Beiersdorf Aktiengesellscha (Germany) Market Value
| BEI Stock | 131.55 2.50 1.86% |
| Symbol | Beiersdorf |
Beiersdorf 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 Beiersdorf 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 Beiersdorf Aktiengesellscha.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Beiersdorf Aktiengesellscha on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Beiersdorf Aktiengesellschaft or generate 0.0% return on investment in Beiersdorf Aktiengesellscha over 90 days. Beiersdorf Aktiengesellscha is related to or competes with Procter Gamble, LOREAL ADR, LOral SA, LOréal SA, Unilever Plc, Unilever PLC, and Unilever Plc. More
Beiersdorf 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 Beiersdorf 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 Beiersdorf Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.1628 | |||
| Maximum Drawdown | 5.69 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 1.95 |
Beiersdorf Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beiersdorf Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beiersdorf Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use Beiersdorf Aktiengesellscha historical prices to predict the future Beiersdorf Aktiengesellscha's volatility.| Risk Adjusted Performance | 0.0848 | |||
| Jensen Alpha | 0.1092 | |||
| Total Risk Alpha | 0.2211 | |||
| Sortino Ratio | 0.1814 | |||
| Treynor Ratio | 0.9646 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Beiersdorf Aktiengesellscha'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.
Beiersdorf Aktiengesellscha Backtested Returns
Currently, Beiersdorf Aktiengesellschaft is very steady. Beiersdorf Aktiengesellscha secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Beiersdorf Aktiengesellschaft, which you can use to evaluate the volatility of the firm. Please confirm Beiersdorf Aktiengesellscha's Mean Deviation of 0.8985, risk adjusted performance of 0.0848, and Downside Deviation of 1.05 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Beiersdorf Aktiengesellscha has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Beiersdorf Aktiengesellscha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beiersdorf Aktiengesellscha is expected to be smaller as well. Beiersdorf Aktiengesellscha right now shows a risk of 1.19%. Please confirm Beiersdorf Aktiengesellscha jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Beiersdorf Aktiengesellscha will be following its price patterns.
Auto-correlation | 0.63 |
Good predictability
Beiersdorf Aktiengesellschaft has good predictability. Overlapping area represents the amount of predictability between Beiersdorf Aktiengesellscha time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Beiersdorf Aktiengesellscha price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Beiersdorf Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 13.75 |
Beiersdorf Aktiengesellscha lagged returns against current returns
Autocorrelation, which is Beiersdorf 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 Beiersdorf Aktiengesellscha's stock expected returns. We can calculate the autocorrelation of Beiersdorf Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that Beiersdorf 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 |
Beiersdorf 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 Beiersdorf Aktiengesellscha stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beiersdorf Aktiengesellscha stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beiersdorf Aktiengesellscha stock over time.
Current vs Lagged Prices |
| Timeline |
Beiersdorf Aktiengesellscha Lagged Returns
When evaluating Beiersdorf Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beiersdorf Aktiengesellscha stock have on its future price. Beiersdorf 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, Beiersdorf Aktiengesellscha autocorrelation shows the relationship between Beiersdorf Aktiengesellscha stock current value and its past values and can show if there is a momentum factor associated with investing in Beiersdorf Aktiengesellschaft.
Regressed Prices |
| Timeline |
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When running Beiersdorf Aktiengesellscha's price analysis, check to measure Beiersdorf Aktiengesellscha'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 Beiersdorf Aktiengesellscha is operating at the current time. Most of Beiersdorf Aktiengesellscha's value examination focuses on studying past and present price action to predict the probability of Beiersdorf Aktiengesellscha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Beiersdorf Aktiengesellscha's price. Additionally, you may evaluate how the addition of Beiersdorf Aktiengesellscha to your portfolios can decrease your overall portfolio volatility.