Bachem Holding Ag Stock Market Value
| BCHMF Stock | USD 60.51 0.00 0.00% |
| Symbol | Bachem |
Bachem Holding '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 Bachem Holding'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 Bachem Holding.
| 06/25/2024 |
| 01/16/2026 |
If you would invest 0.00 in Bachem Holding on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Bachem Holding AG or generate 0.0% return on investment in Bachem Holding over 570 days. Bachem Holding is related to or competes with Mitsubishi Chemical, Nitto Denko, AGC, IMCD NV, Sumitomo Chemical, Mitsubishi Chemical, and Capstone Copper. Bachem Holding AG provides products for research, clinical development, and commercial application to pharmaceutical and... More
Bachem Holding 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 Bachem Holding'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 Bachem Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 10.96 |
Bachem Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bachem Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bachem Holding's standard deviation. In reality, there are many statistical measures that can use Bachem Holding historical prices to predict the future Bachem Holding's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | 17.74 |
Bachem Holding AG Backtested Returns
Bachem Holding AG secures Sharpe Ratio (or Efficiency) of -0.19, which signifies that the company had a -0.19 % return per unit of standard deviation over the last 3 months. Bachem Holding AG exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bachem Holding's mean deviation of 0.5194, and Risk Adjusted Performance of (0.12) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0159, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bachem Holding are expected to decrease at a much lower rate. During the bear market, Bachem Holding is likely to outperform the market. At this point, Bachem Holding AG has a negative expected return of -0.29%. Please make sure to confirm Bachem Holding's information ratio, and the relationship between the coefficient of variation and skewness , to decide if Bachem Holding AG performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.46 |
Modest reverse predictability
Bachem Holding AG has modest reverse predictability. Overlapping area represents the amount of predictability between Bachem Holding time series from 25th of June 2024 to 6th of April 2025 and 6th of April 2025 to 16th 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 Bachem Holding AG price movement. The serial correlation of -0.46 indicates that about 46.0% of current Bachem Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 15.18 |
Bachem Holding AG lagged returns against current returns
Autocorrelation, which is Bachem Holding 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 Bachem Holding's pink sheet expected returns. We can calculate the autocorrelation of Bachem Holding returns to help us make a trade decision. For example, suppose you find that Bachem Holding 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 |
Bachem Holding 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 Bachem Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bachem Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bachem Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Bachem Holding Lagged Returns
When evaluating Bachem Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bachem Holding pink sheet have on its future price. Bachem Holding 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, Bachem Holding autocorrelation shows the relationship between Bachem Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Bachem Holding AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Bachem Pink Sheet
Bachem Holding financial ratios help investors to determine whether Bachem 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 Bachem with respect to the benefits of owning Bachem Holding security.