Unlimited Travel (Sweden) Market Value
| UTG Stock | SEK 17.90 0.15 0.85% |
| Symbol | Unlimited |
Unlimited Travel '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 Unlimited Travel'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 Unlimited Travel.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Unlimited Travel on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Unlimited Travel Group or generate 0.0% return on investment in Unlimited Travel over 90 days. Unlimited Travel is related to or competes with Thule Group, Nolato AB, Holmen AB, Troax Group, and Mycronic Publ. Unlimited Travel Group UTG AB operates as a travel company More
Unlimited Travel 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 Unlimited Travel'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 Unlimited Travel Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.0469 | |||
| Maximum Drawdown | 7.08 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 2.06 |
Unlimited Travel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Unlimited Travel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Unlimited Travel's standard deviation. In reality, there are many statistical measures that can use Unlimited Travel historical prices to predict the future Unlimited Travel's volatility.| Risk Adjusted Performance | 0.1408 | |||
| Jensen Alpha | 0.1898 | |||
| Total Risk Alpha | (0.00000612) | |||
| Sortino Ratio | 0.0462 | |||
| Treynor Ratio | 3.75 |
Unlimited Travel Backtested Returns
Unlimited Travel appears to be very steady, given 3 months investment horizon. Unlimited Travel owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Unlimited Travel Group, which you can use to evaluate the volatility of the company. Please review Unlimited Travel's Coefficient Of Variation of 679.61, risk adjusted performance of 0.1408, and Semi Deviation of 1.04 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Unlimited Travel holds a performance score of 12. The entity has a beta of 0.0524, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Unlimited Travel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Unlimited Travel is expected to be smaller as well. Please check Unlimited Travel's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Unlimited Travel's existing price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
Unlimited Travel Group has below average predictability. Overlapping area represents the amount of predictability between Unlimited Travel 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 Unlimited Travel price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Unlimited Travel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Unlimited Travel lagged returns against current returns
Autocorrelation, which is Unlimited Travel 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 Unlimited Travel's stock expected returns. We can calculate the autocorrelation of Unlimited Travel returns to help us make a trade decision. For example, suppose you find that Unlimited Travel 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 |
Unlimited Travel 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 Unlimited Travel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Unlimited Travel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Unlimited Travel stock over time.
Current vs Lagged Prices |
| Timeline |
Unlimited Travel Lagged Returns
When evaluating Unlimited Travel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Unlimited Travel stock have on its future price. Unlimited Travel 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, Unlimited Travel autocorrelation shows the relationship between Unlimited Travel stock current value and its past values and can show if there is a momentum factor associated with investing in Unlimited Travel Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Unlimited Stock Analysis
When running Unlimited Travel's price analysis, check to measure Unlimited Travel'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 Unlimited Travel is operating at the current time. Most of Unlimited Travel's value examination focuses on studying past and present price action to predict the probability of Unlimited Travel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Unlimited Travel's price. Additionally, you may evaluate how the addition of Unlimited Travel to your portfolios can decrease your overall portfolio volatility.