Elbit Systems Stock Market Value
| ESLT Stock | USD 818.27 -3.69 -0.45% |
| Symbol | Elbit |
Quarterly Earnings Growth 76.3% | Dividend Share 3.1 | Earnings Share 11.43 | Revenue Per Share | Quarterly Revenue Growth 11.3% |
Investors evaluate Elbit Systems using market value and book value, each describing different facets of the business. Elbit Systems' market capitalization is 38.34 B. At P/B 9.28, Elbit Systems trades at a significant premium to book value. Enterprise value (TTM) stands at 39.35 B. Intrinsic value attempts to bridge the gap between market sentiment and accounting reality.
Elbit Systems intrinsic value attempts to capture underlying worth, separate from current trading levels. For Elbit Systems, key inputs include a P/E ratio of 35.29, a P/B ratio of 9.28, a profit margin of 4.28%, and ROE of 15.0%.
What-If Analysis
What-if analysis for Elbit Systems is essentially a historical sensitivity test that shows how changes in the investment horizon could have altered realized return, drawdown, and timing outcomes. Comparing realized return, risk, and path dependency instead of focusing only on the best historical outcome gives a more complete picture.
| 01/27/2026 |
| 04/27/2026 |
If you invested 0.00 in Elbit Systems on January 27, 2026 and closed the position today, you would generate 0.00 in net gains. This reflects a 0.0% return on investment in Elbit Systems in aggregate across 90 days. Elbit Systems has comparable peers such as Curtiss Wright, BWX Technologies, Woodward, AerCap Holdings, AeroVironment, Hubbell, and Veralto. Elbit Systems Ltd. develops and supplies a portfolio of airborne, land, and naval systems and products for the defense, ... More
Elbit Systems Momentum Range Indicators Signals
Momentum range indicators for Elbit Systems reflect the balance between upside and downside price pressure. Momentum balance — whether buying or selling pressure dominates — is the central signal.
| Downside Deviation | 2.59 | |||
| Information Ratio | 0.0775 | |||
| Maximum Drawdown | 22.09 | |||
| Value At Risk | -3.69 | |||
| Potential Upside | 5.59 |
Volatility and Risk Indicators for Elbit Systems Overview
Elbit Systems market risk signals reflect the scope and pattern of historical return variability. Value-at-risk estimates translate volatility into a probability-weighted loss threshold for a given confidence level.| Risk Adjusted Performance | 0.0824 | |||
| Jensen Alpha | 0.2619 | |||
| Total Risk Alpha | 0.265 | |||
| Sortino Ratio | 0.1013 | |||
| Treynor Ratio | 0.8344 |
Statistical evidence for mean reversion in Elbit Systems' appears through its tendency to revert after extreme valuations. Under mean reversion theory, Elbit Systems' price extremes are viewed as temporary dislocations that may self-correct. Mean reversion in Elbit Systems' is often observed around historical valuation multiples. Historical data for Elbit Systems shows that extreme valuations have tended to normalize over multi-year periods.
Technical Indicators
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| Risk Adjusted Performance | 0.0824 | |||
| Market Risk Adjusted Performance | 0.8444 | |||
| Mean Deviation | 2.3 | |||
| Semi Deviation | 2.42 | |||
| Downside Deviation | 2.59 | |||
| Coefficient Of Variation | 1247.04 | |||
| Standard Deviation | 3.39 | |||
| Variance | 11.47 | |||
| Information Ratio | 0.0775 | |||
| Jensen Alpha | 0.2619 | |||
| Total Risk Alpha | 0.265 | |||
| Sortino Ratio | 0.1013 | |||
| Treynor Ratio | 0.8344 | |||
| Maximum Drawdown | 22.09 | |||
| Value At Risk | -3.69 | |||
| Potential Upside | 5.59 | |||
| Downside Variance | 6.72 | |||
| Semi Variance | 5.86 | |||
| Expected Short fall | -2.64 | |||
| Skewness | 1.67 | |||
| Kurtosis | 6.46 |
Elbit Systems Backtested Returns
Elbit Systems demonstrates a very low volatility profile under current market conditions. It shows a risk-adjusted return measure of 0.0696, defining risk-normalized returns. We identified thirty technical indicators influencing the company's volatility profile. Please assess metrics such as Semi Deviation of 2.42, downside deviation of 2.59, and mean deviation of 2.3 to confirm statistical stability. On a scale of 0 to 100, Elbit Systems holds a performance score of 5. The firm retains a Beta (Market Sensitivity) of 0.31, which means generally lower market sensitivity than the broad market. As returns on the market increase, Elbit Systems' returns tend to increase less than the market. However, during a bear market, the loss from holding Elbit Systems tends to be smaller as well.
Auto-correlation | -0.39 |
Poor reverse predictability
Serial correlation analysis for Elbit Systems reveals poor reverse predictability across the intervals from 27th of January 2026 to 13th of March 2026 and from 13th of March 2026 to 27th of April 2026. The degree of alignment between past and current intervals shapes expectations about Elbit Systems's price persistence. At -0.39, just about 39.0% of current Elbit Systems price movement aligns with historical price trajectory. Given that Elbit Systems has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 1752.02 |