GE — GE Aerospace

Report date: 2026-05-26 | Sector: Industrials | Last price: $302.84 | Horizon: 30d | Generated: 2026-05-26T07:19:07.473503Z

Forecast summary

Ensemble point -0.11%

80% CI [-9.04%, +9.96%]

95% CI [-13.26%, +15.73%]

Method dispersion 0.0034

Beats RW baseline NO

MC drift (annual) 2.13%

MC sigma (annual) 41.40%

MC paths 1000

Bull target (90th pct) +18.71% -> $359.49

Base target (50th) -0.68% -> $300.79

Bear target (10th pct) -17.38% -> $250.19

Macro regime risk_on_growth

10y yield 4.56%

3m yield 3.59%

Yield-curve slope +0.97%

VIX level 16.59

VIX z-score (252d) -0.48

Sector ETF XLI

Sector relative (90d) -9.75%

Forecast plot (interactive)

Realised volatility

Yang-Zhang annualized (60d) 41.40%

Close-to-close annualized (60d) 42.25%

Per-method comparison

Method	Weight	Point	80% lo	80% hi	95% lo	95% hi
linear	25.0%	+0.25%	-3.43%	+3.91%	-5.00%	+5.92%
monte_carlo	25.0%	-0.68%	-17.38%	+18.71%	-25.33%	+29.75%
ar1	25.0%	-0.02%	-2.50%	+2.52%	-3.78%	+3.89%
random_walk	25.0%	+0.00%	-12.83%	+14.72%	-18.94%	+23.37%

Factor contributions (interactive waterfall)

Factor contribution table

Factor	Loading	Ticker value	Contribution
value_score	+0.0495	-1.0382	-0.0514
quality_score	+0.0192	+3.0000	+0.0577
momentum_score	+0.0286	+0.7404	+0.0212
lowvol_score	+0.0173	-0.6125	-0.0106
revisions_score	+0.0236	-0.5900	-0.0139
news_activity_score	+0.0402	+0.0000	+0.0000
(intercept)	-	-	-0.0005

Factor decay over horizon

Factor IC over time

Per-factor IC backtest summary

Factor	Mean IC	ICIR	% positive	Cumulative attribution	n periods
value_score	+0.2563	+2.690	100.0%	+0.5383	252
quality_score	+0.1105	+1.096	86.5%	+0.2401	252
momentum_score	+0.1428	+1.354	92.5%	+0.2460	252
lowvol_score	+0.0878	+0.887	82.1%	+0.1870	252
revisions_score	+0.1375	+1.319	88.9%	+0.2738	252
news_activity_score	+0.3540	+3.832	100.0%	+1.0893	252

Snapshot — fundamentals + technical

Market cap $316.42B

P/E (trailing) 37.6

P/B 17.0

Forward P/E 34.9

PEG 7.29

Dividend yield 62.00%

Beta 1.35

52w high / low $348.48 / $232.24

Distance from 52w high -13.10%

Cross-sectional rank 77 / 92 below median

Panel source (trained model: 2026-05-26 (0d old), universe_size=92, lookback_days=252)

RSI(14) 55.6

SMA50 / SMA200 $293.96 / $299.63

ATR(14) $9.51

Avg volume (20d) 5.67M

Profit margin 17.86%

ROE 45.43%

Revenue growth (YoY) +24.70%

Earnings growth (YoY) -1.80%

Debt/Equity 116.5

Current ratio 1.01

Short ratio 2.43

Forecast accuracy — walk-forward backtest (60d lookback)

Horizon	n predictions	Directional accuracy	MAE (return)	RMSE	80% CI hit rate	Pearson(pred, real)
1d	691	54.7%	1.44%	2.03%	80.3%	-0.019
30d	662	57.3%	10.12%	12.56%	72.2%	-0.097
60d	632	74.2%	16.87%	20.78%	62.0%	-0.050

Volume momentum (Granville / CGW / Quong-Soudack)

Composite z -0.123

Active signals 7 of 7

MFI(14) 63.05

CMF(20) +0.0902

OBV z (252d) +0.112

VPT z (252d) -0.541

VW-momentum z +0.881

Volume z (60d) -1.145

Relative volume (vs 20d ADV) 0.62x

CMF z (252d) +0.147

Sector rotation & AI-spillover (v6)

