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.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in AlzChem Group on December 21, 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 30 days. AlzChem Group is related to or competes with Elkem ASA, Turkiye Sise, Robertet, Orbia Advance, 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 | (0.05) | |||
| 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 | 0.0074 | |||
| Jensen Alpha | 0.0701 | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | 0.0089 |
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 AG Backtested Returns
At this point, AlzChem Group is very steady. AlzChem Group AG secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found nineteen 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 0.0074 to double-check if the risk estimate we provide is consistent with the expected return of 0.0024%. The firm shows a Beta (market volatility) of -0.86, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning AlzChem Group are expected to decrease slowly. On the other hand, during market turmoil, AlzChem Group is expected to outperform it slightly. AlzChem Group AG right now shows a risk of 2.1%. Please confirm AlzChem Group AG standard deviation, kurtosis, period momentum indicator, as well as the relationship between the jensen alpha and day median price , to decide if AlzChem Group AG will be following its price patterns.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
AlzChem Group AG has near perfect reversele predictability. Overlapping area represents the amount of predictability between AlzChem Group time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th 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 -9.223372036854776E16 indicates that 9.223372036854776E16% of current AlzChem Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 62.29 |
AlzChem Group AG lagged returns against current returns
Autocorrelation, which is AlzChem Group 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 AlzChem Group's pink sheet expected returns. We can calculate the autocorrelation of AlzChem Group returns to help us make a trade decision. For example, suppose you find that AlzChem Group 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 |
AlzChem Group 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 AlzChem Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AlzChem Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AlzChem Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AlzChem Group Lagged Returns
When evaluating AlzChem Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AlzChem Group pink sheet have on its future price. AlzChem Group 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, AlzChem Group autocorrelation shows the relationship between AlzChem Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AlzChem Group AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
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.