Beiersdorf Ag Adr Stock Market Value
| BDRFY Stock | USD 25.81 0.38 1.45% |
| Symbol | Beiersdorf |
Beiersdorf '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'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.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Beiersdorf on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Beiersdorf AG ADR or generate 0.0% return on investment in Beiersdorf over 540 days. Beiersdorf is related to or competes with European Wax, Edgewell Personal, Inter Parfums, Mannatech Incorporated, Nu Skin, Helen Of, and Spectrum Brands. Beiersdorf Aktiengesellschaft engages in the manufacture and distribution of consumer goods in Europe, the Americas, Afr... More
Beiersdorf 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'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 AG ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 9.78 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 2.52 |
Beiersdorf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Beiersdorf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Beiersdorf's standard deviation. In reality, there are many statistical measures that can use Beiersdorf historical prices to predict the future Beiersdorf's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (2.21) |
Beiersdorf AG ADR Backtested Returns
Beiersdorf AG ADR secures Sharpe Ratio (or Efficiency) of -0.0922, which signifies that the company had a -0.0922% return per unit of risk over the last 3 months. Beiersdorf AG ADR exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Beiersdorf's Risk Adjusted Performance of (0.06), mean deviation of 1.05, and Standard Deviation of 1.47 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0627, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Beiersdorf's returns are expected to increase less than the market. However, during the bear market, the loss of holding Beiersdorf is expected to be smaller as well. At this point, Beiersdorf AG ADR has a negative expected return of -0.14%. Please make sure to confirm Beiersdorf's coefficient of variation, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if Beiersdorf AG ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.53 |
Good reverse predictability
Beiersdorf AG ADR has good reverse predictability. Overlapping area represents the amount of predictability between Beiersdorf time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Beiersdorf AG ADR price movement. The serial correlation of -0.53 indicates that about 53.0% of current Beiersdorf price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 2.13 |
Beiersdorf AG ADR lagged returns against current returns
Autocorrelation, which is Beiersdorf 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's pink sheet expected returns. We can calculate the autocorrelation of Beiersdorf returns to help us make a trade decision. For example, suppose you find that Beiersdorf 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 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Beiersdorf 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 pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Beiersdorf Lagged Returns
When evaluating Beiersdorf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Beiersdorf pink sheet have on its future price. Beiersdorf 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 autocorrelation shows the relationship between Beiersdorf pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Beiersdorf AG ADR.
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 Beiersdorf Pink Sheet Analysis
When running Beiersdorf's price analysis, check to measure Beiersdorf'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 Beiersdorf is operating at the current time. Most of Beiersdorf's value examination focuses on studying past and present price action to predict the probability of Beiersdorf's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Beiersdorf's price. Additionally, you may evaluate how the addition of Beiersdorf to your portfolios can decrease your overall portfolio volatility.