Bayer AG (Germany) Market Value
| BAYN Stock | EUR 23.42 0.56 2.45% |
| Symbol | Bayer |
Bayer AG '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 AG'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 AG.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Bayer AG on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Bayer AG NA or generate 0.0% return on investment in Bayer AG over 90 days. Bayer AG is related to or competes with Addtech AB, Perdoceo Education, Cleanaway Waste, Brockhaus Capital, BioNTech, FARO Technologies, and ORMAT TECHNOLOGIES. Bayer Aktiengesellschaft, together its subsidiaries, operates as a life science company worldwide More
Bayer AG 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 AG'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 AG NA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.175 | |||
| Maximum Drawdown | 12.84 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 3.21 |
Bayer AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bayer AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bayer AG's standard deviation. In reality, there are many statistical measures that can use Bayer AG historical prices to predict the future Bayer AG's volatility.| Risk Adjusted Performance | 0.1144 | |||
| Jensen Alpha | 0.2391 | |||
| Total Risk Alpha | 0.4854 | |||
| Sortino Ratio | 0.1839 | |||
| Treynor Ratio | 15.42 |
Bayer AG NA Backtested Returns
Bayer AG appears to be very steady, given 3 months investment horizon. Bayer AG NA secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bayer AG NA, which you can use to evaluate the volatility of the firm. Please makes use of Bayer AG's Downside Deviation of 1.88, mean deviation of 1.46, and Risk Adjusted Performance of 0.1144 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bayer AG holds a performance score of 13. The firm shows a Beta (market volatility) of 0.0154, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bayer AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bayer AG is expected to be smaller as well. Please check Bayer AG's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Bayer AG's price patterns will revert.
Auto-correlation | 0.87 |
Very good predictability
Bayer AG NA has very good predictability. Overlapping area represents the amount of predictability between Bayer AG 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 AG NA price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Bayer AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 1.27 |
Bayer AG NA lagged returns against current returns
Autocorrelation, which is Bayer AG 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 AG's stock expected returns. We can calculate the autocorrelation of Bayer AG returns to help us make a trade decision. For example, suppose you find that Bayer AG 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 AG 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 AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bayer AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bayer AG stock over time.
Current vs Lagged Prices |
| Timeline |
Bayer AG Lagged Returns
When evaluating Bayer AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bayer AG stock have on its future price. Bayer AG 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 AG autocorrelation shows the relationship between Bayer AG stock current value and its past values and can show if there is a momentum factor associated with investing in Bayer AG NA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bayer Stock
Bayer AG 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 AG security.