Ems Chemie Holding Ag Stock Market Value
| EMSHF Stock | USD 702.84 0.00 0.00% |
| Symbol | EMS-CHEMIE |
EMS-CHEMIE 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 EMS-CHEMIE 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 EMS-CHEMIE HOLDING.
| 12/06/2025 |
| 01/05/2026 |
If you would invest 0.00 in EMS-CHEMIE HOLDING on December 6, 2025 and sell it all today you would earn a total of 0.00 from holding EMS CHEMIE HOLDING AG or generate 0.0% return on investment in EMS-CHEMIE HOLDING over 30 days. EMS-CHEMIE HOLDING is related to or competes with Nitto Denko, Ganfeng Lithium, Lundin Gold, Yara International, Nippon Sanso, James Hardie, and Symrise AG. EMS-CHEMIE HOLDING AG engages in the high performance polymers and specialty chemicals businesses worldwide More
EMS-CHEMIE 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 EMS-CHEMIE 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 EMS CHEMIE HOLDING AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 8.1 |
EMS-CHEMIE HOLDING Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EMS-CHEMIE HOLDING's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EMS-CHEMIE HOLDING's standard deviation. In reality, there are many statistical measures that can use EMS-CHEMIE HOLDING historical prices to predict the future EMS-CHEMIE HOLDING's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.99) |
EMS CHEMIE HOLDING Backtested Returns
EMS CHEMIE HOLDING secures Sharpe Ratio (or Efficiency) of -0.13, which denotes the company had a -0.13 % return per unit of volatility over the last 3 months. EMS CHEMIE HOLDING AG exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EMS-CHEMIE HOLDING's Standard Deviation of 0.9969, mean deviation of 0.2417, and Market Risk Adjusted Performance of (0.98) to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, EMS-CHEMIE HOLDING's returns are expected to increase less than the market. However, during the bear market, the loss of holding EMS-CHEMIE HOLDING is expected to be smaller as well. At this point, EMS CHEMIE HOLDING has a negative expected return of -0.13%. Please make sure to confirm EMS-CHEMIE HOLDING's treynor ratio and rate of daily change , to decide if EMS CHEMIE HOLDING performance from the past will be repeated at future time.
Auto-correlation | Huge |
Perfect predictability
EMS CHEMIE HOLDING AG has perfect predictability. Overlapping area represents the amount of predictability between EMS-CHEMIE HOLDING time series from 6th of December 2025 to 21st of December 2025 and 21st of December 2025 to 5th 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 EMS CHEMIE HOLDING price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current EMS-CHEMIE HOLDING price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
EMS CHEMIE HOLDING lagged returns against current returns
Autocorrelation, which is EMS-CHEMIE 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 EMS-CHEMIE HOLDING's pink sheet expected returns. We can calculate the autocorrelation of EMS-CHEMIE HOLDING returns to help us make a trade decision. For example, suppose you find that EMS-CHEMIE 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 |
EMS-CHEMIE 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 EMS-CHEMIE HOLDING pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EMS-CHEMIE 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 EMS-CHEMIE HOLDING pink sheet over time.
Current vs Lagged Prices |
| Timeline |
EMS-CHEMIE HOLDING Lagged Returns
When evaluating EMS-CHEMIE HOLDING's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EMS-CHEMIE HOLDING pink sheet have on its future price. EMS-CHEMIE 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, EMS-CHEMIE HOLDING autocorrelation shows the relationship between EMS-CHEMIE HOLDING pink sheet current value and its past values and can show if there is a momentum factor associated with investing in EMS CHEMIE HOLDING AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in EMS-CHEMIE Pink Sheet
EMS-CHEMIE HOLDING financial ratios help investors to determine whether EMS-CHEMIE 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 EMS-CHEMIE with respect to the benefits of owning EMS-CHEMIE HOLDING security.