Traton SE Lagged Returns
When evaluating Traton SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Traton SE pink sheet have on its future price. Traton SE 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, Traton SE autocorrelation shows the relationship between Traton SE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Traton SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Traton Pink Sheet
Traton SE financial ratios help investors to determine whether Traton 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 Traton with respect to the benefits of owning Traton SE security.