AerCap Holdings (Germany) Market Value
| R1D Stock | EUR 93.60 0.14 0.15% |
| Symbol | AerCap |
AerCap Holdings '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 AerCap Holdings' stock 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 AerCap Holdings.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in AerCap Holdings on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding AerCap Holdings NV or generate 0.0% return on investment in AerCap Holdings over 540 days. AerCap Holdings is related to or competes with Salesforce, Transportadora, ANTA SPORTS, Transport International, Air Transport, SCIENCE IN, and Tradeweb Markets. AerCap Holdings N.V., an aircraft leasing company, engages in the lease, financing, sale, and management of commercial a... More
AerCap Holdings 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 AerCap Holdings' stock 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 AerCap Holdings NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.0052 | |||
| Maximum Drawdown | 6.77 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 2.69 |
AerCap Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AerCap Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AerCap Holdings' standard deviation. In reality, there are many statistical measures that can use AerCap Holdings historical prices to predict the future AerCap Holdings' volatility.| Risk Adjusted Performance | 0.0727 | |||
| Jensen Alpha | 0.114 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.0051 | |||
| Treynor Ratio | 1.54 |
AerCap Holdings NV Backtested Returns
At this point, AerCap Holdings is very steady. AerCap Holdings NV secures Sharpe Ratio (or Efficiency) of 0.0761, which signifies that the company had a 0.0761% return per unit of risk over the last 3 months. We have found thirty technical indicators for AerCap Holdings NV, which you can use to evaluate the volatility of the firm. Please confirm AerCap Holdings' Mean Deviation of 1.07, downside deviation of 1.52, and Risk Adjusted Performance of 0.0727 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. AerCap Holdings has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0798, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AerCap Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding AerCap Holdings is expected to be smaller as well. AerCap Holdings NV right now shows a risk of 1.52%. Please confirm AerCap Holdings NV sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if AerCap Holdings NV will be following its price patterns.
Auto-correlation | 0.61 |
Good predictability
AerCap Holdings NV has good predictability. Overlapping area represents the amount of predictability between AerCap Holdings time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AerCap Holdings NV price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current AerCap Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 20.37 |
AerCap Holdings NV lagged returns against current returns
Autocorrelation, which is AerCap Holdings stock'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 AerCap Holdings' stock expected returns. We can calculate the autocorrelation of AerCap Holdings returns to help us make a trade decision. For example, suppose you find that AerCap Holdings has exhibited high autocorrelation historically, and you observe that the stock 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 |
AerCap Holdings 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 AerCap Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AerCap Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AerCap Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
AerCap Holdings Lagged Returns
When evaluating AerCap Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AerCap Holdings stock have on its future price. AerCap Holdings 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, AerCap Holdings autocorrelation shows the relationship between AerCap Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in AerCap Holdings NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in AerCap Stock
When determining whether AerCap Holdings NV is a strong investment it is important to analyze AerCap Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact AerCap Holdings' future performance. For an informed investment choice regarding AerCap Stock, refer to the following important reports:Check out AerCap Holdings Correlation, AerCap Holdings Volatility and AerCap Holdings Alpha and Beta module to complement your research on AerCap Holdings. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
AerCap Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.