BASF SE (Hungary) Performance
| BASF Stock | 18,644 144.00 0.78% |
BASF SE has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BASF SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding BASF SE is expected to be smaller as well. BASF SE at this time shows a risk of 2.91%. Please confirm BASF SE value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if BASF SE will be following its price patterns.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in BASF SE are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively unsteady basic indicators, BASF SE may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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BASF SE Relative Risk vs. Return Landscape
If you would invest 1,799,400 in BASF SE on September 15, 2024 and sell it today you would earn a total of 65,000 from holding BASF SE or generate 3.61% return on investment over 90 days. BASF SE is generating 0.1668% of daily returns and assumes 2.9067% volatility on return distribution over the 90 days horizon. Simply put, 25% of stocks are less volatile than BASF, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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BASF SE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BASF SE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BASF SE, and traders can use it to determine the average amount a BASF SE's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0574
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 2.91 actual daily | 25 75% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average BASF SE is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of BASF SE by adding it to a well-diversified portfolio.
Things to note about BASF SE performance evaluation
Checking the ongoing alerts about BASF SE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BASF SE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BASF SE is not yet fully synchronised with the market data |
- Analyzing BASF SE's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether BASF SE's stock is overvalued or undervalued compared to its peers.
- Examining BASF SE's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating BASF SE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of BASF SE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BASF SE's stock. These opinions can provide insight into BASF SE's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for BASF Stock Analysis
When running BASF SE's price analysis, check to measure BASF SE'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 BASF SE is operating at the current time. Most of BASF SE's value examination focuses on studying past and present price action to predict the probability of BASF SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BASF SE's price. Additionally, you may evaluate how the addition of BASF SE to your portfolios can decrease your overall portfolio volatility.