Montana Aerospace (Switzerland) Market Value
| AERO Stock | 32.10 2.55 7.36% |
| Symbol | Montana |
Montana Aerospace '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 Montana Aerospace'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 Montana Aerospace.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in Montana Aerospace on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding Montana Aerospace AG or generate 0.0% return on investment in Montana Aerospace over 30 days. Montana Aerospace is related to or competes with Stadler Rail, Interroll Holding, Burckhardt Compression, Daetwyl I, Kardex, LandisGyr Group, and Burkhalter Holding. More
Montana Aerospace 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 Montana Aerospace'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 Montana Aerospace AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.66 | |||
| Information Ratio | 0.0715 | |||
| Maximum Drawdown | 29.83 | |||
| Value At Risk | (6.10) | |||
| Potential Upside | 9.01 |
Montana Aerospace Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Montana Aerospace's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Montana Aerospace's standard deviation. In reality, there are many statistical measures that can use Montana Aerospace historical prices to predict the future Montana Aerospace's volatility.| Risk Adjusted Performance | 0.0778 | |||
| Jensen Alpha | 0.4165 | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | 0.0689 | |||
| Treynor Ratio | 3.23 |
Montana Aerospace Backtested Returns
Montana Aerospace appears to be very steady, given 3 months investment horizon. Montana Aerospace has Sharpe Ratio of 0.0982, which conveys that the firm had a 0.0982 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Montana Aerospace, which you can use to evaluate the volatility of the firm. Please exercise Montana Aerospace's Risk Adjusted Performance of 0.0778, downside deviation of 4.66, and Mean Deviation of 2.98 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Montana Aerospace holds a performance score of 7. The company secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Montana Aerospace's returns are expected to increase less than the market. However, during the bear market, the loss of holding Montana Aerospace is expected to be smaller as well. Please check Montana Aerospace's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether Montana Aerospace's current price movements will revert.
Auto-correlation | 0.74 |
Good predictability
Montana Aerospace AG has good predictability. Overlapping area represents the amount of predictability between Montana Aerospace time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th of January 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 Montana Aerospace price movement. The serial correlation of 0.74 indicates that around 74.0% of current Montana Aerospace price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 2.54 |
Montana Aerospace lagged returns against current returns
Autocorrelation, which is Montana Aerospace 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 Montana Aerospace's stock expected returns. We can calculate the autocorrelation of Montana Aerospace returns to help us make a trade decision. For example, suppose you find that Montana Aerospace 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 |
Montana Aerospace 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 Montana Aerospace stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Montana Aerospace stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Montana Aerospace stock over time.
Current vs Lagged Prices |
| Timeline |
Montana Aerospace Lagged Returns
When evaluating Montana Aerospace's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Montana Aerospace stock have on its future price. Montana Aerospace 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, Montana Aerospace autocorrelation shows the relationship between Montana Aerospace stock current value and its past values and can show if there is a momentum factor associated with investing in Montana Aerospace AG.
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 Montana Stock Analysis
When running Montana Aerospace's price analysis, check to measure Montana Aerospace'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 Montana Aerospace is operating at the current time. Most of Montana Aerospace's value examination focuses on studying past and present price action to predict the probability of Montana Aerospace's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Montana Aerospace's price. Additionally, you may evaluate how the addition of Montana Aerospace to your portfolios can decrease your overall portfolio volatility.