Tui Ag Stock Market Value
| TUIFF Stock | USD 8.05 0.28 3.60% |
| Symbol | TUI |
TUI AG '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 TUI AG'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 TUI AG.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in TUI AG on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding TUI AG or generate 0.0% return on investment in TUI AG over 510 days. TUI AG is related to or competes with Expedia, Trip Group, Booking Holdings, Despegar Corp, Travel Leisure, Norwegian Cruise, and Royal Caribbean. TUI AG, together with its subsidiaries, provides tourism services worldwide More
TUI AG 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 TUI AG'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 TUI AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.84 | |||
| Information Ratio | 0.0972 | |||
| Maximum Drawdown | 18.87 | |||
| Value At Risk | (3.71) | |||
| Potential Upside | 5.26 |
TUI AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TUI AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TUI AG's standard deviation. In reality, there are many statistical measures that can use TUI AG historical prices to predict the future TUI AG's volatility.| Risk Adjusted Performance | 0.1172 | |||
| Jensen Alpha | 0.4028 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0553 | |||
| Treynor Ratio | (2.85) |
TUI AG Backtested Returns
TUI AG appears to be somewhat reliable, given 3 months investment horizon. TUI AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of volatility over the last 3 months. We have found twenty-seven technical indicators for TUI AG, which you can use to evaluate the volatility of the company. Please review TUI AG's coefficient of variation of 695.23, and Risk Adjusted Performance of 0.1172 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TUI AG holds a performance score of 8. The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TUI AG are expected to decrease at a much lower rate. During the bear market, TUI AG is likely to outperform the market. Please check TUI AG's potential upside, and the relationship between the sortino ratio and skewness , to make a quick decision on whether TUI AG's existing price patterns will revert.
Auto-correlation | 0.14 |
Insignificant predictability
TUI AG has insignificant predictability. Overlapping area represents the amount of predictability between TUI AG time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 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 TUI AG price movement. The serial correlation of 0.14 indicates that less than 14.0% of current TUI AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
TUI AG lagged returns against current returns
Autocorrelation, which is TUI AG 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 TUI AG's pink sheet expected returns. We can calculate the autocorrelation of TUI AG returns to help us make a trade decision. For example, suppose you find that TUI AG 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 |
TUI AG 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 TUI AG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TUI AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TUI AG pink sheet over time.
Current vs Lagged Prices |
| Timeline |
TUI AG Lagged Returns
When evaluating TUI AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TUI AG pink sheet have on its future price. TUI AG 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, TUI AG autocorrelation shows the relationship between TUI AG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in TUI AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in TUI Pink Sheet
TUI AG financial ratios help investors to determine whether TUI 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 TUI with respect to the benefits of owning TUI AG security.