Aixtron Se Adr Stock Market Value
| AIIXY Stock | USD 40.00 0.15 0.37% |
| Symbol | Aixtron |
Aixtron SE '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 Aixtron SE's pink sheet 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 Aixtron SE.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Aixtron SE on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Aixtron SE ADR or generate 0.0% return on investment in Aixtron SE over 180 days. Aixtron SE is related to or competes with Soitec SA, Soitec SA, Alphawave, VTech Holdings, Toshiba Tec, Solutions, and Siltronic. AIXTRON SE, together with its subsidiaries, provides deposition equipment to the semiconductor industry in Asia, Europe,... More
Aixtron SE 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 Aixtron SE's pink sheet 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 Aixtron SE ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.39 | |||
| Information Ratio | 0.0606 | |||
| Maximum Drawdown | 30.62 | |||
| Value At Risk | (4.88) | |||
| Potential Upside | 9.58 |
Aixtron SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aixtron SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aixtron SE's standard deviation. In reality, there are many statistical measures that can use Aixtron SE historical prices to predict the future Aixtron SE's volatility.| Risk Adjusted Performance | 0.0615 | |||
| Jensen Alpha | 0.3257 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0433 | |||
| Treynor Ratio | 2.05 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aixtron SE'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.
Aixtron SE ADR Backtested Returns
Aixtron SE appears to be not too volatile, given 3 months investment horizon. Aixtron SE ADR secures Sharpe Ratio (or Efficiency) of 0.0564, which signifies that the company had a 0.0564 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aixtron SE ADR, which you can use to evaluate the volatility of the firm. Please makes use of Aixtron SE's Downside Deviation of 6.39, risk adjusted performance of 0.0615, and Mean Deviation of 2.24 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aixtron SE holds a performance score of 4. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aixtron SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aixtron SE is expected to be smaller as well. Please check Aixtron SE's total risk alpha, downside variance, as well as the relationship between the Downside Variance and rate of daily change , to make a quick decision on whether Aixtron SE's price patterns will revert.
Auto-correlation | -0.62 |
Very good reverse predictability
Aixtron SE ADR has very good reverse predictability. Overlapping area represents the amount of predictability between Aixtron SE time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 Aixtron SE ADR price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Aixtron SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 16.88 |
Aixtron SE ADR lagged returns against current returns
Autocorrelation, which is Aixtron SE pink sheet'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 Aixtron SE's pink sheet expected returns. We can calculate the autocorrelation of Aixtron SE returns to help us make a trade decision. For example, suppose you find that Aixtron SE has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Aixtron SE 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 Aixtron SE pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aixtron SE pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aixtron SE pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aixtron SE Lagged Returns
When evaluating Aixtron SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aixtron SE pink sheet have on its future price. Aixtron SE 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, Aixtron SE autocorrelation shows the relationship between Aixtron SE pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aixtron SE ADR.
Regressed Prices |
| Timeline |
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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 Aixtron Pink Sheet Analysis
When running Aixtron SE's price analysis, check to measure Aixtron 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 Aixtron SE is operating at the current time. Most of Aixtron SE's value examination focuses on studying past and present price action to predict the probability of Aixtron 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 Aixtron SE's price. Additionally, you may evaluate how the addition of Aixtron SE to your portfolios can decrease your overall portfolio volatility.