Airbus Group (France) Market Value

AIR Stock  EUR 170.72  0.88  0.51%   
Airbus Group's market value is the price at which a share of Airbus Group trades on a public exchange. It measures the collective expectations of Airbus Group SE investors about its performance. Airbus Group is trading at 170.72 as of the 28th of March 2024, a -0.51 percent decrease since the beginning of the trading day. The stock's open price was 171.6.
With this module, you can estimate the performance of a buy and hold strategy of Airbus Group SE and determine expected loss or profit from investing in Airbus Group over a given investment horizon. Check out Airbus Group Correlation, Airbus Group Volatility and Airbus Group Alpha and Beta module to complement your research on Airbus Group.
Symbol

Please note, there is a significant difference between Airbus Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Airbus Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Airbus Group'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.

Airbus Group '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 Airbus Group'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 Airbus Group.
0.00
02/27/2024
No Change 0.00  0.0 
In 31 days
03/28/2024
0.00
If you would invest  0.00  in Airbus Group on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Airbus Group SE or generate 0.0% return on investment in Airbus Group over 30 days. Airbus Group is related to or competes with NR 21, Bluelinea, Neotion SA, Schlumberger, Alstom SA, SQLI SA, and Amplitude Surgical. Airbus SE engages in the designing, manufacturing, and delivering aerospace products, services, and solutions worldwide More

Airbus Group 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 Airbus Group'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 Airbus Group SE upside and downside potential and time the market with a certain degree of confidence.

Airbus Group Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Airbus Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Airbus Group's standard deviation. In reality, there are many statistical measures that can use Airbus Group historical prices to predict the future Airbus Group's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Airbus Group'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.
Hype
Prediction
LowEstimatedHigh
170.43171.60172.77
Details
Intrinsic
Valuation
LowRealHigh
154.44192.33193.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Airbus Group. Your research has to be compared to or analyzed against Airbus Group's peers to derive any actionable benefits. When done correctly, Airbus Group's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Airbus Group SE.

Airbus Group SE Backtested Returns

Airbus Group appears to be very steady, given 3 months investment horizon. Airbus Group SE secures Sharpe Ratio (or Efficiency) of 0.28, which signifies that the company had a 0.28% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Airbus Group SE, which you can use to evaluate the volatility of the firm. Please makes use of Airbus Group's Mean Deviation of 0.8377, downside deviation of 0.9566, and Risk Adjusted Performance of 0.1619 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Airbus Group holds a performance score of 22. The firm shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Airbus Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Airbus Group is expected to be smaller as well. Please check Airbus Group's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Airbus Group's price patterns will revert.

Auto-correlation

    
  0.92  

Excellent predictability

Airbus Group SE has excellent predictability. Overlapping area represents the amount of predictability between Airbus Group time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 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 Airbus Group SE price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Airbus Group price fluctuation can be explain by its past prices.
Correlation Coefficient0.92
Spearman Rank Test0.79
Residual Average0.0
Price Variance17.43

Airbus Group SE lagged returns against current returns

Autocorrelation, which is Airbus Group 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 Airbus Group's stock expected returns. We can calculate the autocorrelation of Airbus Group returns to help us make a trade decision. For example, suppose you find that Airbus Group 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  

Airbus Group 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 Airbus Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Airbus Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Airbus Group stock over time.
   Current vs Lagged Prices   
       Timeline  

Airbus Group Lagged Returns

When evaluating Airbus Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Airbus Group stock have on its future price. Airbus Group 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, Airbus Group autocorrelation shows the relationship between Airbus Group stock current value and its past values and can show if there is a momentum factor associated with investing in Airbus Group SE.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Airbus Group in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Airbus Group's short interest history, or implied volatility extrapolated from Airbus Group options trading.

Pair Trading with Airbus Group

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Airbus Group position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Airbus Group will appreciate offsetting losses from the drop in the long position's value.

Moving against Airbus Stock

  0.61ABCA ABC Arbitrage SAPairCorr
  0.53MLTRA Compagnie Des TramwaysPairCorr
  0.48ALMET MethanorPairCorr
The ability to find closely correlated positions to Airbus Group could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Airbus Group when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Airbus Group - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Airbus Group SE to buy it.
The correlation of Airbus Group is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Airbus Group moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Airbus Group SE moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Airbus Group can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Check out Airbus Group Correlation, Airbus Group Volatility and Airbus Group Alpha and Beta module to complement your research on Airbus Group.
You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

Complementary Tools for Airbus Stock analysis

When running Airbus Group's price analysis, check to measure Airbus Group'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 Airbus Group is operating at the current time. Most of Airbus Group's value examination focuses on studying past and present price action to predict the probability of Airbus Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Airbus Group's price. Additionally, you may evaluate how the addition of Airbus Group to your portfolios can decrease your overall portfolio volatility.
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Airbus Group 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.
A focus of Airbus Group technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Airbus Group trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...