Boeing (Germany) Market Value
| BCO Stock | 170.34 5.82 3.54% |
| Symbol | Boeing |
Boeing '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 Boeing'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 Boeing.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Boeing on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding The Boeing or generate 0.0% return on investment in Boeing over 30 days. Boeing is related to or competes with Raytheon Technologies, Boeing, Lockheed Martin, Lockheed Martin, Airbus SE, Airbus SE, and Airbus SE. More
Boeing 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 Boeing'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 The Boeing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.24 | |||
| Information Ratio | 0.088 | |||
| Maximum Drawdown | 11.98 | |||
| Value At Risk | (3.47) | |||
| Potential Upside | 3.54 |
Boeing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boeing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boeing's standard deviation. In reality, there are many statistical measures that can use Boeing historical prices to predict the future Boeing's volatility.| Risk Adjusted Performance | 0.1186 | |||
| Jensen Alpha | 0.263 | |||
| Total Risk Alpha | 0.0479 | |||
| Sortino Ratio | 0.0836 | |||
| Treynor Ratio | 1.71 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Boeing'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.
Boeing Backtested Returns
Boeing appears to be very steady, given 3 months investment horizon. Boeing secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for The Boeing, which you can use to evaluate the volatility of the firm. Please makes use of Boeing's Mean Deviation of 1.63, risk adjusted performance of 0.1186, and Semi Deviation of 1.78 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Boeing holds a performance score of 11. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Boeing's returns are expected to increase less than the market. However, during the bear market, the loss of holding Boeing is expected to be smaller as well. Please check Boeing's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Boeing's price patterns will revert.
Auto-correlation | -0.3 |
Weak reverse predictability
The Boeing has weak reverse predictability. Overlapping area represents the amount of predictability between Boeing time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Boeing price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Boeing price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 9.98 |
Boeing lagged returns against current returns
Autocorrelation, which is Boeing 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 Boeing's stock expected returns. We can calculate the autocorrelation of Boeing returns to help us make a trade decision. For example, suppose you find that Boeing 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 |
Boeing 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 Boeing stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boeing stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boeing stock over time.
Current vs Lagged Prices |
| Timeline |
Boeing Lagged Returns
When evaluating Boeing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boeing stock have on its future price. Boeing 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, Boeing autocorrelation shows the relationship between Boeing stock current value and its past values and can show if there is a momentum factor associated with investing in The Boeing.
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 Boeing Stock Analysis
When running Boeing's price analysis, check to measure Boeing'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 Boeing is operating at the current time. Most of Boeing's value examination focuses on studying past and present price action to predict the probability of Boeing's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Boeing's price. Additionally, you may evaluate how the addition of Boeing to your portfolios can decrease your overall portfolio volatility.