Biomrieux Sa Stock Market Value
| BMXMF Stock | USD 121.32 3.74 2.99% |
| Symbol | BioMrieux |
BioMrieux '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 BioMrieux'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 BioMrieux.
| 12/23/2025 |
| 01/22/2026 |
If you would invest 0.00 in BioMrieux on December 23, 2025 and sell it all today you would earn a total of 0.00 from holding bioMrieux SA or generate 0.0% return on investment in BioMrieux over 30 days. BioMrieux is related to or competes with Mainz Biomed, Neuronetics, Prenetics Global, Fonar, IQVIA Holdings, Mettler Toledo, and Twist Bioscience. bioMrieux S.A. develops and produces in vitro diagnostic solutions for the diagnosis of infectious diseases in the Ameri... More
BioMrieux 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 BioMrieux'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 bioMrieux SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 11.59 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 3.03 |
BioMrieux Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BioMrieux's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BioMrieux's standard deviation. In reality, there are many statistical measures that can use BioMrieux historical prices to predict the future BioMrieux's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | 0.3552 |
bioMrieux SA Backtested Returns
bioMrieux SA secures Sharpe Ratio (or Efficiency) of -0.0423, which signifies that the company had a -0.0423 % return per unit of risk over the last 3 months. bioMrieux SA exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BioMrieux's Risk Adjusted Performance of (0.03), standard deviation of 1.72, and Coefficient Of Variation of (2,203) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BioMrieux are expected to decrease at a much lower rate. During the bear market, BioMrieux is likely to outperform the market. At this point, bioMrieux SA has a negative expected return of -0.074%. Please make sure to confirm BioMrieux's treynor ratio, as well as the relationship between the daily balance of power and price action indicator , to decide if bioMrieux SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.69 |
Very good reverse predictability
bioMrieux SA has very good reverse predictability. Overlapping area represents the amount of predictability between BioMrieux time series from 23rd of December 2025 to 7th of January 2026 and 7th of January 2026 to 22nd 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 bioMrieux SA price movement. The serial correlation of -0.69 indicates that around 69.0% of current BioMrieux price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 20.19 |
bioMrieux SA lagged returns against current returns
Autocorrelation, which is BioMrieux 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 BioMrieux's pink sheet expected returns. We can calculate the autocorrelation of BioMrieux returns to help us make a trade decision. For example, suppose you find that BioMrieux 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 |
BioMrieux 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 BioMrieux pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BioMrieux pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BioMrieux pink sheet over time.
Current vs Lagged Prices |
| Timeline |
BioMrieux Lagged Returns
When evaluating BioMrieux's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BioMrieux pink sheet have on its future price. BioMrieux 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, BioMrieux autocorrelation shows the relationship between BioMrieux pink sheet current value and its past values and can show if there is a momentum factor associated with investing in bioMrieux SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BioMrieux Pink Sheet
BioMrieux financial ratios help investors to determine whether BioMrieux 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 BioMrieux with respect to the benefits of owning BioMrieux security.