Air France (Germany) Market Value
| AFR Stock | 11.25 0.05 0.44% |
| Symbol | Air |
Air France '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 Air France'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 Air France.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in Air France on October 17, 2025 and sell it all today you would earn a total of 0.00 from holding Air France KLM SA or generate 0.0% return on investment in Air France over 90 days. Air France is related to or competes with Fevertree Drinks, M/I Homes, Supermarket Income, and China Foods. More
Air France 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 Air France'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 Air France KLM SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.41 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 20.6 | |||
| Value At Risk | (3.83) | |||
| Potential Upside | 5.97 |
Air France Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Air France's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Air France's standard deviation. In reality, there are many statistical measures that can use Air France historical prices to predict the future Air France's volatility.| Risk Adjusted Performance | 0.0194 | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.50) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0229 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Air France'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.
Air France KLM Backtested Returns
Air France KLM secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Air France KLM SA exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Air France's Downside Deviation of 3.41, mean deviation of 2.35, and Risk Adjusted Performance of 0.0194 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.01, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Air France will likely underperform. At this point, Air France KLM has a negative expected return of -0.0107%. Please make sure to confirm Air France's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Air France KLM performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.46 |
Modest reverse predictability
Air France KLM SA has modest reverse predictability. Overlapping area represents the amount of predictability between Air France time series from 17th of October 2025 to 1st of December 2025 and 1st of December 2025 to 15th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Air France KLM price movement. The serial correlation of -0.46 indicates that about 46.0% of current Air France price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Air France KLM lagged returns against current returns
Autocorrelation, which is Air France 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 Air France's stock expected returns. We can calculate the autocorrelation of Air France returns to help us make a trade decision. For example, suppose you find that Air France 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 |
Air France 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 Air France stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Air France stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Air France stock over time.
Current vs Lagged Prices |
| Timeline |
Air France Lagged Returns
When evaluating Air France's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Air France stock have on its future price. Air France 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, Air France autocorrelation shows the relationship between Air France stock current value and its past values and can show if there is a momentum factor associated with investing in Air France KLM SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Air Stock Analysis
When running Air France's price analysis, check to measure Air France'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 Air France is operating at the current time. Most of Air France's value examination focuses on studying past and present price action to predict the probability of Air France's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Air France's price. Additionally, you may evaluate how the addition of Air France to your portfolios can decrease your overall portfolio volatility.