Bayer Ag Pk Stock Market Value
| BAYRY Stock | USD 11.54 0.25 2.21% |
| Symbol | Bayer |
Bayer AG '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 Bayer AG'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 Bayer AG.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Bayer AG on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Bayer AG PK or generate 0.0% return on investment in Bayer AG over 30 days. Bayer AG is related to or competes with Otsuka Holdings, Otsuka Holdings, Fresenius, Orion Oyj, Astellas Pharma, Astellas Pharma, and Grifols SA. Bayer Aktiengesellschaft, together its subsidiaries, operates as a life science company worldwide More
Bayer AG 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 Bayer AG'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 Bayer AG PK upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | 0.1954 | |||
| Maximum Drawdown | 14.25 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 4.45 |
Bayer AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bayer AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bayer AG's standard deviation. In reality, there are many statistical measures that can use Bayer AG historical prices to predict the future Bayer AG's volatility.| Risk Adjusted Performance | 0.1799 | |||
| Jensen Alpha | 0.5285 | |||
| Total Risk Alpha | 0.2941 | |||
| Sortino Ratio | 0.3149 | |||
| Treynor Ratio | 0.708 |
Bayer AG PK Backtested Returns
Bayer AG appears to be not too volatile, given 3 months investment horizon. Bayer AG PK secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the company had a 0.25 % return per unit of risk over the last 3 months. By analyzing Bayer AG's technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please makes use of Bayer AG's Risk Adjusted Performance of 0.1799, downside deviation of 1.64, and Mean Deviation of 1.69 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bayer AG holds a performance score of 19. The firm shows a Beta (market volatility) of 0.85, which signifies possible diversification benefits within a given portfolio. Bayer AG returns are very sensitive to returns on the market. As the market goes up or down, Bayer AG is expected to follow. Please check Bayer AG's sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to make a quick decision on whether Bayer AG's price patterns will revert.
Auto-correlation | 0.65 |
Good predictability
Bayer AG PK has good predictability. Overlapping area represents the amount of predictability between Bayer AG time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 Bayer AG PK price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Bayer AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Bayer AG PK lagged returns against current returns
Autocorrelation, which is Bayer AG 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 Bayer AG's otc stock expected returns. We can calculate the autocorrelation of Bayer AG returns to help us make a trade decision. For example, suppose you find that Bayer AG 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 |
Bayer AG 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 Bayer AG otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bayer AG otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bayer AG otc stock over time.
Current vs Lagged Prices |
| Timeline |
Bayer AG Lagged Returns
When evaluating Bayer AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bayer AG otc stock have on its future price. Bayer AG 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, Bayer AG autocorrelation shows the relationship between Bayer AG otc stock current value and its past values and can show if there is a momentum factor associated with investing in Bayer AG PK.
Regressed Prices |
| Timeline |
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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.Additional Tools for Bayer OTC Stock Analysis
When running Bayer AG's price analysis, check to measure Bayer AG'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 Bayer AG is operating at the current time. Most of Bayer AG's value examination focuses on studying past and present price action to predict the probability of Bayer AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bayer AG's price. Additionally, you may evaluate how the addition of Bayer AG to your portfolios can decrease your overall portfolio volatility.