Airbus SE (Germany) Market Value

AIRA Stock  EUR 38.40  0.80  2.04%   
Airbus SE's market value is the price at which a share of Airbus SE trades on a public exchange. It measures the collective expectations of Airbus SE investors about its performance. Airbus SE is trading at 38.40 as of the 23rd of December 2024. This is a 2.04 percent decrease since the beginning of the trading day. The stock's lowest day price was 38.4.
With this module, you can estimate the performance of a buy and hold strategy of Airbus SE and determine expected loss or profit from investing in Airbus SE over a given investment horizon. Check out Airbus SE Correlation, Airbus SE Volatility and Airbus SE Alpha and Beta module to complement your research on Airbus SE.
Symbol

Please note, there is a significant difference between Airbus SE's value and its price as these two are different measures arrived at by different means. Investors typically determine if Airbus SE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Airbus SE'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.

Airbus SE '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 Airbus SE'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 Airbus SE.
0.00
04/27/2024
No Change 0.00  0.0 
In 7 months and 28 days
12/23/2024
0.00
If you would invest  0.00  in Airbus SE on April 27, 2024 and sell it all today you would earn a total of 0.00 from holding Airbus SE or generate 0.0% return on investment in Airbus SE over 240 days. Airbus SE is related to or competes with Raytheon Technologies, Boeing, Lockheed Martin, Boeing, Lockheed Martin, Airbus SE, and Airbus SE. Airbus SE provides aerospace products, services, and solutions in the Netherlands and internationally More

Airbus SE 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 Airbus SE'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 Airbus SE upside and downside potential and time the market with a certain degree of confidence.

Airbus SE Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Airbus SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Airbus SE's standard deviation. In reality, there are many statistical measures that can use Airbus SE historical prices to predict the future Airbus SE's volatility.
Hype
Prediction
LowEstimatedHigh
36.4738.4040.33
Details
Intrinsic
Valuation
LowRealHigh
34.5643.4845.41
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Airbus SE. Your research has to be compared to or analyzed against Airbus SE's peers to derive any actionable benefits. When done correctly, Airbus SE'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 Airbus SE.

Airbus SE Backtested Returns

Airbus SE appears to be very steady, given 3 months investment horizon. Airbus SE secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Airbus SE, which you can use to evaluate the volatility of the firm. Please makes use of Airbus SE's Mean Deviation of 1.28, risk adjusted performance of 0.1075, and Downside Deviation of 1.53 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Airbus SE holds a performance score of 10. The firm shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Airbus SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Airbus SE is expected to be smaller as well. Please check Airbus SE's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Airbus SE's price patterns will revert.

Auto-correlation

    
  -0.56  

Good reverse predictability

Airbus SE has good reverse predictability. Overlapping area represents the amount of predictability between Airbus SE time series from 27th of April 2024 to 25th of August 2024 and 25th of August 2024 to 23rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Airbus SE price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Airbus SE price fluctuation can be explain by its past prices.
Correlation Coefficient-0.56
Spearman Rank Test-0.48
Residual Average0.0
Price Variance5.19

Airbus SE lagged returns against current returns

Autocorrelation, which is Airbus SE 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 Airbus SE's stock expected returns. We can calculate the autocorrelation of Airbus SE returns to help us make a trade decision. For example, suppose you find that Airbus SE 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  

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

Airbus SE Lagged Returns

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

Currently Active Assets on Macroaxis

Other Information on Investing in Airbus Stock

Airbus SE financial ratios help investors to determine whether Airbus Stock 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 Airbus with respect to the benefits of owning Airbus SE security.