The Boeing Stock Market Value
| BA Stock | USD 161.81 2.49 1.56% |
| Symbol | Boeing |
Boeing Price To Book Ratio
Is Aerospace & Defense space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Boeing. If investors know Boeing will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Boeing listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.68) | Earnings Share (18.35) | Revenue Per Share | Quarterly Revenue Growth (0.31) | Return On Assets |
The market value of Boeing is measured differently than its book value, which is the value of Boeing that is recorded on the company's balance sheet. Investors also form their own opinion of Boeing's value that differs from its market value or its book value, called intrinsic value, which is Boeing's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Boeing's market value can be influenced by many factors that don't directly affect Boeing's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Boeing's value and its price as these two are different measures arrived at by different means. Investors typically determine if Boeing is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Boeing'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.
Boeing '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'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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Boeing on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding The Boeing or generate 0.0% return on investment in Boeing over 90 days. Boeing is related to or competes with Novocure, HubSpot, DigitalOcean Holdings, Appian Corp, and Repligen. The Boeing Company, together with its subsidiaries, designs, develops, manufactures, sales, services, and supports comme... More
Boeing 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'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 The Boeing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.0959 | |||
| Maximum Drawdown | 11.06 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 3.22 |
Boeing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Boeing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Boeing's standard deviation. In reality, there are many statistical measures that can use Boeing historical prices to predict the future Boeing's volatility.| Risk Adjusted Performance | 0.0469 | |||
| Jensen Alpha | 0.1788 | |||
| Total Risk Alpha | 0.3413 | |||
| Sortino Ratio | 0.088 | |||
| Treynor Ratio | 0.1015 |
Boeing Backtested Returns
Boeing secures Sharpe Ratio (or Efficiency) of -0.046, which signifies that the company had a -0.046 % return per unit of standard deviation over the last 3 months. The Boeing exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Boeing's Semi Deviation of 2.16, mean deviation of 1.54, and Risk Adjusted Performance of 0.0469 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.85, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Boeing's returns are expected to increase less than the market. However, during the bear market, the loss of holding Boeing is expected to be smaller as well. At this point, Boeing has a negative expected return of -0.0916%. Please make sure to confirm Boeing's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to decide if Boeing performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.16 |
Insignificant reverse predictability
The Boeing has insignificant reverse predictability. Overlapping area represents the amount of predictability between Boeing 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 Boeing price movement. The serial correlation of -0.16 indicates that over 16.0% of current Boeing price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 121.22 |
Boeing lagged returns against current returns
Autocorrelation, which is Boeing 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's stock expected returns. We can calculate the autocorrelation of Boeing returns to help us make a trade decision. For example, suppose you find that Boeing 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Boeing stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Boeing stock over time.
Current vs Lagged Prices |
| Timeline |
Boeing Lagged Returns
When evaluating Boeing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Boeing stock have on its future price. Boeing 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 autocorrelation shows the relationship between Boeing stock current value and its past values and can show if there is a momentum factor associated with investing in The Boeing.
Regressed Prices |
| Timeline |
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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.Check out Boeing Correlation, Boeing Volatility and Boeing Alpha and Beta module to complement your research on Boeing. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Boeing 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.