Air France Klm Sa Stock Market Value

AFRAF Stock  USD 10.89  0.03  0.27%   
Air France-KLM's market value is the price at which a share of Air France-KLM trades on a public exchange. It measures the collective expectations of Air France KLM SA investors about its performance. Air France-KLM is trading at 10.89 as of the 16th of March 2025. This is a 0.27% down since the beginning of the trading day. The stock's lowest day price was 10.89.
With this module, you can estimate the performance of a buy and hold strategy of Air France KLM SA and determine expected loss or profit from investing in Air France-KLM over a given investment horizon. Check out Air France-KLM Correlation, Air France-KLM Volatility and Air France-KLM Alpha and Beta module to complement your research on Air France-KLM.
Symbol

Please note, there is a significant difference between Air France-KLM's value and its price as these two are different measures arrived at by different means. Investors typically determine if Air France-KLM is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Air France-KLM's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Air France-KLM '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 Air France-KLM'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 Air France-KLM.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in Air France-KLM on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Air France KLM SA or generate 0.0% return on investment in Air France-KLM over 90 days. Air France-KLM is related to or competes with EasyJet Plc, Norse Atlantic, Air China, Air New, AirAsia Group, ANA Holdings, and Air New. Air France-KLM SA, together with its subsidiaries, provides passenger and cargo transportation services on scheduled fli... More

Air France-KLM 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 Air France-KLM'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 Air France KLM SA upside and downside potential and time the market with a certain degree of confidence.

Air France-KLM Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Air France-KLM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Air France-KLM's standard deviation. In reality, there are many statistical measures that can use Air France-KLM historical prices to predict the future Air France-KLM's volatility.
Hype
Prediction
LowEstimatedHigh
4.9610.8916.82
Details
Intrinsic
Valuation
LowRealHigh
3.509.4315.36
Details
Naive
Forecast
LowNextHigh
5.4011.3317.27
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
6.679.2811.88
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Air France-KLM. Your research has to be compared to or analyzed against Air France-KLM's peers to derive any actionable benefits. When done correctly, Air France-KLM's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Air France KLM.

Air France KLM Backtested Returns

Air France-KLM appears to be slightly risky, given 3 months investment horizon. Air France KLM secures Sharpe Ratio (or Efficiency) of 0.0989, which signifies that the company had a 0.0989 % return per unit of risk over the last 3 months. By analyzing Air France-KLM's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please makes use of Air France-KLM's Risk Adjusted Performance of 0.0998, mean deviation of 1.91, and Downside Deviation of 4.66 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Air France-KLM holds a performance score of 7. The firm shows a Beta (market volatility) of -0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Air France-KLM are expected to decrease at a much lower rate. During the bear market, Air France-KLM is likely to outperform the market. Please check Air France-KLM's semi variance, day median price, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Air France-KLM's price patterns will revert.

Auto-correlation

    
  -0.84  

Excellent reverse predictability

Air France KLM SA has excellent reverse predictability. Overlapping area represents the amount of predictability between Air France-KLM time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Air France KLM price movement. The serial correlation of -0.84 indicates that around 84.0% of current Air France-KLM price fluctuation can be explain by its past prices.
Correlation Coefficient-0.84
Spearman Rank Test-0.55
Residual Average0.0
Price Variance1.98

Air France KLM lagged returns against current returns

Autocorrelation, which is Air France-KLM pink sheet'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 Air France-KLM's pink sheet expected returns. We can calculate the autocorrelation of Air France-KLM returns to help us make a trade decision. For example, suppose you find that Air France-KLM has exhibited high autocorrelation historically, and you observe that the pink sheet 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  

Air France-KLM 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 Air France-KLM pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Air France-KLM pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Air France-KLM pink sheet over time.
   Current vs Lagged Prices   
       Timeline  

Air France-KLM Lagged Returns

When evaluating Air France-KLM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Air France-KLM pink sheet have on its future price. Air France-KLM 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, Air France-KLM autocorrelation shows the relationship between Air France-KLM pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Air France KLM SA.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Air Pink Sheet

Air France-KLM financial ratios help investors to determine whether Air 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 Air with respect to the benefits of owning Air France-KLM security.