TRAVEL FOOD (India) Market Value
| TRAVELFOOD | 1,085 13.70 1.25% |
| Symbol | TRAVEL |
TRAVEL FOOD '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 TRAVEL FOOD'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 TRAVEL FOOD.
| 05/02/2025 |
| 07/31/2025 |
If you would invest 0.00 in TRAVEL FOOD on May 2, 2025 and sell it all today you would earn a total of 0.00 from holding TRAVEL FOOD SERVICES or generate 0.0% return on investment in TRAVEL FOOD over 90 days. TRAVEL FOOD is related to or competes with Jubilant Foodworks, WESTLIFE FOODWORLD, Sapphire Foods, Barbeque Nation, Coffee Day, and Speciality Restaurants. TRAVEL FOOD is entity of India. It is traded as Stock on NSE exchange. More
TRAVEL FOOD 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 TRAVEL FOOD'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 TRAVEL FOOD SERVICES upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.86 | |||
| Information Ratio | 0.0196 | |||
| Maximum Drawdown | 6.62 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 3.56 |
TRAVEL FOOD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TRAVEL FOOD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TRAVEL FOOD's standard deviation. In reality, there are many statistical measures that can use TRAVEL FOOD historical prices to predict the future TRAVEL FOOD's volatility.| Risk Adjusted Performance | 0.0822 | |||
| Jensen Alpha | 0.1865 | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | 0.0218 | |||
| Treynor Ratio | 3.19 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of TRAVEL FOOD'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.
TRAVEL FOOD SERVICES Backtested Returns
At this point, TRAVEL FOOD is very steady. TRAVEL FOOD SERVICES retains Efficiency (Sharpe Ratio) of 0.0466, which indicates the firm had a 0.0466 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for TRAVEL FOOD, which you can use to evaluate the volatility of the company. Please validate TRAVEL FOOD's risk adjusted performance of 0.0822, and Downside Deviation of 1.86 to confirm if the risk estimate we provide is consistent with the expected return of 0.0943%. TRAVEL FOOD has a performance score of 3 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.0615, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TRAVEL FOOD's returns are expected to increase less than the market. However, during the bear market, the loss of holding TRAVEL FOOD is expected to be smaller as well. TRAVEL FOOD SERVICES currently owns a risk of 2.02%. Please validate TRAVEL FOOD SERVICES downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if TRAVEL FOOD SERVICES will be following its current price history.
Auto-correlation | 0.00 |
No correlation between past and present
TRAVEL FOOD SERVICES has no correlation between past and present. Overlapping area represents the amount of predictability between TRAVEL FOOD time series from 2nd of May 2025 to 16th of June 2025 and 16th of June 2025 to 31st 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 TRAVEL FOOD SERVICES price movement. The serial correlation of 0.0 indicates that just 0.0% of current TRAVEL FOOD price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
TRAVEL FOOD SERVICES lagged returns against current returns
Autocorrelation, which is TRAVEL FOOD 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 TRAVEL FOOD's stock expected returns. We can calculate the autocorrelation of TRAVEL FOOD returns to help us make a trade decision. For example, suppose you find that TRAVEL FOOD 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 |
TRAVEL FOOD 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 TRAVEL FOOD stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TRAVEL FOOD stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TRAVEL FOOD stock over time.
Current vs Lagged Prices |
| Timeline |
TRAVEL FOOD Lagged Returns
When evaluating TRAVEL FOOD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TRAVEL FOOD stock have on its future price. TRAVEL FOOD 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, TRAVEL FOOD autocorrelation shows the relationship between TRAVEL FOOD stock current value and its past values and can show if there is a momentum factor associated with investing in TRAVEL FOOD SERVICES.
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.Other Information on Investing in TRAVEL Stock
TRAVEL FOOD financial ratios help investors to determine whether TRAVEL 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 TRAVEL with respect to the benefits of owning TRAVEL FOOD security.