Magellan Aerospace's market value is the price at which a share of Magellan Aerospace trades on a public exchange. It measures the collective expectations of Magellan Aerospace investors about its performance. Magellan Aerospace is trading at 13.71 as of the 27th of December 2025. This is a 3.08% increase since the beginning of the trading day. The stock's lowest day price was 13.71. With this module, you can estimate the performance of a buy and hold strategy of Magellan Aerospace and determine expected loss or profit from investing in Magellan Aerospace over a given investment horizon. Check out Magellan Aerospace Correlation, Magellan Aerospace Volatility and Magellan Aerospace Alpha and Beta module to complement your research on Magellan Aerospace.
Please note, there is a significant difference between Magellan Aerospace's value and its price as these two are different measures arrived at by different means. Investors typically determine if Magellan Aerospace is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Magellan Aerospace'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.
Magellan Aerospace '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 Magellan Aerospace'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 Magellan Aerospace.
0.00
11/27/2025
No Change 0.00
0.0
In 30 days
12/27/2025
0.00
If you would invest 0.00 in Magellan Aerospace on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Magellan Aerospace or generate 0.0% return on investment in Magellan Aerospace over 30 days. Magellan Aerospace Corporation, through its subsidiaries, designs, engineers, manufactures, and sells aero engine and st... More
Magellan Aerospace 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 Magellan Aerospace'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 Magellan Aerospace 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 Magellan Aerospace's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Magellan Aerospace's standard deviation. In reality, there are many statistical measures that can use Magellan Aerospace historical prices to predict the future Magellan Aerospace's volatility.
Magellan Aerospace appears to be not too volatile, given 3 months investment horizon. Magellan Aerospace has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Magellan Aerospace, which you can use to evaluate the volatility of the firm. Please exercise Magellan Aerospace's Mean Deviation of 1.38, downside deviation of 2.6, and Risk Adjusted Performance of 0.0719 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Magellan Aerospace holds a performance score of 9. The company secures a Beta (Market Risk) of 0.9, which conveys possible diversification benefits within a given portfolio. Magellan Aerospace returns are very sensitive to returns on the market. As the market goes up or down, Magellan Aerospace is expected to follow. Please check Magellan Aerospace's information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether Magellan Aerospace's current price movements will revert.
Auto-correlation
0.79
Good predictability
Magellan Aerospace has good predictability. Overlapping area represents the amount of predictability between Magellan Aerospace time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Magellan Aerospace price movement. The serial correlation of 0.79 indicates that around 79.0% of current Magellan Aerospace price fluctuation can be explain by its past prices.
Correlation Coefficient
0.79
Spearman Rank Test
0.92
Residual Average
0.0
Price Variance
0.08
Magellan Aerospace lagged returns against current returns
Autocorrelation, which is Magellan Aerospace 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 Magellan Aerospace's pink sheet expected returns. We can calculate the autocorrelation of Magellan Aerospace returns to help us make a trade decision. For example, suppose you find that Magellan Aerospace 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
Magellan Aerospace 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 Magellan Aerospace pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Magellan Aerospace pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Magellan Aerospace pink sheet over time.
Current vs Lagged Prices
Timeline
Magellan Aerospace Lagged Returns
When evaluating Magellan Aerospace's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Magellan Aerospace pink sheet have on its future price. Magellan Aerospace 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, Magellan Aerospace autocorrelation shows the relationship between Magellan Aerospace pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Magellan Aerospace.
Other Information on Investing in Magellan Pink Sheet
Magellan Aerospace financial ratios help investors to determine whether Magellan 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 Magellan with respect to the benefits of owning Magellan Aerospace security.