Bayerische Motoren (Germany) Market Value
| BMW Stock | EUR 83.78 1.24 1.50% |
| Symbol | Bayerische |
Bayerische Motoren '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 Bayerische Motoren'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 Bayerische Motoren.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Bayerische Motoren on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Bayerische Motoren Werke or generate 0.0% return on investment in Bayerische Motoren over 90 days. Bayerische Motoren is related to or competes with SmarTone Telecommunicatio, Chunghwa Telecom, EMBARK EDUCATION, Singapore Telecommunicatio, Iridium Communications, China Communications, and Bank of America. Bayerische Motoren Werke AG, together with its subsidiaries, develops, manufactures, and sells automobiles and motorcycl... More
Bayerische Motoren 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 Bayerische Motoren'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 Bayerische Motoren Werke upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.78 | |||
| Information Ratio | 0.1612 | |||
| Maximum Drawdown | 8.88 | |||
| Value At Risk | (2.57) | |||
| Potential Upside | 3.41 |
Bayerische Motoren Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bayerische Motoren's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bayerische Motoren's standard deviation. In reality, there are many statistical measures that can use Bayerische Motoren historical prices to predict the future Bayerische Motoren's volatility.| Risk Adjusted Performance | 0.102 | |||
| Jensen Alpha | 0.2415 | |||
| Total Risk Alpha | 0.4541 | |||
| Sortino Ratio | 0.1778 | |||
| Treynor Ratio | 0.673 |
Bayerische Motoren Werke Backtested Returns
At this point, Bayerische Motoren is very steady. Bayerische Motoren Werke secures Sharpe Ratio (or Efficiency) of 0.0733, which signifies that the company had a 0.0733 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bayerische Motoren Werke, which you can use to evaluate the volatility of the firm. Please confirm Bayerische Motoren's Mean Deviation of 1.57, downside deviation of 1.78, and Risk Adjusted Performance of 0.102 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Bayerische Motoren has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bayerische Motoren's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bayerische Motoren is expected to be smaller as well. Bayerische Motoren Werke right now shows a risk of 1.92%. Please confirm Bayerische Motoren Werke semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to decide if Bayerische Motoren Werke will be following its price patterns.
Auto-correlation | 0.07 |
Virtually no predictability
Bayerische Motoren Werke has virtually no predictability. Overlapping area represents the amount of predictability between Bayerische Motoren time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Bayerische Motoren Werke price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Bayerische Motoren price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 11.28 |
Bayerische Motoren Werke lagged returns against current returns
Autocorrelation, which is Bayerische Motoren 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 Bayerische Motoren's stock expected returns. We can calculate the autocorrelation of Bayerische Motoren returns to help us make a trade decision. For example, suppose you find that Bayerische Motoren 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 |
Bayerische Motoren 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 Bayerische Motoren stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bayerische Motoren stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bayerische Motoren stock over time.
Current vs Lagged Prices |
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Bayerische Motoren Lagged Returns
When evaluating Bayerische Motoren's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bayerische Motoren stock have on its future price. Bayerische Motoren 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, Bayerische Motoren autocorrelation shows the relationship between Bayerische Motoren stock current value and its past values and can show if there is a momentum factor associated with investing in Bayerische Motoren Werke.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bayerische Stock
Bayerische Motoren financial ratios help investors to determine whether Bayerische 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 Bayerische with respect to the benefits of owning Bayerische Motoren security.