Sector ETF XLI

Rel-return 5d / 20d / 60d +7.08% / +6.62% / -9.13%

Sector mom-z 1m / 3m / 6m -1.98 / -2.06 / -0.06

Rotation phase cyclical

AI-factor beta (60d) +0.195

AI spillover score +0.0179

Risk-off corr regime (60d) 0.33 (>0.6 = risk-off; <0.35 = stock-picking)

Sector breadth (% > SMA50) -

Sector dispersion 20d -

Peer comparison (sector-relative valuation & momentum)

Peer signal

MIXED

score +0.44 (9 peers)

P/E percentile

56% (56% cheaper than this)

20d momentum percentile

100% (100% lag this)

Market-cap percentile

89%

Peer set (mcap band 0.2x-5x, same sector)

GEV CAT RTX BA UNP ETN HON DE VRT

9 peers in Industrials (mcap band 0.2x-5x); signal=mixed; score=+0.44

Decision input: cheap_leader → nudge bias one bucket toward LONG; expensive_laggard → nudge toward SHORT; cheap_laggard = value-trap (neutralize); expensive_leader = crowding risk (neutralize). Folded into Claude critique and one-line PM summary.

Multi-timeframe technical analysis (1wk / 1d / 1h)

Per-timeframe verdict (TradingView-style aggregate of 17 indicators: RSI, MACD, BBands, ADX, Stoch, %R, OBV, MFI, CMF, ATR, SMA50/200, EMA9/21, Donchian, price-vs-SMA200). Counts = how many indicators fired BUY / SELL / NEUTRAL; net strength is the weight-sum delta. Crosses (golden/death, MACD signal cross, Donchian breakout) and the SMA200 trend filter carry 1.5x weight.

1wk verdict

NEUTRAL

1 buy / 3 sell / 13 neutral · net +0.0

1d verdict

NEUTRAL

4 buy / 3 sell / 10 neutral · net +1.5

1h verdict

NEUTRAL

3 buy / 3 sell / 11 neutral · net -2.0

1wk NEUTRAL 1/3/13

RSI(14) 51.8

MACD hist -3.0383

Bollinger %b 0.47

ADX(14) 19.6

ATR % 7.49%

MFI(14) / CMF(20) 40.5 / -0.063

Donchian pos / break 0.43

vs SMA200 ABOVE

n_bars521

1d NEUTRAL 4/3/10

RSI(14) 55.6

MACD hist +1.4202

Bollinger %b 0.82 SQUEEZE

ADX(14) 18.8

ATR % 3.14%

MFI(14) / CMF(20) 63.0 / +0.090

Donchian pos / break 0.77

vs SMA200 ABOVE

n_bars1253

1h NEUTRAL 3/3/11

RSI(14) 63.8

MACD hist -0.0105

Bollinger %b 0.76 SQUEEZE

ADX(14) 36.5 RISING

ATR % 0.88%

MFI(14) / CMF(20) 40.5 / +0.225

Donchian pos / break 0.71

vs SMA200 ABOVE

n_bars1728

Cross-timeframe confluence

Confluence LONG (0-1) 0.20

Confluence SHORT (0-1) 0.00

Patterns are intentionally selective (Elder triple-screen, daily/hourly divergence, BB-squeeze+breakout, SMA-alignment, MACD/OBV). Most tickers fire 0-2 patterns on any given day. Below: each pattern with its current state (✓ firing / ✗ not firing).

Long patterns

✗ elder_triple

✗ daily_oversold_hourly_bull

✗ bb_squeeze_break_up

✓ sma_align_long

✗ macd_cross_obv

Short patterns

✗ elder_triple

✗ daily_overbought_hourly_div

✗ bb_squeeze_break_dn

✗ sma_align_short

✗ macd_cross_obv

Intraday nowcast — 1h-bar short-horizon (v6)

Next 24h nowcast

+0.38%

over next 24h on 1h bars

80% band

[-5.23%, +6.32%]

n_bars = 1728 · sigma_1h = 0.0092

Direction vs 30d ensemble

AGREES

1h direction: LONG · 30d direction: SHORT

Source: intraday_forecaster_v10_trained_lgbm.
(trained model: 2026-05-26 (0d old), mean_directional_accuracy=0.523, n_features=17) Decision input only -- the 30d ensemble + factor regression remain the primary call. Conflicts surfaced into the Claude critique as horizon_conflict flag when |1h move| > 1%.

