Amadeus It Holding Stock Market Value
| AMADY Stock | USD 78.62 0.64 0.82% |
| Symbol | Amadeus |
Amadeus IT '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 Amadeus IT'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 Amadeus IT.
| 07/16/2025 |
| 10/14/2025 |
If you would invest 0.00 in Amadeus IT on July 16, 2025 and sell it all today you would earn a total of 0.00 from holding Amadeus IT Holding or generate 0.0% return on investment in Amadeus IT over 90 days. Amadeus IT is related to or competes with AIA Group, Amadeus IT, Atlas Copco, Capgemini, Compass Group, DSV Panalpina, and Transat AT. Amadeus IT Group, S.A., together with its subsidiaries, operates as a transaction processor for the travel and tourism i... More
Amadeus IT 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 Amadeus IT'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 Amadeus IT Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 7.88 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 1.66 |
Amadeus IT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amadeus IT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amadeus IT's standard deviation. In reality, there are many statistical measures that can use Amadeus IT historical prices to predict the future Amadeus IT's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | 2.01 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Amadeus IT'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.
Amadeus IT Holding Backtested Returns
Amadeus IT Holding secures Sharpe Ratio (or Efficiency) of -0.0536, which signifies that the company had a -0.0536 % return per unit of standard deviation over the last 3 months. Amadeus IT Holding exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Amadeus IT's mean deviation of 0.8573, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0605, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amadeus IT are expected to decrease at a much lower rate. During the bear market, Amadeus IT is likely to outperform the market. At this point, Amadeus IT Holding has a negative expected return of -0.0662%. Please make sure to confirm Amadeus IT's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if Amadeus IT Holding performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Amadeus IT Holding has insignificant predictability. Overlapping area represents the amount of predictability between Amadeus IT time series from 16th of July 2025 to 30th of August 2025 and 30th of August 2025 to 14th of October 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 Amadeus IT Holding price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Amadeus IT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1.4 |
Amadeus IT Holding lagged returns against current returns
Autocorrelation, which is Amadeus IT 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 Amadeus IT's pink sheet expected returns. We can calculate the autocorrelation of Amadeus IT returns to help us make a trade decision. For example, suppose you find that Amadeus IT 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 |
Amadeus IT 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 Amadeus IT pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amadeus IT pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amadeus IT pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Amadeus IT Lagged Returns
When evaluating Amadeus IT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amadeus IT pink sheet have on its future price. Amadeus IT 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, Amadeus IT autocorrelation shows the relationship between Amadeus IT pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Amadeus IT Holding.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Amadeus Pink Sheet Analysis
When running Amadeus IT's price analysis, check to measure Amadeus IT'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 Amadeus IT is operating at the current time. Most of Amadeus IT's value examination focuses on studying past and present price action to predict the probability of Amadeus IT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amadeus IT's price. Additionally, you may evaluate how the addition of Amadeus IT to your portfolios can decrease your overall portfolio volatility.