Leonardo Drs, Common Stock Market Value
| DRS Stock | 36.25 0.55 1.54% |
| Symbol | Leonardo |
Leonardo DRS, Common Price To Book Ratio
Is Aerospace & Defense space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Leonardo DRS,. If investors know Leonardo will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Leonardo DRS, listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.171 | Earnings Share 0.74 | Revenue Per Share 12.09 | Quarterly Revenue Growth 0.155 | Return On Assets 0.0477 |
The market value of Leonardo DRS, Common is measured differently than its book value, which is the value of Leonardo that is recorded on the company's balance sheet. Investors also form their own opinion of Leonardo DRS,'s value that differs from its market value or its book value, called intrinsic value, which is Leonardo DRS,'s true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Leonardo DRS,'s market value can be influenced by many factors that don't directly affect Leonardo DRS,'s underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Leonardo DRS,'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Leonardo DRS, is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Leonardo DRS,'s price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Leonardo DRS, '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 Leonardo DRS,'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 Leonardo DRS,.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Leonardo DRS, on June 4, 2023 and sell it all today you would earn a total of 0.00 from holding Leonardo DRS, Common or generate 0.0% return on investment in Leonardo DRS, over 540 days. Leonardo DRS, is related to or competes with AAR Corp, Curtiss Wright, Hexcel, Moog, Innovative Solutions, Mercury Systems, and Eve Holding. Leonardo DRS, is entity of United States More
Leonardo DRS, 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 Leonardo DRS,'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 Leonardo DRS, Common upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.79 | |||
| Information Ratio | 0.1075 | |||
| Maximum Drawdown | 16.39 | |||
| Value At Risk | (4.96) | |||
| Potential Upside | 4.86 |
Leonardo DRS, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leonardo DRS,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Leonardo DRS,'s standard deviation. In reality, there are many statistical measures that can use Leonardo DRS, historical prices to predict the future Leonardo DRS,'s volatility.| Risk Adjusted Performance | 0.1262 | |||
| Jensen Alpha | 0.2145 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.1055 | |||
| Treynor Ratio | 0.2499 |
Leonardo DRS, Common Backtested Returns
Leonardo DRS, appears to be not too volatile, given 3 months investment horizon. Leonardo DRS, Common has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17% return per unit of risk over the last 3 months. We have found thirty technical indicators for Leonardo DRS,, which you can use to evaluate the volatility of the firm. Please exercise Leonardo DRS,'s Risk Adjusted Performance of 0.1262, mean deviation of 1.81, and Downside Deviation of 2.79 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Leonardo DRS, holds a performance score of 13. The company secures a Beta (Market Risk) of 1.66, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Leonardo DRS, will likely underperform. Please check Leonardo DRS,'s semi variance, and the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Leonardo DRS,'s current price movements will revert.
Auto-correlation | 0.86 |
Very good predictability
Leonardo DRS, Common has very good predictability. Overlapping area represents the amount of predictability between Leonardo DRS, time series from 4th of June 2023 to 29th of February 2024 and 29th of February 2024 to 25th 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 Leonardo DRS, Common price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Leonardo DRS, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 14.37 |
Leonardo DRS, Common lagged returns against current returns
Autocorrelation, which is Leonardo DRS, 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 Leonardo DRS,'s stock expected returns. We can calculate the autocorrelation of Leonardo DRS, returns to help us make a trade decision. For example, suppose you find that Leonardo DRS, 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 |
Leonardo DRS, 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 Leonardo DRS, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Leonardo DRS, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Leonardo DRS, stock over time.
Current vs Lagged Prices |
| Timeline |
Leonardo DRS, Lagged Returns
When evaluating Leonardo DRS,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Leonardo DRS, stock have on its future price. Leonardo DRS, 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, Leonardo DRS, autocorrelation shows the relationship between Leonardo DRS, stock current value and its past values and can show if there is a momentum factor associated with investing in Leonardo DRS, Common.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Leonardo Stock Analysis
When running Leonardo DRS,'s price analysis, check to measure Leonardo DRS,'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 Leonardo DRS, is operating at the current time. Most of Leonardo DRS,'s value examination focuses on studying past and present price action to predict the probability of Leonardo DRS,'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Leonardo DRS,'s price. Additionally, you may evaluate how the addition of Leonardo DRS, to your portfolios can decrease your overall portfolio volatility.