Meta-label gate — AFML Ch.3 secondary classifier (v6)

Verdict

meta-label: NEUTRAL

p_take = 0.55 · threshold 0.60

Bias adjustment

meta-label NEUTRAL (p_take=0.55 between 0.40 and 0.60) -- no adjustment.

Method: secondary LightGBM trained on (features + primary direction) -> P(primary is right). Source: meta_labeler_v10_trained_lgbm.
(trained model: 2026-05-26 (0d old), roc_auc=0.641, accuracy=0.608, n_train_rows=8,284) When ABSTAIN with p_take < 1-threshold AND bias non-neutral, the bias is demoted one bucket and a meta_abstain flag is added to the critique. See AFML Ch.3.6 (Lopez de Prado 2018).

Implied vol vs realized vol — options-trade gate (v8 W2)

Regime

NEUTRAL

no decisive vol mispricing — delta-1 setup over options

IV / RV ratio

1.21

z-score: n/a (insufficient history)

30d IV vs 30d RV

IV 40.3% (Polygon)

RV 33.2% (yang-zhang)

Provenance: source polygon_options:contracts_call; expiry 2026-06-26 (31d) · strike $305.00 · 1 strike(s) used.
Caveat: 15-min delayed end-of-day quotes; free-tier Polygon (no Greeks, no real-time). Regime is qualitative input only — NOT a numeric factor on the regression.

FMP fundamentals & analyst consensus (v7)

Quality / leverage

ROE 48.0%

ROIC -

FCF yield 2.4%

Debt / EBITDA -

Current ratio 1.01

Margins / valuation

Gross margin 34.8%

Operating margin 18.5%

Net margin 17.9%

P/E (TTM) 36.3

EV / EBITDA 29.6

Analyst consensus

Target mean $381.00

Target high / low $425.00 / $355.00

Upside vs last close +25.8%

Revisions score +0.542

Trade-bias signal — foundation for trade-guidance layer

Bias neutral

Composite z-score +0.075

Conviction 0.030137772904195774

Recommended playbook cash

Suggested position size 0% (no Kelly)

no Kelly: bias=neutral / not a conformal singleton (proxy off); singleton-proxy: news_activity_z=+0.00 (nonzero=False), wf30d_dir_acc=0.5725075528700906 (>0.55=True)

Strategies on bias side

•Cash / no position

•Iron condor if IV rank > 50

•Wait for next factor refresh

Why this bias

composite_z = +0.08 | bias = neutral | conviction = 0.03 | macro_regime = risk_on_growth | ensemble = -0.11%

Sensitivity (OFAT tornado ±1 sd) and stress scenarios

Factor	Loading w_i	Ticker z-value	+1 sd impact	-1 sd impact
value_score	+0.0495	-1.038	+0.0495	-0.0495
news_activity_score	+0.0402	+0.000	+0.0402	-0.0402
momentum_score	+0.0286	+0.740	+0.0286	-0.0286
revisions_score	+0.0236	-0.590	+0.0236	-0.0236
quality_score	+0.0192	+3.000	+0.0192	-0.0192
lowvol_score	+0.0173	-0.613	+0.0173	-0.0173

Stress scenarios (forecast shift from base point)

Scenario	Description	Stressed point	Delta vs base
rates_+100bps	Yield curve +100bps (lowvol -1sd, value -0.5sd)	-3.95%	-4.20%
recession_risk_off	Recession (momentum -1.5sd, lowvol +1sd, news -1sd)	-6.33%	-6.58%
quality_flight	Quality flight (quality +1sd, revisions +1sd, momentum -0.5sd)	+3.11%	+2.86%

Multi-source live sentiment (free real-time)

Composite z-score -0.972

Active signals 3 of 3

Sources stocktwits, apewisdom, iv_skew

StockTwits bull 14

StockTwits bear 0

StockTwits net +1.00

Message volume 30

ApeWisdom mentions 1

24h change -4

Reddit rank 251

25-delta IV skew +1.4843

IV-skew read bearish

Analyst critique

Agreement with model agree_with_caveats

Confidence 0.4

PM one-liner GE Industrials: quant -0.11%/30d, disp +0.0034, no edge vs RW, macro neutral, 0 catalyst(s).

