Airbus Group (Spain) Market Value
| AIR Stock | EUR 148.98 1.70 1.15% |
| Symbol | Airbus |
Airbus Group '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 Airbus Group'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 Airbus Group.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Airbus Group on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Airbus Group SE or generate 0.0% return on investment in Airbus Group over 720 days. Airbus Group is related to or competes with Arteche Lantegi, Energy Solar, Tier1 Technology, International Consolidated, and Atresmedia Corporacin. Airbus SE provides aerospace products, services, and solutions in the Netherlands and internationally More
Airbus Group 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 Airbus Group'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 Airbus Group SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.34 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.61 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 3.37 |
Airbus Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Airbus Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Airbus Group's standard deviation. In reality, there are many statistical measures that can use Airbus Group historical prices to predict the future Airbus Group's volatility.| Risk Adjusted Performance | 0.0545 | |||
| Jensen Alpha | 0.0738 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.7793 |
Airbus Group SE Backtested Returns
At this point, Airbus Group is very steady. Airbus Group SE 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. We have found twenty-nine technical indicators for Airbus Group SE, which you can use to evaluate the volatility of the firm. Please confirm Airbus Group's Downside Deviation of 1.34, risk adjusted performance of 0.0545, and Mean Deviation of 1.15 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Airbus Group has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Airbus Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Airbus Group is expected to be smaller as well. Airbus Group SE right now shows a risk of 1.5%. Please confirm Airbus Group SE value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Airbus Group SE will be following its price patterns.
Auto-correlation | -0.33 |
Poor reverse predictability
Airbus Group SE has poor reverse predictability. Overlapping area represents the amount of predictability between Airbus Group time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Airbus Group SE price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Airbus Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 126.72 |
Airbus Group SE lagged returns against current returns
Autocorrelation, which is Airbus Group 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 Airbus Group's stock expected returns. We can calculate the autocorrelation of Airbus Group returns to help us make a trade decision. For example, suppose you find that Airbus Group 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 |
Airbus Group 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 Airbus Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Airbus Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Airbus Group stock over time.
Current vs Lagged Prices |
| Timeline |
Airbus Group Lagged Returns
When evaluating Airbus Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Airbus Group stock have on its future price. Airbus Group 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, Airbus Group autocorrelation shows the relationship between Airbus Group stock current value and its past values and can show if there is a momentum factor associated with investing in Airbus Group SE.
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 Airbus Stock
Airbus Group financial ratios help investors to determine whether Airbus 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 Airbus with respect to the benefits of owning Airbus Group security.