Textron (Germany) Market Value
| TXT Stock | 80.48 0.44 0.55% |
| Symbol | Textron |
Textron '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 Textron's 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 Textron.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Textron on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Textron or generate 0.0% return on investment in Textron over 30 days. Textron is related to or competes with IDP EDUCATION, Peijia Medical, Avanos Medical, Merit Medical, and Strategic Education. More
Textron 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 Textron's 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 Textron upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.0217 | |||
| Maximum Drawdown | 5.71 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 2.67 |
Textron Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Textron's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Textron's standard deviation. In reality, there are many statistical measures that can use Textron historical prices to predict the future Textron's volatility.| Risk Adjusted Performance | 0.0789 | |||
| Jensen Alpha | 0.1291 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0217 | |||
| Treynor Ratio | 1.24 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Textron'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.
Textron Backtested Returns
Textron appears to be very steady, given 3 months investment horizon. Textron owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Textron, which you can use to evaluate the volatility of the company. Please review Textron's Coefficient Of Variation of 957.3, semi deviation of 1.25, and Risk Adjusted Performance of 0.0789 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Textron holds a performance score of 14. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Textron's returns are expected to increase less than the market. However, during the bear market, the loss of holding Textron is expected to be smaller as well. Please check Textron's semi variance, as well as the relationship between the accumulation distribution and day typical price , to make a quick decision on whether Textron's existing price patterns will revert.
Auto-correlation | 0.60 |
Good predictability
Textron has good predictability. Overlapping area represents the amount of predictability between Textron time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Textron price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Textron price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 5.1 |
Textron lagged returns against current returns
Autocorrelation, which is Textron 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 Textron's stock expected returns. We can calculate the autocorrelation of Textron returns to help us make a trade decision. For example, suppose you find that Textron 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 |
Textron 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 Textron stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Textron stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Textron stock over time.
Current vs Lagged Prices |
| Timeline |
Textron Lagged Returns
When evaluating Textron's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Textron stock have on its future price. Textron 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, Textron autocorrelation shows the relationship between Textron stock current value and its past values and can show if there is a momentum factor associated with investing in Textron.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Textron Stock Analysis
When running Textron's price analysis, check to measure Textron'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 Textron is operating at the current time. Most of Textron's value examination focuses on studying past and present price action to predict the probability of Textron's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Textron's price. Additionally, you may evaluate how the addition of Textron to your portfolios can decrease your overall portfolio volatility.