BASF SE (Hungary) Price on November 6, 2024
| BASF Stock | 18,644 436.00 2.39% |
If you're considering investing in BASF Stock, it is important to understand the factors that can impact its price. As of today, the current price of BASF SE stands at 18,644, as last reported on the 11th of December 2024, with the highest price reaching 18,650 and the lowest price hitting 18,500 during the day. Currently, BASF SE is very steady. BASF SE secures Sharpe Ratio (or Efficiency) of 0.0574, which signifies that the company had a 0.0574% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for BASF SE, which you can use to evaluate the volatility of the entity. Please confirm BASF SE's Mean Deviation of 1.75, coefficient of variation of (7,871), and Variance of 5.56 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%.
BASF Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
BASF |
Sharpe Ratio = 0.0574
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | BASF | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.91 actual daily | 25 75% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average BASF SE is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of BASF SE by adding it to a well-diversified portfolio.
BASF SE Valuation on November 6, 2024
It is possible to determine the worth of BASF SE on a given historical date. On November 6, 2024 BASF was worth 18520.0 at the beginning of the trading date compared to the closed value of 18520.0. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of BASF SE stock. Still, in general, we apply an absolute valuation method to find BASF SE's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of BASF SE where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against BASF SE's related companies.
| Open | High | Low | Close | Volume | |
| 18,050 | 18,050 | 18,050 | 18,050 | 5.00 | |
11/06/2024 | 18,520 | 18,520 | 18,520 | 18,520 | 5.00 |
| 17,800 | 17,800 | 17,800 | 17,800 | 12.00 |
| Backtest BASF SE | | | BASF SE History | Previous | Next |
BASF SE Trading Date Momentum on November 6, 2024
The event impact on price volatility cannot be determined at this time. Please check this event after some time to allow current data to be analyzed.Price Boundaries
BASF SE Period Price Range
Low | December 11, 2024
| High |
0.00 | 0.00 |
BASF SE cannot be verified against its exchange. Please verify the symbol is currently traded on Budapest Stock Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
BASF SE December 11, 2024 Market Strength
Market strength indicators help investors to evaluate how BASF SE stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BASF SE shares will generate the highest return on investment. By undertsting and applying BASF SE stock market strength indicators, traders can identify BASF SE entry and exit signals to maximize returns
BASF SE Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for BASF SE's price direction in advance. Along with the technical and fundamental analysis of BASF Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of BASF to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | 0.1722 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Additional Tools for BASF Stock Analysis
When running BASF SE's price analysis, check to measure BASF SE'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 BASF SE is operating at the current time. Most of BASF SE's value examination focuses on studying past and present price action to predict the probability of BASF SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BASF SE's price. Additionally, you may evaluate how the addition of BASF SE to your portfolios can decrease your overall portfolio volatility.