Webjet Limited Stock Market Value
| WEJTY Stock | USD 2.51 0.00 0.00% |
| Symbol | Webjet |
Webjet '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 Webjet'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 Webjet.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Webjet on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Webjet Limited or generate 0.0% return on investment in Webjet over 30 days. Webjet is related to or competes with EDreams ODIGEO, Aston Martin, Aston Martin, La Comer, Piaggio C, Elior Group, and J D. Webjet Limited provides online travel booking services in Australia, New Zealand, Dubai, the United Kingdom, and interna... More
Webjet 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 Webjet'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 Webjet Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 21.5 |
Webjet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Webjet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Webjet's standard deviation. In reality, there are many statistical measures that can use Webjet historical prices to predict the future Webjet's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.54) | |||
| Treynor Ratio | 0.1564 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Webjet'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.
Webjet Limited Backtested Returns
Webjet Limited shows Sharpe Ratio of -0.0527, which attests that the company had a -0.0527 % return per unit of risk over the last 3 months. Webjet Limited exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Webjet's Mean Deviation of 0.801, market risk adjusted performance of 0.1664, and Standard Deviation of 3.33 to validate the risk estimate we provide. The firm maintains a market beta of -1.18, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Webjet are expected to decrease by larger amounts. On the other hand, during market turmoil, Webjet is expected to outperform it. At this point, Webjet Limited has a negative expected return of -0.18%. Please make sure to check out Webjet's coefficient of variation and skewness , to decide if Webjet Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Webjet Limited has perfect predictability. Overlapping area represents the amount of predictability between Webjet time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 Webjet Limited price movement. The serial correlation of 1.0 indicates that 100.0% of current Webjet price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Webjet Limited lagged returns against current returns
Autocorrelation, which is Webjet 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 Webjet's pink sheet expected returns. We can calculate the autocorrelation of Webjet returns to help us make a trade decision. For example, suppose you find that Webjet 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 |
Webjet 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 Webjet pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Webjet pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Webjet pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Webjet Lagged Returns
When evaluating Webjet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Webjet pink sheet have on its future price. Webjet 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, Webjet autocorrelation shows the relationship between Webjet pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Webjet Limited.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Webjet Pink Sheet Analysis
When running Webjet's price analysis, check to measure Webjet's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Webjet is operating at the current time. Most of Webjet's value examination focuses on studying past and present price action to predict the probability of Webjet's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Webjet's price. Additionally, you may evaluate how the addition of Webjet to your portfolios can decrease your overall portfolio volatility.