Bae Systems Plc Stock Net Income
| BAESF Stock | USD 29.40 0.85 2.98% |
As of the 27th of February, BAE Systems shows the coefficient of variation of 536.35, and Mean Deviation of 1.83. BAE Systems PLC technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices. Please confirm BAE Systems PLC jensen alpha, and the relationship between the coefficient of variation and potential upside to decide if BAE Systems PLC is priced fairly, providing market reflects its regular price of 29.4 per share. Given that BAE Systems has jensen alpha of 0.368, we suggest you to validate BAE Systems PLC's prevailing market performance to make sure the company can sustain itself at some future date.
BAE Systems' financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing BAE Systems' valuation are provided below:BAE Systems PLC does not at this time have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. BAE |
BAE Systems '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 BAE Systems' pink sheet 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 BAE Systems.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in BAE Systems on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding BAE Systems PLC or generate 0.0% return on investment in BAE Systems over 90 days. BAE Systems is related to or competes with Leonardo SpA, Recruit Holdings, Thales SA, Thales SA, Recruit Holdings, Atlas Copco, and Kone Oyj. BAE Systems plc provides defense, aerospace, and security solutions worldwide More
BAE Systems 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 BAE Systems' pink sheet 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 BAE Systems PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.24 | |||
| Information Ratio | 0.1331 | |||
| Maximum Drawdown | 11.93 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 3.6 |
BAE Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BAE Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BAE Systems' standard deviation. In reality, there are many statistical measures that can use BAE Systems historical prices to predict the future BAE Systems' volatility.| Risk Adjusted Performance | 0.1486 | |||
| Jensen Alpha | 0.368 | |||
| Total Risk Alpha | 0.0796 | |||
| Sortino Ratio | 0.1363 | |||
| Treynor Ratio | 0.9513 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BAE Systems' 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.
BAE Systems February 27, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1486 | |||
| Market Risk Adjusted Performance | 0.9613 | |||
| Mean Deviation | 1.83 | |||
| Semi Deviation | 1.97 | |||
| Downside Deviation | 2.24 | |||
| Coefficient Of Variation | 536.35 | |||
| Standard Deviation | 2.29 | |||
| Variance | 5.25 | |||
| Information Ratio | 0.1331 | |||
| Jensen Alpha | 0.368 | |||
| Total Risk Alpha | 0.0796 | |||
| Sortino Ratio | 0.1363 | |||
| Treynor Ratio | 0.9513 | |||
| Maximum Drawdown | 11.93 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 3.6 | |||
| Downside Variance | 5.0 | |||
| Semi Variance | 3.9 | |||
| Expected Short fall | (2.00) | |||
| Skewness | (0.07) | |||
| Kurtosis | 0.1416 |
BAE Systems PLC Backtested Returns
BAE Systems appears to be very steady, given 3 months investment horizon. BAE Systems PLC secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the company had a 0.26 % return per unit of risk over the last 3 months. By evaluating BAE Systems' technical indicators, you can evaluate if the expected return of 0.57% is justified by implied risk. Please makes use of BAE Systems' mean deviation of 1.83, and Coefficient Of Variation of 536.35 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BAE Systems holds a performance score of 20. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BAE Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding BAE Systems is expected to be smaller as well. Please check BAE Systems' potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether BAE Systems' price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
BAE Systems PLC has good predictability. Overlapping area represents the amount of predictability between BAE Systems time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BAE Systems PLC price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current BAE Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 1.24 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, BAE Systems PLC reported net income of 1.76 B. This is much higher than that of the Industrials sector and 58.77% higher than that of the Aerospace & Defense industry. The net income for all United States stocks is significantly lower than that of the firm.
BAE Net Income Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses BAE Systems' direct or indirect competition against its Net Income to detect undervalued stocks with similar characteristics or determine the pink sheets which would be a good addition to a portfolio. Peer analysis of BAE Systems could also be used in its relative valuation, which is a method of valuing BAE Systems by comparing valuation metrics of similar companies.BAE Systems is currently under evaluation in net income category among its peers.
BAE Fundamentals
| Return On Equity | 0.16 | |||
| Return On Asset | 0.0378 | |||
| Profit Margin | 0.07 % | |||
| Operating Margin | 0.09 % | |||
| Current Valuation | 36.86 B | |||
| Shares Outstanding | 3.06 B | |||
| Shares Owned By Insiders | 0.35 % | |||
| Shares Owned By Institutions | 78.46 % | |||
| Price To Earning | 17.18 X | |||
| Price To Book | 2.31 X | |||
| Price To Sales | 1.60 X | |||
| Revenue | 19.52 B | |||
| Gross Profit | 12.47 B | |||
| EBITDA | 3.14 B | |||
| Net Income | 1.76 B | |||
| Cash And Equivalents | 1.96 B | |||
| Cash Per Share | 0.62 X | |||
| Total Debt | 4.6 B | |||
| Debt To Equity | 0.59 % | |||
| Current Ratio | 1.06 X | |||
| Book Value Per Share | 3.62 X | |||
| Cash Flow From Operations | 2.45 B | |||
| Earnings Per Share | 0.52 X | |||
| Price To Earnings To Growth | 3.53 X | |||
| Target Price | 18.5 | |||
| Number Of Employees | 91.4 K | |||
| Beta | 0.56 | |||
| Market Capitalization | 31.93 B | |||
| Total Asset | 27.14 B | |||
| Retained Earnings | (4.82 B) | |||
| Working Capital | (380 M) | |||
| Current Asset | 6.54 B | |||
| Current Liabilities | 6.92 B | |||
| Z Score | 3.6 | |||
| Annual Yield | 0.03 % | |||
| Five Year Return | 4.03 % | |||
| Net Asset | 27.14 B | |||
| Last Dividend Paid | 0.26 |
About BAE Systems Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze BAE Systems PLC's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of BAE Systems using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of BAE Systems PLC based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Other Information on Investing in BAE Pink Sheet
BAE Systems financial ratios help investors to determine whether BAE Pink Sheet 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 BAE with respect to the benefits of owning BAE Systems security.