EMS CHEMIE (Switzerland) Market Value
| EMSN Stock | CHF 650.00 7.50 1.14% |
| Symbol | EMS |
EMS CHEMIE '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 EMS CHEMIE'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 EMS CHEMIE.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in EMS CHEMIE on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding EMS CHEMIE HOLDING AG or generate 0.0% return on investment in EMS CHEMIE over 90 days. EMS CHEMIE is related to or competes with Softwareone Holding, Luzerner Kantonalbank, Zurich Insurance, Hypothekarbank Lenzburg, Cicor Technologies, and Adval Tech. EMS-CHEMIE HOLDING AG engages in the high performance polymers and specialty chemicals businesses worldwide More
EMS CHEMIE 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 EMS CHEMIE'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 EMS CHEMIE HOLDING AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.1313 | |||
| Maximum Drawdown | 5.38 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 2.55 |
EMS CHEMIE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EMS CHEMIE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EMS CHEMIE's standard deviation. In reality, there are many statistical measures that can use EMS CHEMIE historical prices to predict the future EMS CHEMIE's volatility.| Risk Adjusted Performance | 0.0429 | |||
| Jensen Alpha | 0.045 | |||
| Total Risk Alpha | 0.19 | |||
| Sortino Ratio | 0.1344 | |||
| Treynor Ratio | 4.73 |
EMS CHEMIE HOLDING Backtested Returns
At this stage we consider EMS Stock to be very steady. EMS CHEMIE HOLDING secures Sharpe Ratio (or Efficiency) of 0.0735, which denotes the company had a 0.0735 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for EMS CHEMIE HOLDING AG, which you can use to evaluate the volatility of the firm. Please confirm EMS CHEMIE's Market Risk Adjusted Performance of 4.74, downside deviation of 1.14, and Mean Deviation of 0.8276 to check if the risk estimate we provide is consistent with the expected return of 0.0886%. EMS CHEMIE has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0093, which means not very significant fluctuations relative to the market. As returns on the market increase, EMS CHEMIE's returns are expected to increase less than the market. However, during the bear market, the loss of holding EMS CHEMIE is expected to be smaller as well. EMS CHEMIE HOLDING currently shows a risk of 1.21%. Please confirm EMS CHEMIE HOLDING treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if EMS CHEMIE HOLDING will be following its price patterns.
Auto-correlation | 0.24 |
Weak predictability
EMS CHEMIE HOLDING AG has weak predictability. Overlapping area represents the amount of predictability between EMS CHEMIE time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 EMS CHEMIE HOLDING price movement. The serial correlation of 0.24 indicates that over 24.0% of current EMS CHEMIE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 153.54 |
EMS CHEMIE HOLDING lagged returns against current returns
Autocorrelation, which is EMS CHEMIE 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 EMS CHEMIE's stock expected returns. We can calculate the autocorrelation of EMS CHEMIE returns to help us make a trade decision. For example, suppose you find that EMS CHEMIE 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 |
EMS CHEMIE 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 EMS CHEMIE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EMS CHEMIE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EMS CHEMIE stock over time.
Current vs Lagged Prices |
| Timeline |
EMS CHEMIE Lagged Returns
When evaluating EMS CHEMIE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EMS CHEMIE stock have on its future price. EMS CHEMIE 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, EMS CHEMIE autocorrelation shows the relationship between EMS CHEMIE stock current value and its past values and can show if there is a momentum factor associated with investing in EMS CHEMIE HOLDING AG.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Additional Tools for EMS Stock Analysis
When running EMS CHEMIE's price analysis, check to measure EMS CHEMIE'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 EMS CHEMIE is operating at the current time. Most of EMS CHEMIE's value examination focuses on studying past and present price action to predict the probability of EMS CHEMIE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EMS CHEMIE's price. Additionally, you may evaluate how the addition of EMS CHEMIE to your portfolios can decrease your overall portfolio volatility.