Raytheon Technologies (Germany) Market Value
| 5UR Stock | EUR 128.08 2.30 1.83% |
| Symbol | Raytheon |
Raytheon Technologies '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 Raytheon Technologies' 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 Raytheon Technologies.
| 04/16/2025 |
| 07/15/2025 |
If you would invest 0.00 in Raytheon Technologies on April 16, 2025 and sell it all today you would earn a total of 0.00 from holding Raytheon Technologies Corp or generate 0.0% return on investment in Raytheon Technologies over 90 days. Raytheon Technologies is related to or competes with PARKEN Sport, USWE SPORTS, MUTUIONLINE, COLUMBIA SPORTSWEAR, Columbia Sportswear, and Pembina Pipeline. Raytheon Technologies Corporation, an aerospace and defense company, provides systems and services for the commercial, m... More
Raytheon Technologies 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 Raytheon Technologies' 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 Raytheon Technologies Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.84 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 12.99 | |||
| Value At Risk | (2.90) | |||
| Potential Upside | 3.25 |
Raytheon Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Raytheon Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Raytheon Technologies' standard deviation. In reality, there are many statistical measures that can use Raytheon Technologies historical prices to predict the future Raytheon Technologies' volatility.| Risk Adjusted Performance | 0.1228 | |||
| Jensen Alpha | 0.0931 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.5344 |
Raytheon Technologies Backtested Returns
Raytheon Technologies appears to be very steady, given 3 months investment horizon. Raytheon Technologies maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Raytheon Technologies, which you can use to evaluate the volatility of the company. Please evaluate Raytheon Technologies' Semi Deviation of 2.59, coefficient of variation of 1154.89, and Risk Adjusted Performance of 0.1228 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Raytheon Technologies holds a performance score of 8. The company holds a Beta of 0.33, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Raytheon Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Raytheon Technologies is expected to be smaller as well. Please check Raytheon Technologies' potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Raytheon Technologies' historical price patterns will revert.
Auto-correlation | 0.24 |
Weak predictability
Raytheon Technologies Corp has weak predictability. Overlapping area represents the amount of predictability between Raytheon Technologies time series from 16th of April 2025 to 31st of May 2025 and 31st of May 2025 to 15th of July 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 Raytheon Technologies price movement. The serial correlation of 0.24 indicates that over 24.0% of current Raytheon Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 7.39 |
Raytheon Technologies lagged returns against current returns
Autocorrelation, which is Raytheon Technologies 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 Raytheon Technologies' stock expected returns. We can calculate the autocorrelation of Raytheon Technologies returns to help us make a trade decision. For example, suppose you find that Raytheon Technologies 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 |
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Raytheon Technologies 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 Raytheon Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Raytheon Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Raytheon Technologies stock over time.
Current vs Lagged Prices |
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Raytheon Technologies Lagged Returns
When evaluating Raytheon Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Raytheon Technologies stock have on its future price. Raytheon Technologies 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, Raytheon Technologies autocorrelation shows the relationship between Raytheon Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Raytheon Technologies Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Raytheon Stock
When determining whether Raytheon Technologies offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Raytheon Technologies' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Raytheon Technologies Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Raytheon Technologies Corp Stock:Check out Raytheon Technologies Correlation, Raytheon Technologies Volatility and Raytheon Technologies Alpha and Beta module to complement your research on Raytheon Technologies. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Raytheon Technologies 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.