Ryanair Holdings (UK) Market Value

0RYA Stock   1,571  6.00  0.38%   
Ryanair Holdings' market value is the price at which a share of Ryanair Holdings trades on a public exchange. It measures the collective expectations of Ryanair Holdings plc investors about its performance. Ryanair Holdings is selling for 1571.00 as of the 14th of December 2024. This is a 0.38 percent increase since the beginning of the trading day. The stock's lowest day price was 1571.0.
With this module, you can estimate the performance of a buy and hold strategy of Ryanair Holdings plc and determine expected loss or profit from investing in Ryanair Holdings over a given investment horizon. Check out Ryanair Holdings Correlation, Ryanair Holdings Volatility and Ryanair Holdings Alpha and Beta module to complement your research on Ryanair Holdings.
Symbol

Please note, there is a significant difference between Ryanair Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Ryanair Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ryanair Holdings' 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.

Ryanair Holdings '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 Ryanair Holdings' 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 Ryanair Holdings.
0.00
12/20/2023
No Change 0.00  0.0 
In 11 months and 27 days
12/14/2024
0.00
If you would invest  0.00  in Ryanair Holdings on December 20, 2023 and sell it all today you would earn a total of 0.00 from holding Ryanair Holdings plc or generate 0.0% return on investment in Ryanair Holdings over 360 days. Ryanair Holdings is related to or competes with Coor Service, Ashtead Technology, Schroders Investment, Check Point, Allianz Technology, Aurora Investment, and Intuitive Investments. Ryanair Holdings is entity of United Kingdom More

Ryanair Holdings 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 Ryanair Holdings' 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 Ryanair Holdings plc upside and downside potential and time the market with a certain degree of confidence.

Ryanair Holdings Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ryanair Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ryanair Holdings' standard deviation. In reality, there are many statistical measures that can use Ryanair Holdings historical prices to predict the future Ryanair Holdings' volatility.
Hype
Prediction
LowEstimatedHigh
1,5641,5651,728
Details
Intrinsic
Valuation
LowRealHigh
1,4141,8141,815
Details

Ryanair Holdings plc Backtested Returns

Ryanair Holdings appears to be very steady, given 3 months investment horizon. Ryanair Holdings plc maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ryanair Holdings plc, which you can use to evaluate the volatility of the company. Please evaluate Ryanair Holdings' Coefficient Of Variation of 584.97, risk adjusted performance of 0.1304, and Semi Deviation of 1.02 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ryanair Holdings holds a performance score of 9. The company holds a Beta of 0.51, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Ryanair Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Ryanair Holdings is expected to be smaller as well. Please check Ryanair Holdings' semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Ryanair Holdings' historical price patterns will revert.

Auto-correlation

    
  -0.55  

Good reverse predictability

Ryanair Holdings plc has good reverse predictability. Overlapping area represents the amount of predictability between Ryanair Holdings time series from 20th of December 2023 to 17th of June 2024 and 17th of June 2024 to 14th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ryanair Holdings plc price movement. The serial correlation of -0.55 indicates that about 55.0% of current Ryanair Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient-0.55
Spearman Rank Test0.01
Residual Average0.0
Price Variance13.1 K

Ryanair Holdings plc lagged returns against current returns

Autocorrelation, which is Ryanair Holdings 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 Ryanair Holdings' stock expected returns. We can calculate the autocorrelation of Ryanair Holdings returns to help us make a trade decision. For example, suppose you find that Ryanair Holdings 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  

Ryanair Holdings 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 Ryanair Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ryanair Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ryanair Holdings stock over time.
   Current vs Lagged Prices   
       Timeline  

Ryanair Holdings Lagged Returns

When evaluating Ryanair Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ryanair Holdings stock have on its future price. Ryanair Holdings 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, Ryanair Holdings autocorrelation shows the relationship between Ryanair Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Ryanair Holdings plc.
   Regressed Prices   
       Timeline  

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When determining whether Ryanair Holdings plc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Ryanair Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Ryanair Holdings Plc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Ryanair Holdings Plc Stock:
Check out Ryanair Holdings Correlation, Ryanair Holdings Volatility and Ryanair Holdings Alpha and Beta module to complement your research on Ryanair Holdings.
You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Ryanair Holdings 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.
A focus of Ryanair Holdings technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ryanair Holdings trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...