Bayer Ag Stock Market Value
| BAYZF Stock | USD 20.83 0.02 0.1% |
| 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 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 Bayer AG.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Bayer AG on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Bayer AG or generate 0.0% return on investment in Bayer AG over 720 days. Bayer AG is related to or competes with Tradeweb Markets, Japan Tobacco, Anheuser Busch, Diageo PLC, Cedar Realty, Scandinavian Tobacco, and Ambev 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 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 Bayer AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 21.44 | |||
| Value At Risk | (4.23) | |||
| Potential Upside | 3.32 |
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 | (0.15) | |||
| Jensen Alpha | (0.55) | |||
| Total Risk Alpha | (0.99) | |||
| Treynor Ratio | 5.51 |
Bayer AG Backtested Returns
Bayer AG secures Sharpe Ratio (or Efficiency) of -0.2, which signifies that the company had a -0.2% return per unit of risk over the last 3 months. Bayer AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bayer AG's Standard Deviation of 2.75, mean deviation of 1.58, and Risk Adjusted Performance of (0.15) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bayer AG are expected to decrease at a much lower rate. During the bear market, Bayer AG is likely to outperform the market. At this point, Bayer AG has a negative expected return of -0.57%. Please make sure to confirm Bayer AG's value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if Bayer AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.31 |
Below average predictability
Bayer AG has below average predictability. Overlapping area represents the amount of predictability between Bayer AG time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th of November 2024. 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 price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Bayer AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 10.77 |
Bayer AG lagged returns against current returns
Autocorrelation, which is Bayer AG pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bayer AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bayer AG pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bayer AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bayer Pink Sheet
Bayer AG financial ratios help investors to determine whether Bayer 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 Bayer with respect to the benefits of owning Bayer AG security.