Albemarle Corp (Germany) Market Value
| AMC Stock | 67.52 1.01 1.52% |
| Symbol | Albemarle |
Albemarle Corp '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 Albemarle Corp'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 Albemarle Corp.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Albemarle Corp on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Albemarle Corp or generate 0.0% return on investment in Albemarle Corp over 90 days. Albemarle Corp is related to or competes with Goosehead Insurance, HANOVER INSURANCE, QBE Insurance, Vishay Intertechnology, Universal Insurance, UNIQA INSURANCE, and X-FAB Silicon. More
Albemarle Corp 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 Albemarle Corp'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 Albemarle Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 18.04 | |||
| Value At Risk | (4.46) | |||
| Potential Upside | 3.13 |
Albemarle Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Albemarle Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Albemarle Corp's standard deviation. In reality, there are many statistical measures that can use Albemarle Corp historical prices to predict the future Albemarle Corp's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.58) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | 1.27 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Albemarle Corp'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.
Albemarle Corp Backtested Returns
Albemarle Corp secures Sharpe Ratio (or Efficiency) of -0.19, which signifies that the company had a -0.19 % return per unit of standard deviation over the last 3 months. Albemarle Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Albemarle Corp's mean deviation of 1.98, and Risk Adjusted Performance of (0.15) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Albemarle Corp are expected to decrease at a much lower rate. During the bear market, Albemarle Corp is likely to outperform the market. At this point, Albemarle Corp has a negative expected return of -0.52%. Please make sure to confirm Albemarle Corp's value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if Albemarle Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.46 |
Average predictability
Albemarle Corp has average predictability. Overlapping area represents the amount of predictability between Albemarle Corp time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Albemarle Corp price movement. The serial correlation of 0.46 indicates that about 46.0% of current Albemarle Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 16.18 |
Albemarle Corp lagged returns against current returns
Autocorrelation, which is Albemarle Corp 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 Albemarle Corp's stock expected returns. We can calculate the autocorrelation of Albemarle Corp returns to help us make a trade decision. For example, suppose you find that Albemarle Corp 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 |
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Albemarle Corp 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 Albemarle Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Albemarle Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Albemarle Corp stock over time.
Current vs Lagged Prices |
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Albemarle Corp Lagged Returns
When evaluating Albemarle Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Albemarle Corp stock have on its future price. Albemarle Corp 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, Albemarle Corp autocorrelation shows the relationship between Albemarle Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Albemarle Corp.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Albemarle Stock Analysis
When running Albemarle Corp's price analysis, check to measure Albemarle Corp'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 Albemarle Corp is operating at the current time. Most of Albemarle Corp's value examination focuses on studying past and present price action to predict the probability of Albemarle Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Albemarle Corp's price. Additionally, you may evaluate how the addition of Albemarle Corp to your portfolios can decrease your overall portfolio volatility.