Asm International Nv Stock Market Value
| ASMXF Stock | USD 788.20 19.20 2.38% |
| 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 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 ASM International.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in ASM International on November 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 90 days. ASM International is related to or competes with Disco Corp, Disco, Hexagon AB, Hexagon AB, STMicroelectronics, TDK, 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 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 ASM International NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.64 | |||
| Information Ratio | 0.0769 | |||
| Maximum Drawdown | 17.49 | |||
| Value At Risk | (4.52) | |||
| Potential Upside | 5.23 |
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 | 0.0934 | |||
| Jensen Alpha | 0.2542 | |||
| Total Risk Alpha | 0.0137 | |||
| Sortino Ratio | 0.0634 | |||
| Treynor Ratio | 0.4378 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ASM International'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.
ASM International February 7, 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 | 0.0934 | |||
| Market Risk Adjusted Performance | 0.4478 | |||
| Mean Deviation | 1.97 | |||
| Semi Deviation | 2.05 | |||
| Downside Deviation | 3.64 | |||
| Coefficient Of Variation | 936.5 | |||
| Standard Deviation | 3.0 | |||
| Variance | 9.02 | |||
| Information Ratio | 0.0769 | |||
| Jensen Alpha | 0.2542 | |||
| Total Risk Alpha | 0.0137 | |||
| Sortino Ratio | 0.0634 | |||
| Treynor Ratio | 0.4378 | |||
| Maximum Drawdown | 17.49 | |||
| Value At Risk | (4.52) | |||
| Potential Upside | 5.23 | |||
| Downside Variance | 13.28 | |||
| Semi Variance | 4.19 | |||
| Expected Short fall | (3.93) | |||
| Skewness | 0.5406 | |||
| Kurtosis | 2.3 |
ASM International Backtested Returns
ASM International appears to be very steady, given 3 months investment horizon. ASM International secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of return volatility over the last 3 months. We have found twenty-six technical indicators for ASM International NV, which you can use to evaluate the volatility of the firm. Please makes use of ASM International's Semi Deviation of 2.05, risk adjusted performance of 0.0934, and Mean Deviation of 1.97 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 11. The firm shows a Beta (market volatility) of 0.71, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ASM International's returns are expected to increase less than the market. However, during the bear market, the loss of holding ASM International is expected to be smaller as well. Please check ASM International's sortino ratio, as well as the relationship between the downside variance and rate of daily change , to make a quick decision on whether ASM International's price patterns will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
ASM International NV has very weak reverse predictability. Overlapping area represents the amount of predictability between ASM International time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th of February 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 -0.09 indicates that less than 9.0% of current ASM International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 7108.09 |
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Other Information on Investing in ASM Pink Sheet
ASM International financial ratios help investors to determine whether ASM 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 ASM with respect to the benefits of owning ASM International security.