Avis Budget (Germany) Market Value
| CUCA Stock | EUR 127.75 2.25 1.73% |
| Symbol | Avis |
Avis Budget '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 Avis Budget'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 Avis Budget.
| 07/21/2025 |
| 10/19/2025 |
If you would invest 0.00 in Avis Budget on July 21, 2025 and sell it all today you would earn a total of 0.00 from holding Avis Budget Group or generate 0.0% return on investment in Avis Budget over 90 days. Avis Budget is related to or competes with CRISPR Therapeutics, MINCO SILVER, Computer, Globex Mining, Hellenic Telecommunicatio, and Hemisphere Energy. Avis Budget Group, Inc., together with its subsidiaries, provides car and truck rentals, car sharing, and ancillary serv... More
Avis Budget 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 Avis Budget'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 Avis Budget Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 24.64 | |||
| Value At Risk | (3.38) | |||
| Potential Upside | 4.08 |
Avis Budget Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Avis Budget's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avis Budget's standard deviation. In reality, there are many statistical measures that can use Avis Budget historical prices to predict the future Avis Budget's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.42) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | (0.40) |
Avis Budget Group Backtested Returns
Avis Budget Group secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11 % return per unit of risk over the last 3 months. Avis Budget Group exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Avis Budget's Standard Deviation of 3.13, risk adjusted performance of (0.07), and Mean Deviation of 1.93 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.95, which signifies possible diversification benefits within a given portfolio. Avis Budget returns are very sensitive to returns on the market. As the market goes up or down, Avis Budget is expected to follow. At this point, Avis Budget Group has a negative expected return of -0.34%. Please make sure to confirm Avis Budget's standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if Avis Budget Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Avis Budget Group has poor predictability. Overlapping area represents the amount of predictability between Avis Budget time series from 21st of July 2025 to 4th of September 2025 and 4th of September 2025 to 19th 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 Avis Budget Group price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Avis Budget price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 14.31 |
Avis Budget Group lagged returns against current returns
Autocorrelation, which is Avis Budget 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 Avis Budget's stock expected returns. We can calculate the autocorrelation of Avis Budget returns to help us make a trade decision. For example, suppose you find that Avis Budget 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 |
Avis Budget 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 Avis Budget stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Avis Budget stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Avis Budget stock over time.
Current vs Lagged Prices |
| Timeline |
Avis Budget Lagged Returns
When evaluating Avis Budget's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Avis Budget stock have on its future price. Avis Budget 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, Avis Budget autocorrelation shows the relationship between Avis Budget stock current value and its past values and can show if there is a momentum factor associated with investing in Avis Budget Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Avis Stock
When determining whether Avis Budget Group is a strong investment it is important to analyze Avis Budget's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Avis Budget's future performance. For an informed investment choice regarding Avis Stock, refer to the following important reports:Check out Avis Budget Correlation, Avis Budget Volatility and Avis Budget Alpha and Beta module to complement your research on Avis Budget. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Avis Budget technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.