BAE Systems' market value is the price at which a share of BAE Systems trades on a public exchange. It measures the collective expectations of BAE Systems PLC investors about its performance. BAE Systems is trading at 28.50 as of the 1st of March 2026. This is a 2.13 percent decrease since the beginning of the trading day. The stock's lowest day price was 27.99. With this module, you can estimate the performance of a buy and hold strategy of BAE Systems PLC and determine expected loss or profit from investing in BAE Systems over a given investment horizon. Check out BAE Systems Correlation, BAE Systems Volatility and BAE Systems Performance module to complement your research on BAE Systems.
It's important to distinguish between BAE Systems' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding BAE Systems should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, BAE Systems' market price signifies the transaction level at which participants voluntarily complete trades.
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.
0.00
12/01/2025
No Change 0.00
0.0
In 3 months and 1 day
03/01/2026
0.00
If you would invest 0.00 in BAE Systems on December 1, 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 AAR Corp, Curtiss Wright, Hexcel, Moog, Smith Wesson, Ammo, and Park Electrochemical. 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.
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.
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 appears to be very steady, given 3 months investment horizon. BAE Systems PLC 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. By evaluating BAE Systems' technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please makes use of BAE Systems' mean deviation of 1.84, and Coefficient Of Variation of 581.78 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 18. The firm shows a Beta (market volatility) of 0.55, 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
0.60
Good predictability
BAE Systems PLC has good predictability. Overlapping area represents the amount of predictability between BAE Systems time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 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 0.6 indicates that roughly 60.0% of current BAE Systems price fluctuation can be explain by its past prices.
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.