Southwest Airlines (Germany) Market Value
| SWN Stock | EUR 27.51 1.21 4.21% |
| Symbol | Southwest |
Southwest Airlines '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 Southwest Airlines' 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 Southwest Airlines.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Southwest Airlines on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Southwest Airlines Co or generate 0.0% return on investment in Southwest Airlines over 90 days. Southwest Airlines is related to or competes with Singapore Airlines, MSAD INSURANCE, Ping An, SOUTHWEST AIRLINES, and Aegean Airlines. Southwest Airlines Co. operates as a passenger airline company that provide scheduled air transportation services in the... More
Southwest Airlines 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 Southwest Airlines' 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 Southwest Airlines Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 9.95 | |||
| Value At Risk | (2.76) | |||
| Potential Upside | 2.29 |
Southwest Airlines Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Southwest Airlines' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Southwest Airlines' standard deviation. In reality, there are many statistical measures that can use Southwest Airlines historical prices to predict the future Southwest Airlines' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | 0.0741 | |||
| Treynor Ratio | 0.9966 |
Southwest Airlines Backtested Returns
Southwest Airlines owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0698, which indicates the firm had a -0.0698 % return per unit of risk over the last 3 months. Southwest Airlines Co exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Southwest Airlines' Coefficient Of Variation of (1,135), risk adjusted performance of (0.07), and Variance of 5.13 to confirm the risk estimate we provide. The entity has a beta of -0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Southwest Airlines are expected to decrease at a much lower rate. During the bear market, Southwest Airlines is likely to outperform the market. At this point, Southwest Airlines has a negative expected return of -0.17%. Please make sure to validate Southwest Airlines' daily balance of power, and the relationship between the skewness and day median price , to decide if Southwest Airlines performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.43 |
Average predictability
Southwest Airlines Co has average predictability. Overlapping area represents the amount of predictability between Southwest Airlines 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 Southwest Airlines price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Southwest Airlines price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 1.15 |
Southwest Airlines lagged returns against current returns
Autocorrelation, which is Southwest Airlines 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 Southwest Airlines' stock expected returns. We can calculate the autocorrelation of Southwest Airlines returns to help us make a trade decision. For example, suppose you find that Southwest Airlines 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 |
Southwest Airlines 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 Southwest Airlines stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Southwest Airlines stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Southwest Airlines stock over time.
Current vs Lagged Prices |
| Timeline |
Southwest Airlines Lagged Returns
When evaluating Southwest Airlines' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Southwest Airlines stock have on its future price. Southwest Airlines 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, Southwest Airlines autocorrelation shows the relationship between Southwest Airlines stock current value and its past values and can show if there is a momentum factor associated with investing in Southwest Airlines Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Southwest Stock
Southwest Airlines financial ratios help investors to determine whether Southwest 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 Southwest with respect to the benefits of owning Southwest Airlines security.