ASM International (Netherlands) Market Value
| ASM Stock | EUR 682.60 22.00 3.12% |
| Symbol | ASM |
ASM International '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 ASM International'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 ASM International.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in ASM International on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding ASM International NV or generate 0.0% return on investment in ASM International over 90 days. ASM International is related to or competes with BE Semiconductor, Adyen NV, NV Nederlandsche, TKH Group, Ctac NV, Azerion Group, and MotorK. ASM International NV, together with its subsidiaries, engages in the research, development, manufacture, marketing, and ... More
ASM International 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 ASM International'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 ASM International NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.4 | |||
| Information Ratio | 0.1872 | |||
| Maximum Drawdown | 15.39 | |||
| Value At Risk | (3.83) | |||
| Potential Upside | 6.92 |
ASM International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASM International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASM International's standard deviation. In reality, there are many statistical measures that can use ASM International historical prices to predict the future ASM International's volatility.| Risk Adjusted Performance | 0.1604 | |||
| Jensen Alpha | 0.6137 | |||
| Total Risk Alpha | 0.4488 | |||
| Sortino Ratio | 0.2318 | |||
| Treynor Ratio | (1.13) |
ASM International March 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1604 | |||
| Market Risk Adjusted Performance | (1.12) | |||
| Mean Deviation | 2.07 | |||
| Semi Deviation | 1.88 | |||
| Downside Deviation | 2.4 | |||
| Coefficient Of Variation | 492.83 | |||
| Standard Deviation | 2.98 | |||
| Variance | 8.87 | |||
| Information Ratio | 0.1872 | |||
| Jensen Alpha | 0.6137 | |||
| Total Risk Alpha | 0.4488 | |||
| Sortino Ratio | 0.2318 | |||
| Treynor Ratio | (1.13) | |||
| Maximum Drawdown | 15.39 | |||
| Value At Risk | (3.83) | |||
| Potential Upside | 6.92 | |||
| Downside Variance | 5.78 | |||
| Semi Variance | 3.54 | |||
| Expected Short fall | (2.40) | |||
| Skewness | 0.8921 | |||
| Kurtosis | 2.6 |
ASM International Backtested Returns
ASM International appears to be very steady, given 3 months investment horizon. ASM International secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of return volatility over the last 3 months. By analyzing ASM International's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please makes use of ASM International's Mean Deviation of 2.07, semi deviation of 1.88, and Risk Adjusted Performance of 0.1604 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ASM International holds a performance score of 13. The firm shows a Beta (market volatility) of -0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ASM International are expected to decrease at a much lower rate. During the bear market, ASM International is likely to outperform the market. Please check ASM International's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether ASM International's price patterns will revert.
Auto-correlation | 0.38 |
Below average predictability
ASM International NV has below average predictability. Overlapping area represents the amount of predictability between ASM International time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 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 ASM International price movement. The serial correlation of 0.38 indicates that just about 38.0% of current ASM International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 246.79 |
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Additional Tools for ASM Stock Analysis
When running ASM International's price analysis, check to measure ASM International'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 ASM International is operating at the current time. Most of ASM International's value examination focuses on studying past and present price action to predict the probability of ASM International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ASM International's price. Additionally, you may evaluate how the addition of ASM International to your portfolios can decrease your overall portfolio volatility.