BASF SE's market value is the price at which a share of BASF SE trades on a public exchange. It measures the collective expectations of BASF SE investors about its performance. BASF SE is selling for under 17300.00 as of the 8th of January 2025; that is 1.59 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 17300.0. With this module, you can estimate the performance of a buy and hold strategy of BASF SE and determine expected loss or profit from investing in BASF SE over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
BASF
BASF 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 BASF SE'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 BASF SE.
0.00
12/09/2024
No Change 0.00
0.0
In 31 days
01/08/2025
0.00
If you would invest 0.00 in BASF SE on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding BASF SE or generate 0.0% return on investment in BASF SE over 30 days.
BASF 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 BASF SE'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 BASF SE upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for BASF SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BASF SE's standard deviation. In reality, there are many statistical measures that can use BASF SE historical prices to predict the future BASF SE's volatility.
BASF SE secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12% return per unit of risk over the last 3 months. BASF SE exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BASF SE's Coefficient Of Variation of (1,378), mean deviation of 1.82, and Variance of 5.96 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. 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. At this point, BASF SE has a negative expected return of -0.28%. Please make sure to confirm BASF SE's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if BASF SE performance from the past will be repeated in the future.
Auto-correlation
0.29
Poor predictability
BASF SE has poor predictability. Overlapping area represents the amount of predictability between BASF SE time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th 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 BASF SE price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current BASF SE price fluctuation can be explain by its past prices.
Correlation Coefficient
0.29
Spearman Rank Test
0.5
Residual Average
0.0
Price Variance
15.5 K
BASF SE lagged returns against current returns
Autocorrelation, which is BASF SE 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 BASF SE's stock expected returns. We can calculate the autocorrelation of BASF SE returns to help us make a trade decision. For example, suppose you find that BASF SE 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
BASF 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 BASF SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BASF SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BASF SE stock over time.
Current vs Lagged Prices
Timeline
BASF SE Lagged Returns
When evaluating BASF SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BASF SE stock have on its future price. BASF 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, BASF SE autocorrelation shows the relationship between BASF SE stock current value and its past values and can show if there is a momentum factor associated with investing in BASF SE.
Regressed Prices
Timeline
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
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.