Materialise (Germany) Market Value
| 06MA Stock | 4.78 0.26 5.75% |
| Symbol | Materialise |
Materialise '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 Materialise'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 Materialise.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Materialise on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Materialise NV or generate 0.0% return on investment in Materialise over 90 days. Materialise is related to or competes with UNIQA INSURANCE, Salesforce, MSAD INSURANCE, PACIFIC ONLINE, Selective Insurance, ZhongAn Online, and CARSALES. More
Materialise 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 Materialise'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 Materialise NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 50.18 | |||
| Value At Risk | (5.41) | |||
| Potential Upside | 6.62 |
Materialise Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Materialise's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Materialise's standard deviation. In reality, there are many statistical measures that can use Materialise historical prices to predict the future Materialise's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | 0.3798 | |||
| Treynor Ratio | (0.63) |
Materialise NV Backtested Returns
Materialise NV has Sharpe Ratio of -0.0942, which conveys that the firm had a -0.0942 % return per unit of risk over the last 3 months. Materialise exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Materialise's Risk Adjusted Performance of (0.04), mean deviation of 3.15, and Standard Deviation of 5.8 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Materialise's returns are expected to increase less than the market. However, during the bear market, the loss of holding Materialise is expected to be smaller as well. At this point, Materialise NV has a negative expected return of -0.54%. Please make sure to verify Materialise's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Materialise NV performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.68 |
Very good reverse predictability
Materialise NV has very good reverse predictability. Overlapping area represents the amount of predictability between Materialise time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th of March 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 Materialise NV price movement. The serial correlation of -0.68 indicates that around 68.0% of current Materialise price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 3.54 |
Materialise NV lagged returns against current returns
Autocorrelation, which is Materialise 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 Materialise's stock expected returns. We can calculate the autocorrelation of Materialise returns to help us make a trade decision. For example, suppose you find that Materialise 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 |
Materialise 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 Materialise stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Materialise stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Materialise stock over time.
Current vs Lagged Prices |
| Timeline |
Materialise Lagged Returns
When evaluating Materialise's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Materialise stock have on its future price. Materialise 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, Materialise autocorrelation shows the relationship between Materialise stock current value and its past values and can show if there is a momentum factor associated with investing in Materialise NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Materialise Stock Analysis
When running Materialise's price analysis, check to measure Materialise'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 Materialise is operating at the current time. Most of Materialise's value examination focuses on studying past and present price action to predict the probability of Materialise's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Materialise's price. Additionally, you may evaluate how the addition of Materialise to your portfolios can decrease your overall portfolio volatility.