Transport International (Germany) Market Value
| KWO Stock | EUR 0.92 0.01 1.10% |
| Symbol | Transport |
Transport International '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 Transport International'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 Transport International.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Transport International on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Transport International Holdings or generate 0.0% return on investment in Transport International over 90 days. Transport International is related to or competes with Union Pacific, Norfolk Southern, Central Japan, East Japan, and Westinghouse Air. Transport International Holdings Limited, an investment holding company, provides franchised and non-franchised public t... More
Transport International 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 Transport International'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 Transport International Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.28 | |||
| Information Ratio | 0.0156 | |||
| Maximum Drawdown | 27.75 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 3.37 |
Transport International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transport International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transport International's standard deviation. In reality, there are many statistical measures that can use Transport International historical prices to predict the future Transport International's volatility.| Risk Adjusted Performance | 0.0611 | |||
| Jensen Alpha | 0.2277 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | 0.0122 | |||
| Treynor Ratio | (0.54) |
Transport International Backtested Returns
Transport International appears to be extremely dangerous, given 3 months investment horizon. Transport International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0586, which indicates the firm had a 0.0586 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Transport International Holdings, which you can use to evaluate the volatility of the company. Please review Transport International's Risk Adjusted Performance of 0.0611, semi deviation of 2.8, and Coefficient Of Variation of 1733.54 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Transport International holds a performance score of 4. The entity has a beta of -0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Transport International are expected to decrease at a much lower rate. During the bear market, Transport International is likely to outperform the market. Please check Transport International's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether Transport International's existing price patterns will revert.
Auto-correlation | -0.51 |
Good reverse predictability
Transport International Holdings has good reverse predictability. Overlapping area represents the amount of predictability between Transport International time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Transport International price movement. The serial correlation of -0.51 indicates that about 51.0% of current Transport International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Transport International lagged returns against current returns
Autocorrelation, which is Transport International 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 Transport International's stock expected returns. We can calculate the autocorrelation of Transport International returns to help us make a trade decision. For example, suppose you find that Transport International 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 |
Transport International 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 Transport International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Transport International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Transport International stock over time.
Current vs Lagged Prices |
| Timeline |
Transport International Lagged Returns
When evaluating Transport International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Transport International stock have on its future price. Transport International 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, Transport International autocorrelation shows the relationship between Transport International stock current value and its past values and can show if there is a momentum factor associated with investing in Transport International Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Transport Stock
Transport International financial ratios help investors to determine whether Transport 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 Transport with respect to the benefits of owning Transport International security.