Thales Sa Adr Stock Market Value
| THLLY Stock | USD 54.79 3.09 5.98% |
| Symbol | Thales |
Thales 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 Thales 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 Thales SA.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Thales SA on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Thales SA ADR or generate 0.0% return on investment in Thales SA over 90 days. Thales SA is related to or competes with MTU Aero, Safran SA, Leonardo SpA, Airbus Group, Thales SA, Nauticus Robotics, and CPI Aerostructures. Thales S.A. provides various solutions for civilian and military customers in the aeronautics, space, defense, security,... More
Thales 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 Thales 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 Thales SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.62 | |||
| Information Ratio | 0.2978 | |||
| Maximum Drawdown | 27.66 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 4.14 |
Thales SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thales SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thales SA's standard deviation. In reality, there are many statistical measures that can use Thales SA historical prices to predict the future Thales SA's volatility.| Risk Adjusted Performance | 0.2262 | |||
| Jensen Alpha | 0.8966 | |||
| Total Risk Alpha | 1.45 | |||
| Sortino Ratio | 0.6277 | |||
| Treynor Ratio | 5.5 |
Thales SA ADR Backtested Returns
Thales SA is very steady given 3 months investment horizon. Thales SA ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.31, which indicates the firm had a 0.31 % return per unit of risk over the last 3 months. We were able to break down and interpolate twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.13% are justified by taking the suggested risk. Use Thales SA ADR Coefficient Of Variation of 385.97, semi deviation of 0.8646, and Risk Adjusted Performance of 0.2262 to evaluate company specific risk that cannot be diversified away. Thales SA holds a performance score of 24 on a scale of zero to a hundred. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Thales SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Thales SA is expected to be smaller as well. Use Thales SA ADR downside variance, and the relationship between the total risk alpha and daily balance of power , to analyze future returns on Thales SA ADR.
Auto-correlation | 0.96 |
Excellent predictability
Thales SA ADR has excellent predictability. Overlapping area represents the amount of predictability between Thales SA time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Thales SA ADR price movement. The serial correlation of 0.96 indicates that 96.0% of current Thales SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.96 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 58.58 |
Thales SA ADR lagged returns against current returns
Autocorrelation, which is Thales 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 Thales SA's pink sheet expected returns. We can calculate the autocorrelation of Thales SA returns to help us make a trade decision. For example, suppose you find that Thales 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 |
Thales 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 Thales SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Thales 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 Thales SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Thales SA Lagged Returns
When evaluating Thales SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Thales SA pink sheet have on its future price. Thales 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, Thales SA autocorrelation shows the relationship between Thales SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Thales SA ADR.
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.Additional Tools for Thales Pink Sheet Analysis
When running Thales SA's price analysis, check to measure Thales SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Thales SA is operating at the current time. Most of Thales SA's value examination focuses on studying past and present price action to predict the probability of Thales SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Thales SA's price. Additionally, you may evaluate how the addition of Thales SA to your portfolios can decrease your overall portfolio volatility.