ASM International's market value is the price at which a share of ASM International trades on a public exchange. It measures the collective expectations of ASM International NV investors about its performance. ASM International is trading at 736.78 as of the 8th of January 2026; that is 0.89% increase since the beginning of the trading day. The stock's open price was 730.31. With this module, you can estimate the performance of a buy and hold strategy of ASM International NV and determine expected loss or profit from investing in ASM International over a given investment horizon. Check out ASM International Correlation, ASM International Volatility and ASM International Alpha and Beta module to complement your research on ASM International.
Please note, there is a significant difference between ASM International's value and its price as these two are different measures arrived at by different means. Investors typically determine if ASM International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ASM International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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 otc 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.
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12/09/2025
No Change 0.00
0.0
In 30 days
01/08/2026
0.00
If you would invest 0.00 in ASM International on December 9, 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 30 days. ASM International is related to or competes with Disco Corp, Disco, NTT Data, Hexagon AB, Hexagon AB, STMicroelectronics, and Telefonaktiebolaget. 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 otc 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.
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.
ASM International appears to be very steady, given 3 months investment horizon. ASM International secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for ASM International NV, which you can use to evaluate the volatility of the firm. Please makes use of ASM International's Risk Adjusted Performance of 0.0747, mean deviation of 1.88, and Semi Deviation of 2.26 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 10. The firm shows a Beta (market volatility) of 1.33, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, ASM International will likely underperform. Please check ASM International's treynor ratio, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether ASM International's price patterns will revert.
Auto-correlation
-0.6
Good reverse predictability
ASM International NV has good reverse predictability. Overlapping area represents the amount of predictability between ASM International time series from 9th of December 2025 to 24th of December 2025 and 24th of December 2025 to 8th 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 ASM International price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current ASM International price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.6
Spearman Rank Test
-0.77
Residual Average
0.0
Price Variance
2631.34
ASM International lagged returns against current returns
Autocorrelation, which is ASM International otc 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 ASM International's otc stock expected returns. We can calculate the autocorrelation of ASM International returns to help us make a trade decision. For example, suppose you find that ASM International has exhibited high autocorrelation historically, and you observe that the otc 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
ASM International 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 ASM International otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ASM International otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ASM International otc stock over time.
Current vs Lagged Prices
Timeline
ASM International Lagged Returns
When evaluating ASM International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ASM International otc stock have on its future price. ASM International 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, ASM International autocorrelation shows the relationship between ASM International otc stock current value and its past values and can show if there is a momentum factor associated with investing in ASM International NV.
Regressed Prices
Timeline
Also Currently Popular
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.
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.