ASM International (Germany) Market Value

AVS Stock  EUR 510.00  3.40  0.66%   
ASM International's market value is the price at which a share of ASM International trades on a public exchange. It measures the collective expectations of ASM International NV investors about its performance. ASM International is trading at 510.00 as of the 2nd of March 2025. This is a 0.66 percent down since the beginning of the trading day. The stock's lowest day price was 506.8.
With this module, you can estimate the performance of a buy and hold strategy of ASM International NV and determine expected loss or profit from investing in ASM International over a given investment horizon. Check out ASM International Correlation, ASM International Volatility and ASM International Alpha and Beta module to complement your research on ASM International.
Symbol

Please note, there is a significant difference between ASM International's value and its price as these two are different measures arrived at by different means. Investors typically determine if ASM International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ASM International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

ASM International '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 ASM International'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 ASM International.
0.00
01/01/2025
No Change 0.00  0.0 
In 2 months and 1 day
03/02/2025
0.00
If you would invest  0.00  in ASM International on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding ASM International NV or generate 0.0% return on investment in ASM International over 60 days. ASM International is related to or competes with Sqs Software, ANGANG STEEL, MAGIC SOFTWARE, ASURE SOFTWARE, Beta Systems, and MOUNT GIBSON. ASM International NV, together with its subsidiaries, engages in the research, development, manufacture, marketing, and ... More

ASM International 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 ASM International'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 ASM International NV upside and downside potential and time the market with a certain degree of confidence.

ASM International Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for ASM International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASM International's standard deviation. In reality, there are many statistical measures that can use ASM International historical prices to predict the future ASM International's volatility.
Hype
Prediction
LowEstimatedHigh
507.40510.00512.60
Details
Intrinsic
Valuation
LowRealHigh
452.01454.61561.00
Details
Naive
Forecast
LowNextHigh
477.45480.05482.65
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
512.98557.00601.02
Details

ASM International Backtested Returns

At this point, ASM International is very steady. ASM International secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for ASM International NV, which you can use to evaluate the volatility of the firm. Please confirm ASM International's Semi Deviation of 2.91, risk adjusted performance of 0.0231, and Mean Deviation of 1.61 to double-check if the risk estimate we provide is consistent with the expected return of 0.0249%. The firm shows a Beta (market volatility) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ASM International are expected to decrease at a much lower rate. During the bear market, ASM International is likely to outperform the market. ASM International currently shows a risk of 2.6%. Please confirm ASM International standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to decide if ASM International will be following its price patterns.

Auto-correlation

    
  0.71  

Good predictability

ASM International NV has good predictability. Overlapping area represents the amount of predictability between ASM International time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd 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 ASM International price movement. The serial correlation of 0.71 indicates that around 71.0% of current ASM International price fluctuation can be explain by its past prices.
Correlation Coefficient0.71
Spearman Rank Test0.37
Residual Average0.0
Price Variance442.73

ASM International lagged returns against current returns

Autocorrelation, which is ASM International 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 ASM International's stock expected returns. We can calculate the autocorrelation of ASM International returns to help us make a trade decision. For example, suppose you find that ASM International 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  

ASM International 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 ASM International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ASM International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ASM International stock over time.
   Current vs Lagged Prices   
       Timeline  

ASM International Lagged Returns

When evaluating ASM International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ASM International stock have on its future price. ASM International 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, ASM International autocorrelation shows the relationship between ASM International stock current value and its past values and can show if there is a momentum factor associated with investing in ASM International NV.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Other Information on Investing in ASM Stock

ASM International financial ratios help investors to determine whether ASM Stock 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 ASM with respect to the benefits of owning ASM International security.