Beiersdorf Aktiengesellschaft Stock Market Value
| BDRFF Stock | USD 109.00 0.53 0.48% |
| Symbol | Beiersdorf |
Beiersdorf Aktiengesellscha '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 Beiersdorf Aktiengesellscha'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 Beiersdorf Aktiengesellscha.
| 10/10/2025 |
| 01/08/2026 |
If you would invest 0.00 in Beiersdorf Aktiengesellscha on October 10, 2025 and sell it all today you would earn a total of 0.00 from holding Beiersdorf Aktiengesellschaft or generate 0.0% return on investment in Beiersdorf Aktiengesellscha over 90 days. Beiersdorf Aktiengesellscha is related to or competes with Kao Corp, Kao, Essity AB, Associated British, Pernod Ricard, Pernod Ricard, and Henkel AG. Beiersdorf Aktiengesellschaft engages in the manufacture and distribution of consumer goods in Europe, the Americas, Afr... More
Beiersdorf Aktiengesellscha 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 Beiersdorf Aktiengesellscha'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 Beiersdorf Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.27 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 13.41 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 3.49 |
Beiersdorf Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beiersdorf Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beiersdorf Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use Beiersdorf Aktiengesellscha historical prices to predict the future Beiersdorf Aktiengesellscha's volatility.| Risk Adjusted Performance | 0.0247 | |||
| Jensen Alpha | 6.0E-4 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0752 |
Beiersdorf Aktiengesellscha Backtested Returns
At this point, Beiersdorf Aktiengesellscha is out of control. Beiersdorf Aktiengesellscha secures Sharpe Ratio (or Efficiency) of 0.025, which signifies that the company had a 0.025 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Beiersdorf Aktiengesellschaft, which you can use to evaluate the volatility of the firm. Please confirm Beiersdorf Aktiengesellscha's Risk Adjusted Performance of 0.0247, downside deviation of 2.27, and Mean Deviation of 1.1 to double-check if the risk estimate we provide is consistent with the expected return of 0.048%. Beiersdorf Aktiengesellscha has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.51, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Beiersdorf Aktiengesellscha's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beiersdorf Aktiengesellscha is expected to be smaller as well. Beiersdorf Aktiengesellscha right now shows a risk of 1.92%. Please confirm Beiersdorf Aktiengesellscha information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if Beiersdorf Aktiengesellscha will be following its price patterns.
Auto-correlation | -0.5 |
Modest reverse predictability
Beiersdorf Aktiengesellschaft has modest reverse predictability. Overlapping area represents the amount of predictability between Beiersdorf Aktiengesellscha time series from 10th of October 2025 to 24th of November 2025 and 24th of November 2025 to 8th 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 Beiersdorf Aktiengesellscha price movement. The serial correlation of -0.5 indicates that about 50.0% of current Beiersdorf Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 3.71 |
Beiersdorf Aktiengesellscha lagged returns against current returns
Autocorrelation, which is Beiersdorf Aktiengesellscha 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 Beiersdorf Aktiengesellscha's pink sheet expected returns. We can calculate the autocorrelation of Beiersdorf Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that Beiersdorf Aktiengesellscha 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 |
Beiersdorf Aktiengesellscha 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 Beiersdorf Aktiengesellscha pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beiersdorf Aktiengesellscha pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Beiersdorf Aktiengesellscha pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Beiersdorf Aktiengesellscha Lagged Returns
When evaluating Beiersdorf Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beiersdorf Aktiengesellscha pink sheet have on its future price. Beiersdorf Aktiengesellscha 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, Beiersdorf Aktiengesellscha autocorrelation shows the relationship between Beiersdorf Aktiengesellscha pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Beiersdorf Aktiengesellschaft.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Beiersdorf Pink Sheet
Beiersdorf Aktiengesellscha financial ratios help investors to determine whether Beiersdorf 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 Beiersdorf with respect to the benefits of owning Beiersdorf Aktiengesellscha security.