CTS Eventim's market value is the price at which a share of CTS Eventim trades on a public exchange. It measures the collective expectations of CTS Eventim AG investors about its performance. CTS Eventim is trading at 94.15 as of the 29th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 94.15. With this module, you can estimate the performance of a buy and hold strategy of CTS Eventim AG and determine expected loss or profit from investing in CTS Eventim over a given investment horizon. Check out CTS Eventim Correlation, CTS Eventim Volatility and CTS Eventim Alpha and Beta module to complement your research on CTS Eventim.
Please note, there is a significant difference between CTS Eventim's value and its price as these two are different measures arrived at by different means. Investors typically determine if CTS Eventim is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CTS Eventim'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.
CTS Eventim '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 CTS Eventim'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 CTS Eventim.
0.00
09/30/2025
No Change 0.00
0.0
In 3 months and 1 day
12/29/2025
0.00
If you would invest 0.00 in CTS Eventim on September 30, 2025 and sell it all today you would earn a total of 0.00 from holding CTS Eventim AG or generate 0.0% return on investment in CTS Eventim over 90 days. CTS Eventim is related to or competes with Auto Trader, Pearson Plc, BCE, Auto Trader, CarsalesCom, Tele2 AB, and Tele2 AB. KGaA operates in the leisure events market in Germany, Italy, the United States, Switzerland, Austria, Finland, the Neth... More
CTS Eventim 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 CTS Eventim'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 CTS Eventim AG 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 CTS Eventim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CTS Eventim's standard deviation. In reality, there are many statistical measures that can use CTS Eventim historical prices to predict the future CTS Eventim's volatility.
CTS Eventim AG secures Sharpe Ratio (or Efficiency) of -0.055, which signifies that the company had a -0.055 % return per unit of volatility over the last 3 months. CTS Eventim AG exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CTS Eventim's risk adjusted performance of (0.02), and Mean Deviation of 0.2579 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.063, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning CTS Eventim are expected to decrease at a much lower rate. During the bear market, CTS Eventim is likely to outperform the market. At this point, CTS Eventim AG has a negative expected return of -0.0517%. Please make sure to confirm CTS Eventim's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and relative strength index , to decide if CTS Eventim AG performance from the past will be repeated at future time.
Auto-correlation
-0.62
Very good reverse predictability
CTS Eventim AG has very good reverse predictability. Overlapping area represents the amount of predictability between CTS Eventim time series from 30th of September 2025 to 14th of November 2025 and 14th of November 2025 to 29th 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 CTS Eventim AG price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current CTS Eventim price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.62
Spearman Rank Test
-0.79
Residual Average
0.0
Price Variance
2.92
CTS Eventim AG lagged returns against current returns
Autocorrelation, which is CTS Eventim 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 CTS Eventim's pink sheet expected returns. We can calculate the autocorrelation of CTS Eventim returns to help us make a trade decision. For example, suppose you find that CTS Eventim 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
CTS Eventim 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 CTS Eventim pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CTS Eventim pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CTS Eventim pink sheet over time.
Current vs Lagged Prices
Timeline
CTS Eventim Lagged Returns
When evaluating CTS Eventim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CTS Eventim pink sheet have on its future price. CTS Eventim 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, CTS Eventim autocorrelation shows the relationship between CTS Eventim pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CTS Eventim AG.
CTS Eventim financial ratios help investors to determine whether CTS 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 CTS with respect to the benefits of owning CTS Eventim security.