Aercap Holdings Nv Stock Market Value
| AER Stock | USD 100.30 1.21 1.22% |
| Symbol | AerCap |
AerCap Holdings NV Price To Book Ratio
Is Trading Companies & Distributors space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of AerCap Holdings. If investors know AerCap will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about AerCap Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.60) | Dividend Share 0.75 | Earnings Share 12.4 | Revenue Per Share 40.199 | Quarterly Revenue Growth 0.03 |
The market value of AerCap Holdings NV is measured differently than its book value, which is the value of AerCap that is recorded on the company's balance sheet. Investors also form their own opinion of AerCap Holdings' value that differs from its market value or its book value, called intrinsic value, which is AerCap Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because AerCap Holdings' market value can be influenced by many factors that don't directly affect AerCap Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between AerCap Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if AerCap Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AerCap 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.
AerCap 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 AerCap 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 AerCap Holdings.
| 08/30/2024 |
| 11/28/2024 |
If you would invest 0.00 in AerCap Holdings on August 30, 2024 and sell it all today you would earn a total of 0.00 from holding AerCap Holdings NV or generate 0.0% return on investment in AerCap Holdings over 90 days. AerCap Holdings is related to or competes with Ryder System, Alta Equipment, PROG Holdings, GATX, McGrath RentCorp, Custom Truck, and HE Equipment. AerCap Holdings N.V. engages in the lease, financing, sale, and management of commercial flight equipment in China, Hong... More
AerCap 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 AerCap 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 AerCap Holdings NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.68 | |||
| Value At Risk | (1.50) | |||
| Potential Upside | 2.59 |
AerCap Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AerCap Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AerCap Holdings' standard deviation. In reality, there are many statistical measures that can use AerCap Holdings historical prices to predict the future AerCap Holdings' volatility.| Risk Adjusted Performance | 0.0587 | |||
| Jensen Alpha | 0.0844 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 1.68 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AerCap Holdings' 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.
AerCap Holdings NV Backtested Returns
Currently, AerCap Holdings NV is very steady. AerCap Holdings NV secures Sharpe Ratio (or Efficiency) of 0.0425, which signifies that the company had a 0.0425% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for AerCap Holdings NV, which you can use to evaluate the volatility of the firm. Please confirm AerCap Holdings' Risk Adjusted Performance of 0.0587, mean deviation of 1.02, and Downside Deviation of 1.22 to double-check if the risk estimate we provide is consistent with the expected return of 0.0604%. AerCap Holdings has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0539, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AerCap Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding AerCap Holdings is expected to be smaller as well. AerCap Holdings NV right now shows a risk of 1.42%. Please confirm AerCap Holdings NV treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if AerCap Holdings NV will be following its price patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
AerCap Holdings NV has insignificant reverse predictability. Overlapping area represents the amount of predictability between AerCap Holdings time series from 30th of August 2024 to 14th of October 2024 and 14th of October 2024 to 28th of November 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 AerCap Holdings NV price movement. The serial correlation of -0.11 indicates that less than 11.0% of current AerCap Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 2.44 |
AerCap Holdings NV lagged returns against current returns
Autocorrelation, which is AerCap 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 AerCap Holdings' stock expected returns. We can calculate the autocorrelation of AerCap Holdings returns to help us make a trade decision. For example, suppose you find that AerCap 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 |
AerCap 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 AerCap Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AerCap Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AerCap Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
AerCap Holdings Lagged Returns
When evaluating AerCap Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AerCap Holdings stock have on its future price. AerCap 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, AerCap Holdings autocorrelation shows the relationship between AerCap Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in AerCap Holdings NV.
Regressed Prices |
| Timeline |
Pair Trading with AerCap Holdings
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if AerCap Holdings position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in AerCap Holdings will appreciate offsetting losses from the drop in the long position's value.Moving together with AerCap Stock
Moving against AerCap Stock
The ability to find closely correlated positions to AerCap Holdings could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AerCap Holdings when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back AerCap Holdings - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling AerCap Holdings NV to buy it.
The correlation of AerCap Holdings is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as AerCap Holdings moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AerCap Holdings NV moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for AerCap Holdings can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for AerCap Stock Analysis
When running AerCap Holdings' price analysis, check to measure AerCap Holdings' 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 AerCap Holdings is operating at the current time. Most of AerCap Holdings' value examination focuses on studying past and present price action to predict the probability of AerCap Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AerCap Holdings' price. Additionally, you may evaluate how the addition of AerCap Holdings to your portfolios can decrease your overall portfolio volatility.