BASF SE (Germany) Market Value
| BAS Stock | EUR 44.54 0.00 0.00% |
| Symbol | BASF |
BASF SE '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 BASF SE'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 BASF SE.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in BASF SE on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding BASF SE or generate 0.0% return on investment in BASF SE over 90 days. BASF SE is related to or competes with Evolution Gaming, BAKED GAMES, Zegona Communications, INTERSHOP Communications, CI GAMES, LG Display, and GigaMedia. BASF SE is entity of Germany. It is traded as Stock on BE exchange. More
BASF SE 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 BASF SE'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 BASF SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.59 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 8.56 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 2.35 |
BASF SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BASF SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BASF SE's standard deviation. In reality, there are many statistical measures that can use BASF SE historical prices to predict the future BASF SE's volatility.| Risk Adjusted Performance | 0.0375 | |||
| Jensen Alpha | 0.0197 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1395 |
BASF SE February 8, 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 | 0.0375 | |||
| Market Risk Adjusted Performance | 0.1495 | |||
| Mean Deviation | 0.8156 | |||
| Semi Deviation | 1.05 | |||
| Downside Deviation | 1.59 | |||
| Coefficient Of Variation | 2405.6 | |||
| Standard Deviation | 1.35 | |||
| Variance | 1.81 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0197 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1395 | |||
| Maximum Drawdown | 8.56 | |||
| Value At Risk | (2.00) | |||
| Potential Upside | 2.35 | |||
| Downside Variance | 2.51 | |||
| Semi Variance | 1.09 | |||
| Expected Short fall | (1.64) | |||
| Skewness | (0.28) | |||
| Kurtosis | 2.92 |
BASF SE Backtested Returns
At this point, BASF SE is very steady. BASF SE secures Sharpe Ratio (or Efficiency) of 0.0519, which signifies that the company had a 0.0519 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for BASF SE, which you can use to evaluate the volatility of the entity. Please confirm BASF SE's Semi Deviation of 1.05, mean deviation of 0.8156, and Coefficient Of Variation of 2405.6 to double-check if the risk estimate we provide is consistent with the expected return of 0.0643%. BASF SE has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BASF SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding BASF SE is expected to be smaller as well. BASF SE at this time shows a risk of 1.24%. Please confirm BASF SE jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to decide if BASF SE will be following its price patterns.
Auto-correlation | 0.17 |
Very weak predictability
BASF SE has very weak predictability. Overlapping area represents the amount of predictability between BASF SE time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 BASF SE price movement. The serial correlation of 0.17 indicates that over 17.0% of current BASF SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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.Other Information on Investing in BASF Stock
BASF SE financial ratios help investors to determine whether BASF Stock 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 BASF with respect to the benefits of owning BASF SE security.