BAE Systems (Germany) Market Value
| BSP Stock | EUR 22.62 0.72 3.29% |
| Symbol | 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' 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 BAE Systems.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in BAE Systems on November 17, 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 Samsung Electronics, Samsung Electronics, Samsung Electronics, Samsung Electronics, PT Astra, ASTRA INTERNATIONAL, and ASTRA INTERNATIONAL. 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' 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 BAE Systems plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.99 | |||
| Information Ratio | 0.0484 | |||
| Maximum Drawdown | 11.11 | |||
| Value At Risk | (4.41) | |||
| Potential Upside | 4.63 |
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 | 0.0672 | |||
| Jensen Alpha | 0.1621 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0433 | |||
| Treynor Ratio | 0.4163 |
BAE Systems February 15, 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 | 0.0672 | |||
| Market Risk Adjusted Performance | 0.4263 | |||
| Mean Deviation | 2.05 | |||
| Semi Deviation | 2.9 | |||
| Downside Deviation | 2.99 | |||
| Coefficient Of Variation | 1340.93 | |||
| Standard Deviation | 2.67 | |||
| Variance | 7.15 | |||
| Information Ratio | 0.0484 | |||
| Jensen Alpha | 0.1621 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0433 | |||
| Treynor Ratio | 0.4163 | |||
| Maximum Drawdown | 11.11 | |||
| Value At Risk | (4.41) | |||
| Potential Upside | 4.63 | |||
| Downside Variance | 8.94 | |||
| Semi Variance | 8.39 | |||
| Expected Short fall | (1.93) | |||
| Skewness | (0.22) | |||
| Kurtosis | (0.27) |
BAE Systems plc Backtested Returns
BAE Systems appears to be not too volatile, given 3 months investment horizon. BAE Systems plc secures Sharpe Ratio (or Efficiency) of 0.0761, which signifies that the company had a 0.0761 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BAE Systems plc, which you can use to evaluate the volatility of the entity. Please makes use of BAE Systems' coefficient of variation of 1340.93, and Mean Deviation of 2.05 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 6. The firm shows a Beta (market volatility) of 0.45, 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' jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether BAE Systems' price patterns will revert.
Auto-correlation | -0.81 |
Excellent reverse predictability
BAE Systems plc has excellent reverse predictability. Overlapping area represents the amount of predictability between BAE Systems time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th 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 -0.81 indicates that around 81.0% of current BAE Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 1.0 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
Other Information on Investing in BAE Stock
BAE Systems financial ratios help investors to determine whether BAE 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 BAE with respect to the benefits of owning BAE Systems security.