Ems Chemie Holding Ag Stock Market Value
| EMSHF Stock | USD 681.11 98.89 12.68% |
| Symbol | EMS |
EMS CHEMIE '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'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.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in EMS CHEMIE on October 27, 2024 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 over 30 days. EMS CHEMIE is related to or competes with H B, Minerals Technologies, Quaker Chemical, Oil Dri, Sensient Technologies, Innospec, and Northern Technologies. EMS-CHEMIE HOLDING AG engages in the high performance polymers and specialty chemicals businesses worldwide More
EMS CHEMIE 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'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 | (0.24) | |||
| Maximum Drawdown | 4.07 |
EMS CHEMIE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for EMS CHEMIE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EMS CHEMIE's standard deviation. In reality, there are many statistical measures that can use EMS CHEMIE historical prices to predict the future EMS CHEMIE's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | 0.963 |
EMS CHEMIE HOLDING Backtested Returns
EMS CHEMIE HOLDING secures Sharpe Ratio (or Efficiency) of -0.16, which denotes the company had a -0.16% return per unit of volatility over the last 3 months. EMS CHEMIE HOLDING AG exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm EMS CHEMIE's Mean Deviation of 0.4922, market risk adjusted performance of 0.973, and Standard Deviation of 1.63 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.27, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning EMS CHEMIE are expected to decrease at a much lower rate. During the bear market, EMS CHEMIE is likely to outperform the market. At this point, EMS CHEMIE HOLDING has a negative expected return of -0.27%. Please make sure to confirm EMS CHEMIE's jensen alpha, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if EMS CHEMIE HOLDING performance from the past will be repeated at future time.
Auto-correlation | 0.00 |
No correlation between past and present
EMS CHEMIE HOLDING AG has no correlation between past and present. Overlapping area represents the amount of predictability between EMS CHEMIE time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 EMS CHEMIE HOLDING price movement. The serial correlation of 0.0 indicates that just 0.0% of current EMS CHEMIE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 1454.76 |
EMS CHEMIE HOLDING lagged returns against current returns
Autocorrelation, which is EMS CHEMIE 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's pink sheet expected returns. We can calculate the autocorrelation of EMS CHEMIE returns to help us make a trade decision. For example, suppose you find that EMS CHEMIE 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 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EMS CHEMIE 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 pink sheet over time.
Current vs Lagged Prices |
| Timeline |
EMS CHEMIE Lagged Returns
When evaluating EMS CHEMIE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EMS CHEMIE pink sheet have on its future price. EMS CHEMIE 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 autocorrelation shows the relationship between EMS CHEMIE 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 Pink Sheet
EMS CHEMIE financial ratios help investors to determine whether EMS 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 with respect to the benefits of owning EMS CHEMIE security.