Sensitivity concern If value_score (the highest-loading factor) is mis-measured by +/-1 stdev, the bias likely flips.

What the model may have missed

Peer set (9 Industrials names) ranks this ticker in the 56th P/E percentile and 100th momentum percentile (signal: mixed) -- no decisive sector-relative edge.
no scheduled catalysts within 30d -- model is a pure factor bet, no event-pricing component
IV-RV neutral (40.3% IV vs 33.2% RV, ratio 1.21x) -- no decisive vol-mispricing edge; delta-1 setup over options.

Critique flags

{'type': 'model_uncertainty', 'severity': 'high', 'evidence': 'ensemble point -0.11% does not exceed random-walk baseline; no edge over naive carry', 'suggested_check': 'abstain / treat as no-trade until next factor refresh or independent signal corroborates'}

Factor contribution methodology — where the numbers come from

Point return formula (linear factor model): r_hat = alpha + sum_i (w_i × f_i) where w_i is the cross-sectional loading for factor i (estimated from the cross-section of US large-cap names) and f_i is the z-scored factor value for this ticker (Grinold-Kahn winsorization at ±3).

Per-factor contribution shown in the waterfall above is exactly w_i × f_i (decimal-return units), so the bars sum (with intercept) to the linear forecast point. The ensemble point combines linear / Monte Carlo / AR(1) / random-walk per per-method-comparison table.

Bias mapping (composite z-score → LONG/NEUTRAL/SHORT): weighted sum of value (1.0), quality (0.7), momentum (1.0), low-vol (0.5), revisions (1.0), news-activity (0.6); thresholds ±1.0 with macro override (risk-off + LONG → reduce to NEUTRAL; risk-on-growth + SHORT → reduce to NEUTRAL). LONG → Playbook A (long-call / call-debit-spread / covered-call); SHORT → Playbook B (long-put / put-debit-spread / bear-call-spread); NEUTRAL → cash.

Sensitivity (one-factor-at-a-time tornado above): impact = w_i × 1sd per factor (MSCI / Two-Sigma Venn convention). Stress scenarios are canned multi-factor shocks (rates +100bps; recession risk-off; quality flight).

Factor decay uses exponential half-life per factor type: catalysts 7d, news 14d, revisions 30d, momentum 45d, value 90d, quality 90d (Tetlock 2007; Cohen-Malloy-Pomorski 2012). The heatmap above shows contribution × exp(-ln(2) × t / half_life) on a 5-day grid.

Factor IC backtest: Spearman rank correlation between each factor's cross-sectional ranking on day t and the realized h-day-forward return, aggregated across the panel (Grinold-Kahn 2000 ch.4 fundamental law of active management). Source for this report: synthetic_panel_252d_100tickers_seed42 (parallel runner).

Placebo audit (v6, GT-Score): GT-score = 0.46 passes falsification gate . Computed from 3 seed(s) across placebo kinds: shuffled, gaussian_iid, garch. Method: real directional accuracy = 54.7%; max placebo accuracy = 50.4%; AMG = +0.043. Source: placebo_audit_v6_ar1_runner. Provenance: arXiv 2604.15531 "Spurious Predictability in Financial ML" (Paper #3).

Catalysts in window (30d)

No catalysts within the forecast window.

Analyst narrative

Bull case

GE ensemble forecast is -0.11% with 80% band [-9.04%, +9.96%] over 30 days. Positive drivers: quality_score, momentum_score. 0 catalyst(s) in the window provide event-driven upside potential.

Bear case

Inter-method dispersion (+0.0034) and no clear edge vs. random-walk argue caution. Negative drivers: value_score. Macro regime risk_on_growth historically caps single-name conviction.

Synthesis

Weight the ensemble's -0.11% center against +0.0034 method dispersion. Risk On Growth regime + 0 catalyst(s) define the setup. Treat the 80% band as the working trade-sizing envelope.

Risk flags

ensemble does not beat random-walk baseline -- no clear edge
no catalysts in window -- pure factor bet