Safran SA's market value is the price at which a share of Safran SA trades on a public exchange. It measures the collective expectations of Safran SA investors about its performance. Safran SA is trading at 230.33 as of the 15th of January 2025. This is a 0.74% up since the beginning of the trading day. The stock's lowest day price was 226.55. With this module, you can estimate the performance of a buy and hold strategy of Safran SA and determine expected loss or profit from investing in Safran SA over a given investment horizon. Check out Safran SA Correlation, Safran SA Volatility and Safran SA Alpha and Beta module to complement your research on Safran SA.
Please note, there is a significant difference between Safran SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Safran SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Safran SA'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.
Safran SA '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 Safran SA'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 Safran SA.
0.00
12/16/2024
No Change 0.00
0.0
In 31 days
01/15/2025
0.00
If you would invest 0.00 in Safran SA on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Safran SA or generate 0.0% return on investment in Safran SA over 30 days. Safran SA is related to or competes with Thales SA, MTU Aero, Leonardo SpA, Thales SA, Singapore Technologies, BAE Systems, and Leonardo Spa. Safran SA, together with its subsidiaries, engages in the aerospace and defense businesses worldwide More
Safran SA 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 Safran SA'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 Safran SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Safran SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Safran SA's standard deviation. In reality, there are many statistical measures that can use Safran SA historical prices to predict the future Safran SA's volatility.
At this point, Safran SA is very steady. Safran SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0185, which indicates the firm had a 0.0185% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Safran SA, which you can use to evaluate the volatility of the company. Please validate Safran SA's Semi Deviation of 2.02, coefficient of variation of 2821.22, and Risk Adjusted Performance of 0.0352 to confirm if the risk estimate we provide is consistent with the expected return of 0.0381%. Safran SA has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Safran SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Safran SA is expected to be smaller as well. Safran SA right now has a risk of 2.06%. Please validate Safran SA total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if Safran SA will be following its existing price patterns.
Auto-correlation
-0.44
Modest reverse predictability
Safran SA has modest reverse predictability. Overlapping area represents the amount of predictability between Safran SA time series from 16th of December 2024 to 31st of December 2024 and 31st of December 2024 to 15th of January 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 Safran SA price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Safran SA price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.44
Spearman Rank Test
-0.09
Residual Average
0.0
Price Variance
19.54
Safran SA lagged returns against current returns
Autocorrelation, which is Safran SA 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 Safran SA's pink sheet expected returns. We can calculate the autocorrelation of Safran SA returns to help us make a trade decision. For example, suppose you find that Safran SA 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
Safran SA 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 Safran SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Safran SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Safran SA pink sheet over time.
Current vs Lagged Prices
Timeline
Safran SA Lagged Returns
When evaluating Safran SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Safran SA pink sheet have on its future price. Safran SA 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, Safran SA autocorrelation shows the relationship between Safran SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Safran SA.
Other Information on Investing in Safran Pink Sheet
Safran SA financial ratios help investors to determine whether Safran 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 Safran with respect to the benefits of owning Safran SA security.