Air Liquide (Germany) Market Value
| AIL Stock | EUR 173.78 1.16 0.67% |
| Symbol | Air |
Air Liquide '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 Liquide'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 Liquide.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Air Liquide on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Air Liquide SA or generate 0.0% return on investment in Air Liquide over 90 days. Air Liquide is related to or competes with MAG SILVER, Peijia Medical, Globex Mining, Harmony Gold, and Perseus Mining. LAir Liquide S.A. provides gases, technologies, and services for industrial and health sectors in Europe, the Americas, ... More
Air Liquide 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 Liquide'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 Liquide SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9714 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 6.28 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.89 |
Air Liquide Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Air Liquide's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Air Liquide's standard deviation. In reality, there are many statistical measures that can use Air Liquide historical prices to predict the future Air Liquide's volatility.| Risk Adjusted Performance | 0.052 | |||
| Jensen Alpha | 0.0355 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.5393 |
Air Liquide SA Backtested Returns
At this point, Air Liquide is very steady. Air Liquide SA secures Sharpe Ratio (or Efficiency) of 0.0277, which signifies that the company had a 0.0277 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Air Liquide SA, which you can use to evaluate the volatility of the firm. Please confirm Air Liquide's Risk Adjusted Performance of 0.052, mean deviation of 0.7525, and Downside Deviation of 0.9714 to double-check if the risk estimate we provide is consistent with the expected return of 0.0283%. Air Liquide has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0869, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Air Liquide's returns are expected to increase less than the market. However, during the bear market, the loss of holding Air Liquide is expected to be smaller as well. Air Liquide SA right now shows a risk of 1.02%. Please confirm Air Liquide SA jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if Air Liquide SA will be following its price patterns.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
Air Liquide SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Air Liquide time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Air Liquide SA price movement. The serial correlation of -0.76 indicates that around 76.0% of current Air Liquide price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 14.15 |
Air Liquide SA lagged returns against current returns
Autocorrelation, which is Air Liquide 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 Liquide's stock expected returns. We can calculate the autocorrelation of Air Liquide returns to help us make a trade decision. For example, suppose you find that Air Liquide 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 Liquide 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 Liquide stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Air Liquide stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Air Liquide stock over time.
Current vs Lagged Prices |
| Timeline |
Air Liquide Lagged Returns
When evaluating Air Liquide's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Air Liquide stock have on its future price. Air Liquide 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 Liquide autocorrelation shows the relationship between Air Liquide stock current value and its past values and can show if there is a momentum factor associated with investing in Air Liquide SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Air Stock
Air Liquide financial ratios help investors to determine whether Air Stock 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 Air with respect to the benefits of owning Air Liquide security.