Aixtron Se Stock Market Value
| AIXXF Stock | USD 14.71 1.28 8.01% |
| Symbol | AIXTRON |
AIXTRON SE '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 AIXTRON SE's 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 AIXTRON SE.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in AIXTRON SE on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding AIXTRON SE or generate 0.0% return on investment in AIXTRON SE over 30 days. AIXTRON SE is related to or competes with Sumco Corp, Disco Corp, Tokyo Electron, Asm Pacific, BE Semiconductor, BE Semiconductor, and Lasertec. AIXTRON SE, together with its subsidiaries, provides deposition equipment to the semiconductor industry in Asia, Europe,... More
AIXTRON SE 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 AIXTRON SE's 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 AIXTRON SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 14.39 | |||
| Value At Risk | (6.31) | |||
| Potential Upside | 4.6 |
AIXTRON SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AIXTRON SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AIXTRON SE's standard deviation. In reality, there are many statistical measures that can use AIXTRON SE historical prices to predict the future AIXTRON SE's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 0.1238 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AIXTRON SE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
AIXTRON SE Backtested Returns
AIXTRON SE secures Sharpe Ratio (or Efficiency) of -0.0467, which signifies that the company had a -0.0467% return per unit of volatility over the last 3 months. AIXTRON SE exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AIXTRON SE's risk adjusted performance of (0.01), and Mean Deviation of 2.33 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.72, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AIXTRON SE are expected to decrease at a much lower rate. During the bear market, AIXTRON SE is likely to outperform the market. At this point, AIXTRON SE has a negative expected return of -0.15%. Please make sure to confirm AIXTRON SE's total risk alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if AIXTRON SE performance from the past will be repeated at future time.
Auto-correlation | -0.38 |
Poor reverse predictability
AIXTRON SE has poor reverse predictability. Overlapping area represents the amount of predictability between AIXTRON SE time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 AIXTRON SE price movement. The serial correlation of -0.38 indicates that just about 38.0% of current AIXTRON SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
AIXTRON SE lagged returns against current returns
Autocorrelation, which is AIXTRON SE 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 AIXTRON SE's pink sheet expected returns. We can calculate the autocorrelation of AIXTRON SE returns to help us make a trade decision. For example, suppose you find that AIXTRON SE 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 |
| Timeline |
AIXTRON SE 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 AIXTRON SE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AIXTRON SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AIXTRON SE pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AIXTRON SE Lagged Returns
When evaluating AIXTRON SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AIXTRON SE pink sheet have on its future price. AIXTRON SE 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, AIXTRON SE autocorrelation shows the relationship between AIXTRON SE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AIXTRON SE.
Regressed Prices |
| Timeline |
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Other Information on Investing in AIXTRON Pink Sheet
AIXTRON SE financial ratios help investors to determine whether AIXTRON 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 AIXTRON with respect to the benefits of owning AIXTRON SE security.