Dassault Aviation Sa Stock Market Value
| DUAVF Stock | USD 206.20 12.20 6.29% |
| Symbol | Dassault |
Dassault Aviation '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 Dassault Aviation'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 Dassault Aviation.
| 07/02/2024 |
| 12/29/2024 |
If you would invest 0.00 in Dassault Aviation on July 2, 2024 and sell it all today you would earn a total of 0.00 from holding Dassault Aviation SA or generate 0.0% return on investment in Dassault Aviation over 180 days. Dassault Aviation is related to or competes with Moog, Park Electrochemical, Triumph, Eve Holding, Textron, and Mercury Systems. Dassault Aviation Socit anonyme designs and builds military aircraft, business jets, and space systems in France, the Am... More
Dassault Aviation 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 Dassault Aviation'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 Dassault Aviation SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.73 | |||
| Information Ratio | 0.0078 | |||
| Maximum Drawdown | 15.33 | |||
| Value At Risk | (4.53) | |||
| Potential Upside | 5.58 |
Dassault Aviation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dassault Aviation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dassault Aviation's standard deviation. In reality, there are many statistical measures that can use Dassault Aviation historical prices to predict the future Dassault Aviation's volatility.| Risk Adjusted Performance | 0.0231 | |||
| Jensen Alpha | 0.0417 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0053 | |||
| Treynor Ratio | 2.4 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dassault Aviation's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Dassault Aviation Backtested Returns
At this point, Dassault Aviation is very steady. Dassault Aviation secures Sharpe Ratio (or Efficiency) of 0.0205, which denotes the company had a 0.0205% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dassault Aviation SA, which you can use to evaluate the volatility of the firm. Please confirm Dassault Aviation's Mean Deviation of 1.29, downside deviation of 3.73, and Coefficient Of Variation of 4919.35 to check if the risk estimate we provide is consistent with the expected return of 0.0529%. Dassault Aviation has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0175, which means not very significant fluctuations relative to the market. As returns on the market increase, Dassault Aviation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dassault Aviation is expected to be smaller as well. Dassault Aviation right now shows a risk of 2.58%. Please confirm Dassault Aviation semi variance, and the relationship between the maximum drawdown and accumulation distribution , to decide if Dassault Aviation will be following its price patterns.
Auto-correlation | -0.64 |
Very good reverse predictability
Dassault Aviation SA has very good reverse predictability. Overlapping area represents the amount of predictability between Dassault Aviation time series from 2nd of July 2024 to 30th of September 2024 and 30th of September 2024 to 29th 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 Dassault Aviation price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Dassault Aviation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 37.08 |
Dassault Aviation lagged returns against current returns
Autocorrelation, which is Dassault Aviation 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 Dassault Aviation's pink sheet expected returns. We can calculate the autocorrelation of Dassault Aviation returns to help us make a trade decision. For example, suppose you find that Dassault Aviation 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 |
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Dassault Aviation 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 Dassault Aviation pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dassault Aviation pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dassault Aviation pink sheet over time.
Current vs Lagged Prices |
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Dassault Aviation Lagged Returns
When evaluating Dassault Aviation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dassault Aviation pink sheet have on its future price. Dassault Aviation 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, Dassault Aviation autocorrelation shows the relationship between Dassault Aviation pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Dassault Aviation SA.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Dassault Pink Sheet
Dassault Aviation financial ratios help investors to determine whether Dassault 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 Dassault with respect to the benefits of owning Dassault Aviation security.