Airbus Group Se Stock Market Value
| EADSF Stock | USD 173.00 1.25 0.73% |
| Symbol | Airbus |
Airbus Group '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 Airbus Group's 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 Airbus Group.
| 02/06/2024 |
| 01/31/2025 |
If you would invest 0.00 in Airbus Group on February 6, 2024 and sell it all today you would earn a total of 0.00 from holding Airbus Group SE or generate 0.0% return on investment in Airbus Group over 360 days. Airbus Group is related to or competes with Airbus Group, Park Electrochemical, Rolls-Royce Holdings, Triumph, Safran SA, Embraer SA, and BAE Systems. Airbus SE engages in the designing, manufacturing, and delivering aerospace products, services, and solutions worldwide More
Airbus Group 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 Airbus Group's 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 Airbus Group SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.0619 | |||
| Maximum Drawdown | 11.46 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 3.93 |
Airbus Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Airbus Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Airbus Group's standard deviation. In reality, there are many statistical measures that can use Airbus Group historical prices to predict the future Airbus Group's volatility.| Risk Adjusted Performance | 0.0963 | |||
| Jensen Alpha | 0.2181 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0582 | |||
| Treynor Ratio | 3.15 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Airbus Group'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.
Airbus Group SE Backtested Returns
Airbus Group appears to be very steady, given 3 months investment horizon. Airbus Group SE secures Sharpe Ratio (or Efficiency) of 0.0871, which signifies that the company had a 0.0871 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Airbus Group SE, which you can use to evaluate the volatility of the firm. Please makes use of Airbus Group's Downside Deviation of 2.31, risk adjusted performance of 0.0963, and Mean Deviation of 1.56 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Airbus Group holds a performance score of 6. The firm shows a Beta (market volatility) of 0.0713, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Airbus Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Airbus Group is expected to be smaller as well. Please check Airbus Group's downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Airbus Group's price patterns will revert.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Airbus Group SE has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Airbus Group time series from 6th of February 2024 to 4th of August 2024 and 4th of August 2024 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 Airbus Group SE price movement. The serial correlation of -0.73 indicates that around 73.0% of current Airbus Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 86.08 |
Airbus Group SE lagged returns against current returns
Autocorrelation, which is Airbus Group pink sheet'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 Airbus Group's pink sheet expected returns. We can calculate the autocorrelation of Airbus Group returns to help us make a trade decision. For example, suppose you find that Airbus Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Airbus Group 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 Airbus Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Airbus Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Airbus Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Airbus Group Lagged Returns
When evaluating Airbus Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Airbus Group pink sheet have on its future price. Airbus Group 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, Airbus Group autocorrelation shows the relationship between Airbus Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Airbus Group SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Airbus Pink Sheet
Airbus Group financial ratios help investors to determine whether Airbus 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 Airbus with respect to the benefits of owning Airbus Group security.