Bayer Aktiengesellscha (Germany) Market Value
| BAYA Stock | EUR 5.55 0.10 1.83% |
| Symbol | Bayer |
Bayer Aktiengesellscha '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 Bayer Aktiengesellscha'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 Bayer Aktiengesellscha.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Bayer Aktiengesellscha on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Bayer Aktiengesellschaft or generate 0.0% return on investment in Bayer Aktiengesellscha over 90 days. Bayer Aktiengesellscha is related to or competes with Johnson Johnson, Merck, Roche Holding, Amgen, Bayer AG, Biogen, and ASTELLAS PHARMA. Bayer Aktiengesellschaft, together its subsidiaries, operates as a life science company worldwide More
Bayer Aktiengesellscha 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 Bayer Aktiengesellscha'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 Bayer Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.92 | |||
| Information Ratio | 0.0978 | |||
| Maximum Drawdown | 19.96 | |||
| Value At Risk | (8.00) | |||
| Potential Upside | 7.69 |
Bayer Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bayer Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bayer Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use Bayer Aktiengesellscha historical prices to predict the future Bayer Aktiengesellscha's volatility.| Risk Adjusted Performance | 0.0756 | |||
| Jensen Alpha | 0.3543 | |||
| Total Risk Alpha | 0.971 | |||
| Sortino Ratio | 0.0801 | |||
| Treynor Ratio | (3.85) |
Bayer Aktiengesellschaft Backtested Returns
Bayer Aktiengesellscha appears to be unstable, given 3 months investment horizon. Bayer Aktiengesellschaft secures Sharpe Ratio (or Efficiency) of 0.0595, which signifies that the company had a 0.0595 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Bayer Aktiengesellschaft, which you can use to evaluate the volatility of the firm. Please makes use of Bayer Aktiengesellscha's Downside Deviation of 5.92, risk adjusted performance of 0.0756, and Mean Deviation of 3.78 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bayer Aktiengesellscha holds a performance score of 4. The firm shows a Beta (market volatility) of -0.0946, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bayer Aktiengesellscha are expected to decrease at a much lower rate. During the bear market, Bayer Aktiengesellscha is likely to outperform the market. Please check Bayer Aktiengesellscha's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Bayer Aktiengesellscha's price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Bayer Aktiengesellschaft has good predictability. Overlapping area represents the amount of predictability between Bayer Aktiengesellscha time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Bayer Aktiengesellschaft price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Bayer Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Bayer Aktiengesellschaft lagged returns against current returns
Autocorrelation, which is Bayer Aktiengesellscha 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 Bayer Aktiengesellscha's stock expected returns. We can calculate the autocorrelation of Bayer Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that Bayer Aktiengesellscha 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 |
Bayer Aktiengesellscha 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 Bayer Aktiengesellscha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bayer Aktiengesellscha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bayer Aktiengesellscha stock over time.
Current vs Lagged Prices |
| Timeline |
Bayer Aktiengesellscha Lagged Returns
When evaluating Bayer Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bayer Aktiengesellscha stock have on its future price. Bayer Aktiengesellscha 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, Bayer Aktiengesellscha autocorrelation shows the relationship between Bayer Aktiengesellscha stock current value and its past values and can show if there is a momentum factor associated with investing in Bayer Aktiengesellschaft.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bayer Stock
Bayer Aktiengesellscha financial ratios help investors to determine whether Bayer 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 Bayer with respect to the benefits of owning Bayer Aktiengesellscha security.