Alzchem Group Ag Stock Market Value
| ALZCF Stock | USD 182.96 16.11 9.66% |
| Symbol | AlzChem |
AlzChem Group '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 AlzChem Group'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 AlzChem Group.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in AlzChem Group on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding AlzChem Group AG or generate 0.0% return on investment in AlzChem Group over 90 days. AlzChem Group is related to or competes with Elkem ASA, Turkiye Sise, Robertet, Orbia AdvanceSAB, LANXESS Aktiengesellscha, Israel, and Lanxess AG. AlzChem Group AG develops, produces, and trades chemical products in Germany, European Union, rest of Europe, Asia, NAFT... More
AlzChem Group 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 AlzChem Group'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 AlzChem Group AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 12.27 |
AlzChem Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AlzChem Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AlzChem Group's standard deviation. In reality, there are many statistical measures that can use AlzChem Group historical prices to predict the future AlzChem Group's volatility.| Risk Adjusted Performance | 0.0073 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.1123 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AlzChem Group'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.
AlzChem Group January 26, 2026 Technical Indicators
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| Math Transform | ||
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| Risk Adjusted Performance | 0.0073 | |||
| Market Risk Adjusted Performance | 0.1223 | |||
| Mean Deviation | 0.4405 | |||
| Coefficient Of Variation | 88142.75 | |||
| Standard Deviation | 2.05 | |||
| Variance | 4.19 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | 0.1123 | |||
| Maximum Drawdown | 12.27 | |||
| Skewness | (1.56) | |||
| Kurtosis | 27.62 |
AlzChem Group AG Backtested Returns
At this point, AlzChem Group is very steady. AlzChem Group AG secures Sharpe Ratio (or Efficiency) of 0.0172, which signifies that the company had a 0.0172 % return per unit of risk over the last 3 months. We have found twenty technical indicators for AlzChem Group AG, which you can use to evaluate the volatility of the firm. Please confirm AlzChem Group's Standard Deviation of 2.05, mean deviation of 0.4405, and Risk Adjusted Performance of 0.0073 to double-check if the risk estimate we provide is consistent with the expected return of 0.0355%. AlzChem Group has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0684, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AlzChem Group are expected to decrease at a much lower rate. During the bear market, AlzChem Group is likely to outperform the market. AlzChem Group AG right now shows a risk of 2.06%. Please confirm AlzChem Group AG skewness, rate of daily change, as well as the relationship between the Rate Of Daily Change and price action indicator , to decide if AlzChem Group AG will be following its price patterns.
Auto-correlation | -0.57 |
Good reverse predictability
AlzChem Group AG has good reverse predictability. Overlapping area represents the amount of predictability between AlzChem Group time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 AlzChem Group AG price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current AlzChem Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 61.2 |
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Other Information on Investing in AlzChem Pink Sheet
AlzChem Group financial ratios help investors to determine whether AlzChem Pink Sheet 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 AlzChem with respect to the benefits of owning AlzChem Group security.