Dassault Aviation (France) Market Value
| AM Stock | EUR 186.80 7.90 4.06% |
| Symbol | Dassault |
Dassault Aviation '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 Dassault Aviation'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 Dassault Aviation.
| 01/06/2023 |
| 11/26/2024 |
If you would invest 0.00 in Dassault Aviation on January 6, 2023 and sell it all today you would earn a total of 0.00 from holding Dassault Aviation SA or generate 0.0% return on investment in Dassault Aviation over 690 days. Dassault Aviation is related to or competes with Airbus Group, and Safran SA. Dassault Aviation SA engages in the aeronautical business in France and internationally More
Dassault Aviation 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 Dassault Aviation'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 Dassault Aviation SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.74 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 6.31 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 2.27 |
Dassault Aviation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dassault Aviation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dassault Aviation's standard deviation. In reality, there are many statistical measures that can use Dassault Aviation historical prices to predict the future Dassault Aviation's volatility.| Risk Adjusted Performance | 0.0071 | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.01) |
Dassault Aviation Backtested Returns
Dassault Aviation secures Sharpe Ratio (or Efficiency) of -0.0078, which denotes the company had a -0.0078% return per unit of risk over the last 3 months. Dassault Aviation SA exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dassault Aviation's Coefficient Of Variation of 39043.94, downside deviation of 1.74, and Mean Deviation of 1.19 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.83, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dassault Aviation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dassault Aviation is expected to be smaller as well. At this point, Dassault Aviation has a negative expected return of -0.0123%. Please make sure to confirm Dassault Aviation's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Dassault Aviation performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
Dassault Aviation SA has weak predictability. Overlapping area represents the amount of predictability between Dassault Aviation time series from 6th of January 2023 to 17th of December 2023 and 17th of December 2023 to 26th 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 Dassault Aviation price movement. The serial correlation of 0.22 indicates that over 22.0% of current Dassault Aviation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 122.1 |
Dassault Aviation lagged returns against current returns
Autocorrelation, which is Dassault Aviation 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 Dassault Aviation's stock expected returns. We can calculate the autocorrelation of Dassault Aviation returns to help us make a trade decision. For example, suppose you find that Dassault Aviation 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 |
Dassault Aviation 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 Dassault Aviation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dassault Aviation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dassault Aviation stock over time.
Current vs Lagged Prices |
| Timeline |
Dassault Aviation Lagged Returns
When evaluating Dassault Aviation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dassault Aviation stock have on its future price. Dassault Aviation 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, Dassault Aviation autocorrelation shows the relationship between Dassault Aviation stock current value and its past values and can show if there is a momentum factor associated with investing in Dassault Aviation SA.
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 Dassault Stock
Dassault Aviation financial ratios help investors to determine whether Dassault 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 Dassault with respect to the benefits of owning Dassault Aviation security.