Leonardo SpA's market value is the price at which a share of Leonardo SpA trades on a public exchange. It measures the collective expectations of Leonardo SpA ADR investors about its performance. Leonardo SpA is trading at 32.07 as of the 7th of January 2026; that is 0.60% increase since the beginning of the trading day. The stock's open price was 31.88. With this module, you can estimate the performance of a buy and hold strategy of Leonardo SpA ADR and determine expected loss or profit from investing in Leonardo SpA over a given investment horizon. Check out Leonardo SpA Correlation, Leonardo SpA Volatility and Leonardo SpA Alpha and Beta module to complement your research on Leonardo SpA.
Please note, there is a significant difference between Leonardo SpA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Leonardo SpA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Leonardo SpA'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 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.
0.00
01/18/2024
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/07/2026
0.00
If you would invest 0.00 in Leonardo SpA on January 18, 2024 and sell it all today you would earn a total of 0.00 from holding Leonardo SpA ADR or generate 0.0% return on investment in Leonardo SpA over 720 days. Leonardo SpA is related to or competes with BAE Systems, BAE Systems, Recruit Holdings, Thales SA, Thales SA, Kone Oyj, and Recruit Holdings. 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 ADR upside and downside potential and time the market with a certain degree of confidence.
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.
At this stage we consider Leonardo Pink Sheet to be very steady. Leonardo SpA ADR has Sharpe Ratio of 0.0119, which conveys that the firm had a 0.0119 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Leonardo SpA, which you can use to evaluate the volatility of the firm. Please verify Leonardo SpA's Risk Adjusted Performance of 0.0076, downside deviation of 2.32, and Mean Deviation of 1.74 to check out if the risk estimate we provide is consistent with the expected return of 0.0278%. The company secures a Beta (Market Risk) of 0.88, which conveys possible diversification benefits within a given portfolio. Leonardo SpA returns are very sensitive to returns on the market. As the market goes up or down, Leonardo SpA is expected to follow. Leonardo SpA ADR right now secures a risk of 2.33%. Please verify Leonardo SpA ADR maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Leonardo SpA ADR will be following its current price movements.
Auto-correlation
0.75
Good predictability
Leonardo SpA ADR has good predictability. Overlapping area represents the amount of predictability between Leonardo SpA time series from 18th of January 2024 to 12th of January 2025 and 12th of January 2025 to 7th 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 ADR price movement. The serial correlation of 0.75 indicates that around 75.0% of current Leonardo SpA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.75
Spearman Rank Test
0.46
Residual Average
0.0
Price Variance
20.24
Leonardo SpA ADR 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 ADR.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Leonardo SpA's price analysis, check to measure Leonardo SpA'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 SpA is operating at the current time. Most of Leonardo SpA's value examination focuses on studying past and present price action to predict the probability of Leonardo SpA'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 SpA's price. Additionally, you may evaluate how the addition of Leonardo SpA to your portfolios can decrease your overall portfolio volatility.