TRIPCOM GROUP (Germany) Market Value
| CLVB Stock | EUR 53.18 0.04 0.08% |
| Symbol | TRIPCOM |
TRIPCOM GROUP '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 TRIPCOM GROUP'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 TRIPCOM GROUP.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in TRIPCOM GROUP on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding TRIPCOM GROUP DL 00125 or generate 0.0% return on investment in TRIPCOM GROUP over 90 days. TRIPCOM GROUP is related to or competes with Teradata Corp, DFS Furniture, VIRGIN WINES, Meritage Homes, DATALOGIC, and BEAZER HOMES. Trip.com Group Limited operates as a travel service provider for accommodation reservation, transportation ticketing, pa... More
TRIPCOM GROUP 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 TRIPCOM GROUP'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 TRIPCOM GROUP DL 00125 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.55 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 17.55 | |||
| Value At Risk | (4.93) | |||
| Potential Upside | 4.63 |
TRIPCOM GROUP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TRIPCOM GROUP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TRIPCOM GROUP's standard deviation. In reality, there are many statistical measures that can use TRIPCOM GROUP historical prices to predict the future TRIPCOM GROUP's volatility.| Risk Adjusted Performance | 0.0412 | |||
| Jensen Alpha | 0.0155 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1526 |
TRIPCOM GROUP DL Backtested Returns
At this point, TRIPCOM GROUP is very steady. TRIPCOM GROUP DL owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0616, which indicates the firm had a 0.0616 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for TRIPCOM GROUP DL 00125, which you can use to evaluate the volatility of the company. Please validate TRIPCOM GROUP's coefficient of variation of 2736.9, and Risk Adjusted Performance of 0.0412 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. TRIPCOM GROUP has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TRIPCOM GROUP's returns are expected to increase less than the market. However, during the bear market, the loss of holding TRIPCOM GROUP is expected to be smaller as well. TRIPCOM GROUP DL currently has a risk of 3.06%. Please validate TRIPCOM GROUP information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if TRIPCOM GROUP will be following its existing price patterns.
Auto-correlation | -0.66 |
Very good reverse predictability
TRIPCOM GROUP DL 00125 has very good reverse predictability. Overlapping area represents the amount of predictability between TRIPCOM GROUP time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 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 TRIPCOM GROUP DL price movement. The serial correlation of -0.66 indicates that around 66.0% of current TRIPCOM GROUP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 3.71 |
TRIPCOM GROUP DL lagged returns against current returns
Autocorrelation, which is TRIPCOM GROUP 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 TRIPCOM GROUP's stock expected returns. We can calculate the autocorrelation of TRIPCOM GROUP returns to help us make a trade decision. For example, suppose you find that TRIPCOM GROUP 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 |
TRIPCOM GROUP 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 TRIPCOM GROUP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TRIPCOM GROUP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TRIPCOM GROUP stock over time.
Current vs Lagged Prices |
| Timeline |
TRIPCOM GROUP Lagged Returns
When evaluating TRIPCOM GROUP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TRIPCOM GROUP stock have on its future price. TRIPCOM GROUP 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, TRIPCOM GROUP autocorrelation shows the relationship between TRIPCOM GROUP stock current value and its past values and can show if there is a momentum factor associated with investing in TRIPCOM GROUP DL 00125.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in TRIPCOM Stock
TRIPCOM GROUP financial ratios help investors to determine whether TRIPCOM Stock 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 TRIPCOM with respect to the benefits of owning TRIPCOM GROUP security.