Leonardo Spa Stock Market Value
| FINMF Stock | USD 60.00 0.80 1.35% |
| Symbol | Leonardo |
Leonardo Spa '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 Spa'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 Leonardo Spa.
| 11/04/2025 |
| 01/03/2026 |
If you would invest 0.00 in Leonardo Spa on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Leonardo Spa or generate 0.0% return on investment in Leonardo Spa over 60 days. Leonardo Spa is related to or competes with Saab AB, Saab AB, Dassault Aviation, KONE Oyj, WEG SA, Daikin Industries, and Schindler Holding. Leonardo S.p.a., an industrial and technological company, engages in the helicopters, defense electronics and security s... More
Leonardo Spa 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 Spa'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 Leonardo Spa upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 12.45 | |||
| Value At Risk | (5.86) | |||
| Potential Upside | 4.6 |
Leonardo Spa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leonardo Spa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Leonardo Spa's standard deviation. In reality, there are many statistical measures that can use Leonardo Spa historical prices to predict the future Leonardo Spa's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.1) |
Leonardo Spa Backtested Returns
Leonardo Spa has Sharpe Ratio of -0.0402, which conveys that the firm had a -0.0402 % return per unit of risk over the last 3 months. Leonardo Spa exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Leonardo Spa's Mean Deviation of 2.34, insignificant risk adjusted performance, and Standard Deviation of 2.98 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.59, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Leonardo Spa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Leonardo Spa is expected to be smaller as well. At this point, Leonardo Spa has a negative expected return of -0.12%. Please make sure to verify Leonardo Spa's value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Leonardo Spa performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.51 |
Good reverse predictability
Leonardo Spa has good reverse predictability. Overlapping area represents the amount of predictability between Leonardo Spa time series from 4th of November 2025 to 4th of December 2025 and 4th of December 2025 to 3rd of January 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 Leonardo Spa price movement. The serial correlation of -0.51 indicates that about 51.0% of current Leonardo Spa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 3.47 |
Leonardo Spa lagged returns against current returns
Autocorrelation, which is Leonardo Spa 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 Leonardo Spa's pink sheet expected returns. We can calculate the autocorrelation of Leonardo Spa returns to help us make a trade decision. For example, suppose you find that Leonardo Spa 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 |
Leonardo Spa 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 Spa pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Leonardo Spa pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Leonardo Spa pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Leonardo Spa Lagged Returns
When evaluating Leonardo Spa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Leonardo Spa pink sheet have on its future price. Leonardo Spa 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 Spa autocorrelation shows the relationship between Leonardo Spa pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Leonardo Spa.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Leonardo Pink Sheet
Leonardo Spa financial ratios help investors to determine whether Leonardo 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 Leonardo with respect to the benefits of owning Leonardo Spa security.