Airbus SE (Germany) Market Value
| AIR Stock | 159.96 3.66 2.34% |
| Symbol | Airbus |
Airbus SE '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 SE'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 SE.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Airbus SE on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Airbus SE or generate 0.0% return on investment in Airbus SE over 720 days. Airbus SE is related to or competes with General Dynamics, Superior Plus, Origin Agritech, INTUITIVE SURGICAL, Intel, and Reliance Steel. More
Airbus SE 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 SE'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 SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.141 | |||
| Maximum Drawdown | 7.69 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 3.7 |
Airbus SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Airbus SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Airbus SE's standard deviation. In reality, there are many statistical measures that can use Airbus SE historical prices to predict the future Airbus SE's volatility.| Risk Adjusted Performance | 0.1626 | |||
| Jensen Alpha | 0.3161 | |||
| Total Risk Alpha | 0.1031 | |||
| Sortino Ratio | 0.1655 | |||
| Treynor Ratio | (4.78) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Airbus SE's 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.
Airbus SE Backtested Returns
Airbus SE appears to be very steady, given 3 months investment horizon. Airbus SE secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Airbus SE, which you can use to evaluate the volatility of the firm. Please makes use of Airbus SE's Downside Deviation of 1.26, risk adjusted performance of 0.1626, and Mean Deviation of 1.11 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Airbus SE holds a performance score of 18. The firm shows a Beta (market volatility) of -0.0648, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Airbus SE are expected to decrease at a much lower rate. During the bear market, Airbus SE is likely to outperform the market. Please check Airbus SE's downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Airbus SE's price patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Airbus SE has weak reverse predictability. Overlapping area represents the amount of predictability between Airbus SE time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 SE price movement. The serial correlation of -0.25 indicates that over 25.0% of current Airbus SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 127.01 |
Airbus SE lagged returns against current returns
Autocorrelation, which is Airbus SE 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 SE's stock expected returns. We can calculate the autocorrelation of Airbus SE returns to help us make a trade decision. For example, suppose you find that Airbus SE 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 SE 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 SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Airbus SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Airbus SE stock over time.
Current vs Lagged Prices |
| Timeline |
Airbus SE Lagged Returns
When evaluating Airbus SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Airbus SE stock have on its future price. Airbus SE 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 SE autocorrelation shows the relationship between Airbus SE stock current value and its past values and can show if there is a momentum factor associated with investing in Airbus SE.
Regressed Prices |
| Timeline |
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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.Additional Tools for Airbus Stock Analysis
When running Airbus SE's price analysis, check to measure Airbus SE's 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 Airbus SE is operating at the current time. Most of Airbus SE's value examination focuses on studying past and present price action to predict the probability of Airbus SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Airbus SE's price. Additionally, you may evaluate how the addition of Airbus SE to your portfolios can decrease your overall portfolio volatility.