AIXTRON SE (Germany) Market Value
| AIX2 Stock | EUR 39.00 1.40 3.72% |
| 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 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 AIXTRON SE.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in AIXTRON SE on December 23, 2025 and sell it all today you would earn a total of 0.00 from holding AIXTRON SE or generate 0.0% return on investment in AIXTRON SE over 30 days. AIXTRON SE is related to or competes with ASML HOLDING, ASML Holding, ASML Holding, Applied Materials, Tokyo Electron, KLA, and Enphase Energy. 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 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 AIXTRON SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.34 | |||
| Information Ratio | 0.107 | |||
| Maximum Drawdown | 31.16 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 10.3 |
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 | 0.1017 | |||
| Jensen Alpha | 0.6648 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.131 | |||
| Treynor Ratio | (17.00) |
AIXTRON SE Backtested Returns
AIXTRON SE appears to be not too volatile, given 3 months investment horizon. AIXTRON SE secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of volatility over the last 3 months. By analyzing AIXTRON SE's technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please makes use of AIXTRON SE's mean deviation of 3.55, and Risk Adjusted Performance of 0.1017 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 10. The firm shows a Beta (market volatility) of -0.0389, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AIXTRON SE are expected to decrease at a much lower rate. During the bear market, AIXTRON SE is likely to outperform the market. Please check AIXTRON SE's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether AIXTRON SE's price patterns will revert.
Auto-correlation | -0.83 |
Excellent reverse predictability
AIXTRON SE has excellent reverse predictability. Overlapping area represents the amount of predictability between AIXTRON SE time series from 23rd of December 2025 to 7th of January 2026 and 7th of January 2026 to 22nd of January 2026. 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 price movement. The serial correlation of -0.83 indicates that around 83.0% of current AIXTRON SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 1.0 |
AIXTRON SE lagged returns against current returns
Autocorrelation, which is AIXTRON SE 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 AIXTRON SE's stock 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 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 |
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AIXTRON SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AIXTRON SE stock 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 stock 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 stock current value and its past values and can show if there is a momentum factor associated with investing in AIXTRON SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AIXTRON Stock
AIXTRON SE financial ratios help investors to determine whether AIXTRON 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 AIXTRON with respect to the benefits of owning AIXTRON SE security.