Aegean Airlines' market value is the price at which a share of Aegean Airlines trades on a public exchange. It measures the collective expectations of Aegean Airlines SA investors about its performance. Aegean Airlines is trading at 14.54 as of the 5th of July 2025. This is a 1.42% down since the beginning of the trading day. The stock's lowest day price was 14.54. With this module, you can estimate the performance of a buy and hold strategy of Aegean Airlines SA and determine expected loss or profit from investing in Aegean Airlines over a given investment horizon. Check out Aegean Airlines Correlation, Aegean Airlines Volatility and Aegean Airlines Alpha and Beta module to complement your research on Aegean Airlines.
Please note, there is a significant difference between Aegean Airlines' value and its price as these two are different measures arrived at by different means. Investors typically determine if Aegean Airlines is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aegean Airlines' 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.
Aegean 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 Aegean Airlines' 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 Aegean Airlines.
0.00
04/06/2025
No Change 0.00
0.0
In 3 months and 1 day
07/05/2025
0.00
If you would invest 0.00 in Aegean Airlines on April 6, 2025 and sell it all today you would earn a total of 0.00 from holding Aegean Airlines SA or generate 0.0% return on investment in Aegean Airlines over 90 days. Aegean Airlines is related to or competes with Sealed Air, Bragg Gaming, Ecovyst, Doubledown Interactive, Boyd Gaming, Codexis, and Skillz Platform. Aegean Airlines S.A., an airline company, provides public airline transportation services in Greece and internationally More
Aegean 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 Aegean Airlines' 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 Aegean Airlines SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aegean Airlines' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aegean Airlines' standard deviation. In reality, there are many statistical measures that can use Aegean Airlines historical prices to predict the future Aegean Airlines' volatility.
Aegean Airlines appears to be not too volatile, given 3 months investment horizon. Aegean Airlines SA secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the company had a 0.26 % return per unit of standard deviation over the last 3 months. By analyzing Aegean Airlines' technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please makes use of Aegean Airlines' risk adjusted performance of 0.4228, and Mean Deviation of 0.997 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aegean Airlines holds a performance score of 20. The firm shows a Beta (market volatility) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aegean Airlines are expected to decrease at a much lower rate. During the bear market, Aegean Airlines is likely to outperform the market. Please check Aegean Airlines' skewness, and the relationship between the information ratio and day median price , to make a quick decision on whether Aegean Airlines' price patterns will revert.
Auto-correlation
0.54
Modest predictability
Aegean Airlines SA has modest predictability. Overlapping area represents the amount of predictability between Aegean Airlines time series from 6th of April 2025 to 21st of May 2025 and 21st of May 2025 to 5th 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 Aegean Airlines SA price movement. The serial correlation of 0.54 indicates that about 54.0% of current Aegean Airlines price fluctuation can be explain by its past prices.
Correlation Coefficient
0.54
Spearman Rank Test
0.68
Residual Average
0.0
Price Variance
0.06
Aegean Airlines SA lagged returns against current returns
Autocorrelation, which is Aegean Airlines 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 Aegean Airlines' pink sheet expected returns. We can calculate the autocorrelation of Aegean Airlines returns to help us make a trade decision. For example, suppose you find that Aegean Airlines 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
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Aegean 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 Aegean Airlines pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aegean Airlines pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aegean Airlines pink sheet over time.
Current vs Lagged Prices
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Aegean Airlines Lagged Returns
When evaluating Aegean Airlines' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aegean Airlines pink sheet have on its future price. Aegean 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, Aegean Airlines autocorrelation shows the relationship between Aegean Airlines pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aegean Airlines SA.
Other Information on Investing in Aegean Pink Sheet
Aegean Airlines financial ratios help investors to determine whether Aegean Pink Sheet 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 Aegean with respect to the benefits of owning Aegean Airlines security.