Boeing Co (Argentina) Market Value
| BA Stock | ARS 8,370 160.00 1.95% |
| Symbol | Boeing |
Boeing Co '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 Boeing Co'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 Boeing Co.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Boeing Co on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Boeing Co CEDEAR or generate 0.0% return on investment in Boeing Co over 90 days. Boeing Co is related to or competes with Agrometal SAI, Harmony Gold, United States, Transportadora, and Telecom Argentina. The Boeing Company, together with its subsidiaries, designs, develops, manufactures, sales, services, and supports comme... More
Boeing Co 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 Boeing Co'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 Boeing Co CEDEAR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.16 | |||
| Information Ratio | 0.1834 | |||
| Maximum Drawdown | 12.08 | |||
| Value At Risk | (2.81) | |||
| Potential Upside | 3.89 |
Boeing Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boeing Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boeing Co's standard deviation. In reality, there are many statistical measures that can use Boeing Co historical prices to predict the future Boeing Co's volatility.| Risk Adjusted Performance | 0.1285 | |||
| Jensen Alpha | 0.2432 | |||
| Total Risk Alpha | 0.6021 | |||
| Sortino Ratio | 0.1954 | |||
| Treynor Ratio | (0.49) |
Boeing Co CEDEAR Backtested Returns
At this point, Boeing Co is very steady. Boeing Co CEDEAR secures Sharpe Ratio (or Efficiency) of 0.018, which signifies that the company had a 0.018 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Boeing Co CEDEAR, which you can use to evaluate the volatility of the firm. Please confirm Boeing Co's mean deviation of 1.82, and Risk Adjusted Performance of 0.1285 to double-check if the risk estimate we provide is consistent with the expected return of 0.0379%. Boeing Co has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.64, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Boeing Co are expected to decrease at a much lower rate. During the bear market, Boeing Co is likely to outperform the market. Boeing Co CEDEAR right now shows a risk of 2.11%. Please confirm Boeing Co CEDEAR downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to decide if Boeing Co CEDEAR will be following its price patterns.
Auto-correlation | -0.25 |
Weak reverse predictability
Boeing Co CEDEAR has weak reverse predictability. Overlapping area represents the amount of predictability between Boeing Co time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Boeing Co CEDEAR price movement. The serial correlation of -0.25 indicates that over 25.0% of current Boeing Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 227.8 K |
Boeing Co CEDEAR lagged returns against current returns
Autocorrelation, which is Boeing Co 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 Boeing Co's stock expected returns. We can calculate the autocorrelation of Boeing Co returns to help us make a trade decision. For example, suppose you find that Boeing Co 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 |
Boeing Co 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 Boeing Co stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boeing Co stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boeing Co stock over time.
Current vs Lagged Prices |
| Timeline |
Boeing Co Lagged Returns
When evaluating Boeing Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boeing Co stock have on its future price. Boeing Co 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, Boeing Co autocorrelation shows the relationship between Boeing Co stock current value and its past values and can show if there is a momentum factor associated with investing in Boeing Co CEDEAR.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Boeing Stock
Boeing Co financial ratios help investors to determine whether Boeing 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 Boeing with respect to the benefits of owning Boeing Co security.