Lanxess Aktiengesellschaft Stock Market Value
| LNXSY Stock | USD 4.11 0.14 3.53% |
| Symbol | LANXESS |
LANXESS 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 LANXESS 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 LANXESS Aktiengesellscha.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in LANXESS Aktiengesellscha on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding LANXESS Aktiengesellschaft or generate 0.0% return on investment in LANXESS Aktiengesellscha over 180 days. LANXESS Aktiengesellscha is related to or competes with Zeon, IsraelLtd, Turkiye Sise, Nickel Mines, Daicel, AlzChem Group, and Salzgitter. LANXESS Aktiengesellschaft, a specialty chemicals company, develops, manufactures, and markets chemical intermediates, a... More
LANXESS 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 LANXESS 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 LANXESS Aktiengesellschaft upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 15.5 | |||
| Value At Risk | (4.26) | |||
| Potential Upside | 3.53 |
LANXESS Aktiengesellscha Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for LANXESS Aktiengesellscha's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LANXESS Aktiengesellscha's standard deviation. In reality, there are many statistical measures that can use LANXESS Aktiengesellscha historical prices to predict the future LANXESS Aktiengesellscha's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | (0.41) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of LANXESS Aktiengesellscha's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
LANXESS Aktiengesellscha Backtested Returns
LANXESS Aktiengesellscha has Sharpe Ratio of -0.12, which conveys that the company had a -0.12 % return per unit of volatility over the last 3 months. LANXESS Aktiengesellscha exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify LANXESS Aktiengesellscha's Standard Deviation of 2.69, mean deviation of 1.8, and Market Risk Adjusted Performance of (0.40) to check out the risk estimate we provide. The firm secures a Beta (Market Risk) of 0.86, which conveys possible diversification benefits within a given portfolio. LANXESS Aktiengesellscha returns are very sensitive to returns on the market. As the market goes up or down, LANXESS Aktiengesellscha is expected to follow. At this point, LANXESS Aktiengesellscha has a negative expected return of -0.34%. Please make sure to verify LANXESS Aktiengesellscha's kurtosis, and the relationship between the maximum drawdown and day median price , to decide if LANXESS Aktiengesellscha performance from the past will be repeated in the future.
Auto-correlation | 0.53 |
Modest predictability
LANXESS Aktiengesellschaft has modest predictability. Overlapping area represents the amount of predictability between LANXESS Aktiengesellscha time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of LANXESS Aktiengesellscha price movement. The serial correlation of 0.53 indicates that about 53.0% of current LANXESS Aktiengesellscha price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
LANXESS Aktiengesellscha lagged returns against current returns
Autocorrelation, which is LANXESS 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 LANXESS Aktiengesellscha's pink sheet expected returns. We can calculate the autocorrelation of LANXESS Aktiengesellscha returns to help us make a trade decision. For example, suppose you find that LANXESS 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 |
LANXESS 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 LANXESS Aktiengesellscha pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if LANXESS 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 LANXESS Aktiengesellscha pink sheet over time.
Current vs Lagged Prices |
| Timeline |
LANXESS Aktiengesellscha Lagged Returns
When evaluating LANXESS Aktiengesellscha's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of LANXESS Aktiengesellscha pink sheet have on its future price. LANXESS 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, LANXESS Aktiengesellscha autocorrelation shows the relationship between LANXESS Aktiengesellscha pink sheet current value and its past values and can show if there is a momentum factor associated with investing in LANXESS Aktiengesellschaft.
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 LANXESS Pink Sheet Analysis
When running LANXESS Aktiengesellscha's price analysis, check to measure LANXESS Aktiengesellscha'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 LANXESS Aktiengesellscha is operating at the current time. Most of LANXESS Aktiengesellscha's value examination focuses on studying past and present price action to predict the probability of LANXESS Aktiengesellscha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LANXESS Aktiengesellscha's price. Additionally, you may evaluate how the addition of LANXESS Aktiengesellscha to your portfolios can decrease your overall portfolio volatility.