BAE Systems (Germany) Technical Analysis
| BSP Stock | EUR 21.90 0.72 3.18% |
As of the 14th of February 2026, BAE Systems shows the mean deviation of 2.03, and Coefficient Of Variation of 1987.53. 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 variance, maximum drawdown, and the relationship between the coefficient of variation and jensen alpha to decide if BAE Systems plc is priced fairly, providing market reflects its regular price of 21.9 per share.
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' 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 BAE Systems.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in BAE Systems on November 16, 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 AUREA SA, Superior Plus, Franklin Global, Intel, Bitwise Core, Reliance Steel, and Rolls-Royce Holdings. 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' 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 BAE Systems plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.94 | |||
| Information Ratio | 0.0239 | |||
| Maximum Drawdown | 11.11 | |||
| Value At Risk | (4.41) | |||
| Potential Upside | 4.63 |
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 | 0.0476 | |||
| Jensen Alpha | 0.1126 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0216 | |||
| Treynor Ratio | 0.6921 |
BAE Systems February 14, 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 | 0.0476 | |||
| Market Risk Adjusted Performance | 0.7021 | |||
| Mean Deviation | 2.03 | |||
| Semi Deviation | 2.86 | |||
| Downside Deviation | 2.94 | |||
| Coefficient Of Variation | 1987.53 | |||
| Standard Deviation | 2.65 | |||
| Variance | 7.02 | |||
| Information Ratio | 0.0239 | |||
| Jensen Alpha | 0.1126 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0216 | |||
| Treynor Ratio | 0.6921 | |||
| Maximum Drawdown | 11.11 | |||
| Value At Risk | (4.41) | |||
| Potential Upside | 4.63 | |||
| Downside Variance | 8.64 | |||
| Semi Variance | 8.18 | |||
| Expected Short fall | (1.90) | |||
| Skewness | (0.17) | |||
| Kurtosis | (0.22) |
BAE Systems plc Backtested Returns
At this point, BAE Systems is not too volatile. BAE Systems plc secures Sharpe Ratio (or Efficiency) of 0.0561, which signifies that the company had a 0.0561 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BAE Systems plc, which you can use to evaluate the volatility of the entity. Please confirm BAE Systems' coefficient of variation of 1987.53, and Mean Deviation of 2.03 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. BAE Systems has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. 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. BAE Systems plc at this moment shows a risk of 2.73%. Please confirm BAE Systems plc jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to decide if BAE Systems plc will be following its price patterns.
Auto-correlation | -0.81 |
Excellent reverse predictability
BAE Systems plc has excellent reverse predictability. Overlapping area represents the amount of predictability between BAE Systems time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 -0.81 indicates that around 81.0% of current BAE Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 1.0 |
BAE Systems 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.
BAE Systems plc Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Normalized Average True Range is used to analyze tradable apportunities for BAE Systems plc across different markets.
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 14, 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 | 0.0476 | |||
| Market Risk Adjusted Performance | 0.7021 | |||
| Mean Deviation | 2.03 | |||
| Semi Deviation | 2.86 | |||
| Downside Deviation | 2.94 | |||
| Coefficient Of Variation | 1987.53 | |||
| Standard Deviation | 2.65 | |||
| Variance | 7.02 | |||
| Information Ratio | 0.0239 | |||
| Jensen Alpha | 0.1126 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0216 | |||
| Treynor Ratio | 0.6921 | |||
| Maximum Drawdown | 11.11 | |||
| Value At Risk | (4.41) | |||
| Potential Upside | 4.63 | |||
| Downside Variance | 8.64 | |||
| Semi Variance | 8.18 | |||
| Expected Short fall | (1.90) | |||
| Skewness | (0.17) | |||
| Kurtosis | (0.22) |
BAE Systems February 14, 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 | 0.04 | ||
| Daily Balance Of Power | (0.89) | ||
| Rate Of Daily Change | 0.97 | ||
| Day Median Price | 22.21 | ||
| Day Typical Price | 22.10 | ||
| Price Action Indicator | (0.67) | ||
| Market Facilitation Index | 0.81 |
Complementary Tools for BAE Stock 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.
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance |