Transat AT's market value is the price at which a share of Transat AT trades on a public exchange. It measures the collective expectations of Transat AT investors about its performance. Transat AT is trading at 2.01 as of the 27th of July 2025. This is a 2.43 percent decrease since the beginning of the trading day. The stock's lowest day price was 2.01. With this module, you can estimate the performance of a buy and hold strategy of Transat AT and determine expected loss or profit from investing in Transat AT over a given investment horizon. Check out Transat AT Correlation, Transat AT Volatility and Transat AT Alpha and Beta module to complement your research on Transat AT.
Please note, there is a significant difference between Transat AT's value and its price as these two are different measures arrived at by different means. Investors typically determine if Transat AT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Transat AT's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Transat AT '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 Transat AT'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 Transat AT.
0.00
04/28/2025
No Change 0.00
0.0
In 3 months and 1 day
07/27/2025
0.00
If you would invest 0.00 in Transat AT on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Transat AT or generate 0.0% return on investment in Transat AT over 90 days. Transat AT is related to or competes with Amadeus IT, Enghouse Systems, Inspirato, Norwegian Cruise, Saputo, and TUI AG. Inc. operates as an integrated international tourism company in the Americas and Europe More
Transat AT 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 Transat AT'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 Transat AT upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transat AT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transat AT's standard deviation. In reality, there are many statistical measures that can use Transat AT historical prices to predict the future Transat AT's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Transat AT. Your research has to be compared to or analyzed against Transat AT's peers to derive any actionable benefits. When done correctly, Transat AT's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Transat AT.
Transat AT Backtested Returns
Transat AT is very risky given 3 months investment horizon. Transat AT owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the firm had a 0.25 % return per unit of risk over the last 3 months. We have analyzed twenty-one different technical indicators, which can help you to evaluate if expected returns of 1.09% are justified by taking the suggested risk. Use Transat AT Coefficient Of Variation of 414.01, variance of 19.23, and Risk Adjusted Performance of 0.1956 to evaluate company specific risk that cannot be diversified away. Transat AT holds a performance score of 19 on a scale of zero to a hundred. The entity has a beta of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Transat AT's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transat AT is expected to be smaller as well. Use Transat AT potential upside, and the relationship between the information ratio and rate of daily change , to analyze future returns on Transat AT.
Auto-correlation
0.64
Good predictability
Transat AT has good predictability. Overlapping area represents the amount of predictability between Transat AT time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Transat AT price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Transat AT price fluctuation can be explain by its past prices.
Correlation Coefficient
0.64
Spearman Rank Test
0.53
Residual Average
0.0
Price Variance
0.01
Transat AT lagged returns against current returns
Autocorrelation, which is Transat AT 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 Transat AT's pink sheet expected returns. We can calculate the autocorrelation of Transat AT returns to help us make a trade decision. For example, suppose you find that Transat AT 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
Transat AT 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 Transat AT pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Transat AT pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Transat AT pink sheet over time.
Current vs Lagged Prices
Timeline
Transat AT Lagged Returns
When evaluating Transat AT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Transat AT pink sheet have on its future price. Transat AT 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, Transat AT autocorrelation shows the relationship between Transat AT pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Transat AT.
Other Information on Investing in Transat Pink Sheet
Transat AT financial ratios help investors to determine whether Transat Pink Sheet 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 Transat with respect to the benefits of owning Transat AT security.