Thales Sa Stock Market Value
| THLEF Stock | USD 309.70 0.95 0.31% |
| Symbol | Thales |
Thales SA '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 Thales SA'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 Thales SA.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Thales SA on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Thales SA or generate 0.0% return on investment in Thales SA over 90 days. Thales SA is related to or competes with Leonardo SpA, BAE Systems, Mitsubishi Electric, Larsen Toubro, Mitsubishi Electric, BAE Systems, and Deutsche Post. Thales S.A. provides various solutions for civilian and military customers in the aeronautics, space, defense, security,... More
Thales SA 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 Thales SA'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 Thales SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.04 | |||
| Information Ratio | 0.0211 | |||
| Maximum Drawdown | 19.2 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 4.67 |
Thales SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thales SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thales SA's standard deviation. In reality, there are many statistical measures that can use Thales SA historical prices to predict the future Thales SA's volatility.| Risk Adjusted Performance | 0.0378 | |||
| Jensen Alpha | 0.1667 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0207 | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Thales SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Thales SA January 30, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0378 | |||
| Market Risk Adjusted Performance | (0.10) | |||
| Mean Deviation | 2.14 | |||
| Semi Deviation | 2.82 | |||
| Downside Deviation | 3.04 | |||
| Coefficient Of Variation | 2403.4 | |||
| Standard Deviation | 2.98 | |||
| Variance | 8.9 | |||
| Information Ratio | 0.0211 | |||
| Jensen Alpha | 0.1667 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0207 | |||
| Treynor Ratio | (0.11) | |||
| Maximum Drawdown | 19.2 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 4.67 | |||
| Downside Variance | 9.26 | |||
| Semi Variance | 7.97 | |||
| Expected Short fall | (2.08) | |||
| Skewness | 0.1438 | |||
| Kurtosis | 2.07 |
Thales SA Backtested Returns
At this point, Thales SA is very steady. Thales SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0596, which indicates the firm had a 0.0596 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Thales SA, which you can use to evaluate the volatility of the company. Please validate Thales SA's Coefficient Of Variation of 2403.4, risk adjusted performance of 0.0378, and Semi Deviation of 2.82 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Thales SA has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -1.02, which indicates a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Thales SA are expected to decrease slowly. On the other hand, during market turmoil, Thales SA is expected to outperform it slightly. Thales SA right now has a risk of 3.07%. Please validate Thales SA coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to decide if Thales SA will be following its existing price patterns.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Thales SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Thales SA time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th 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 Thales SA price movement. The serial correlation of -0.72 indicates that around 72.0% of current Thales SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 422.42 |
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Other Information on Investing in Thales Pink Sheet
Thales SA financial ratios help investors to determine whether Thales 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 Thales with respect to the benefits of owning Thales SA security.