Bae Systems Plc Stock Technical Analysis
| BAESF Stock | USD 27.91 0.58 2.12% |
As of the 18th of February 2026, BAE Systems shows the coefficient of variation of 851.41, and Mean Deviation of 1.81. BAE Systems PLC technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices. Please confirm BAE Systems PLC jensen alpha, and the relationship between the coefficient of variation and potential upside to decide if BAE Systems PLC is priced fairly, providing market reflects its regular price of 27.91 per share. Given that BAE Systems has jensen alpha of 0.2314, we suggest you to validate BAE Systems PLC's prevailing market performance to make sure the company can sustain itself at some future date.
BAE Systems Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as BAE, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to BAEBAE |
BAE Systems '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 BAE Systems' 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 BAE Systems.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in BAE Systems on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding BAE Systems PLC or generate 0.0% return on investment in BAE Systems over 90 days. BAE Systems is related to or competes with Leonardo SpA, Recruit Holdings, Thales SA, Thales SA, Recruit Holdings, Atlas Copco, and Kone Oyj. BAE Systems plc provides defense, aerospace, and security solutions worldwide More
BAE Systems 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 BAE Systems' 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 BAE Systems PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.0941 | |||
| Maximum Drawdown | 11.93 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 3.6 |
BAE Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BAE Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BAE Systems' standard deviation. In reality, there are many statistical measures that can use BAE Systems historical prices to predict the future BAE Systems' volatility.| Risk Adjusted Performance | 0.0999 | |||
| Jensen Alpha | 0.2314 | |||
| Total Risk Alpha | 0.1339 | |||
| Sortino Ratio | 0.0964 | |||
| Treynor Ratio | 0.4308 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BAE Systems' 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.
BAE Systems February 18, 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 | 0.0999 | |||
| Market Risk Adjusted Performance | 0.4408 | |||
| Mean Deviation | 1.81 | |||
| Semi Deviation | 1.98 | |||
| Downside Deviation | 2.22 | |||
| Coefficient Of Variation | 851.41 | |||
| Standard Deviation | 2.27 | |||
| Variance | 5.17 | |||
| Information Ratio | 0.0941 | |||
| Jensen Alpha | 0.2314 | |||
| Total Risk Alpha | 0.1339 | |||
| Sortino Ratio | 0.0964 | |||
| Treynor Ratio | 0.4308 | |||
| Maximum Drawdown | 11.93 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 3.6 | |||
| Downside Variance | 4.93 | |||
| Semi Variance | 3.91 | |||
| Expected Short fall | (1.91) | |||
| Skewness | 0.0513 | |||
| Kurtosis | 0.2293 |
BAE Systems PLC Backtested Returns
BAE Systems appears to be very steady, given 3 months investment horizon. BAE Systems PLC secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for BAE Systems PLC, which you can use to evaluate the volatility of the entity. Please makes use of BAE Systems' mean deviation of 1.81, and Coefficient Of Variation of 851.41 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, BAE Systems holds a performance score of 13. The firm shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BAE Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding BAE Systems is expected to be smaller as well. Please check BAE Systems' potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether BAE Systems' price patterns will revert.
Auto-correlation | -0.21 |
Weak reverse predictability
BAE Systems PLC has weak reverse predictability. Overlapping area represents the amount of predictability between BAE Systems time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 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 BAE Systems PLC price movement. The serial correlation of -0.21 indicates that over 21.0% of current BAE Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.78 |
BAE Systems technical pink sheet 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, pink sheet market cycles, or different charting patterns.
BAE Systems PLC Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of BAE Systems PLC volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About BAE Systems Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of BAE Systems PLC on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of BAE Systems PLC based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on BAE Systems PLC price pattern first instead of the macroeconomic environment surrounding BAE Systems PLC. By analyzing BAE Systems's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of BAE Systems's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to BAE Systems specific price patterns or momentum indicators. Please read more on our technical analysis page.
BAE Systems February 18, 2026 Technical Indicators
Most technical analysis of BAE help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for BAE from various momentum indicators to cycle indicators. When you analyze BAE charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0999 | |||
| Market Risk Adjusted Performance | 0.4408 | |||
| Mean Deviation | 1.81 | |||
| Semi Deviation | 1.98 | |||
| Downside Deviation | 2.22 | |||
| Coefficient Of Variation | 851.41 | |||
| Standard Deviation | 2.27 | |||
| Variance | 5.17 | |||
| Information Ratio | 0.0941 | |||
| Jensen Alpha | 0.2314 | |||
| Total Risk Alpha | 0.1339 | |||
| Sortino Ratio | 0.0964 | |||
| Treynor Ratio | 0.4308 | |||
| Maximum Drawdown | 11.93 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 3.6 | |||
| Downside Variance | 4.93 | |||
| Semi Variance | 3.91 | |||
| Expected Short fall | (1.91) | |||
| Skewness | 0.0513 | |||
| Kurtosis | 0.2293 |
BAE Systems February 18, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as BAE stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 822.65 | ||
| Daily Balance Of Power | 0.84 | ||
| Rate Of Daily Change | 1.02 | ||
| Day Median Price | 27.66 | ||
| Day Typical Price | 27.74 | ||
| Price Action Indicator | 0.55 |
Complementary Tools for BAE Pink Sheet analysis
When running BAE Systems' price analysis, check to measure BAE Systems' 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 BAE Systems is operating at the current time. Most of BAE Systems' value examination focuses on studying past and present price action to predict the probability of BAE Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BAE Systems' price. Additionally, you may evaluate how the addition of BAE Systems to your portfolios can decrease your overall portfolio volatility.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios |