MICROCHIP TECH (Germany) Market Value
| MCP Stock | EUR 66.10 1.24 1.84% |
| Symbol | MICROCHIP |
MICROCHIP TECH '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 MICROCHIP TECH's stock 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 MICROCHIP TECH.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in MICROCHIP TECH on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding MICROCHIP TECH or generate 0.0% return on investment in MICROCHIP TECH over 90 days. MICROCHIP TECH is related to or competes with Abbott Laboratories, Advanced Micro, Philip Morris, BANK OF CHINA, TotalEnergies, Amgen, and HSBC HLDG. MICROCHIP TECH is entity of Germany. It is traded as Stock on HM exchange. More
MICROCHIP TECH 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 MICROCHIP TECH's stock 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 MICROCHIP TECH upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.185 | |||
| Maximum Drawdown | 15.55 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 5.18 |
MICROCHIP TECH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MICROCHIP TECH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MICROCHIP TECH's standard deviation. In reality, there are many statistical measures that can use MICROCHIP TECH historical prices to predict the future MICROCHIP TECH's volatility.| Risk Adjusted Performance | 0.1764 | |||
| Jensen Alpha | 0.5446 | |||
| Total Risk Alpha | 0.372 | |||
| Sortino Ratio | 0.2905 | |||
| Treynor Ratio | 0.9482 |
MICROCHIP TECH February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1764 | |||
| Market Risk Adjusted Performance | 0.9582 | |||
| Mean Deviation | 2.07 | |||
| Semi Deviation | 1.38 | |||
| Downside Deviation | 1.79 | |||
| Coefficient Of Variation | 476.6 | |||
| Standard Deviation | 2.82 | |||
| Variance | 7.94 | |||
| Information Ratio | 0.185 | |||
| Jensen Alpha | 0.5446 | |||
| Total Risk Alpha | 0.372 | |||
| Sortino Ratio | 0.2905 | |||
| Treynor Ratio | 0.9482 | |||
| Maximum Drawdown | 15.55 | |||
| Value At Risk | (2.78) | |||
| Potential Upside | 5.18 | |||
| Downside Variance | 3.22 | |||
| Semi Variance | 1.9 | |||
| Expected Short fall | (2.56) | |||
| Skewness | 1.51 | |||
| Kurtosis | 3.79 |
MICROCHIP TECH Backtested Returns
MICROCHIP TECH appears to be very steady, given 3 months investment horizon. MICROCHIP TECH retains Efficiency (Sharpe Ratio) of 0.25, which conveys that the firm had a 0.25 % return per unit of risk over the last 3 months. By examining MICROCHIP TECH's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please exercise MICROCHIP TECH's Mean Deviation of 2.07, semi deviation of 1.38, and Market Risk Adjusted Performance of 0.9582 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MICROCHIP TECH holds a performance score of 19. The company owns a Beta (Systematic Risk) of 0.61, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MICROCHIP TECH's returns are expected to increase less than the market. However, during the bear market, the loss of holding MICROCHIP TECH is expected to be smaller as well. Please check MICROCHIP TECH's total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to make a quick decision on whether MICROCHIP TECH's current price history will revert.
Auto-correlation | 0.55 |
Modest predictability
MICROCHIP TECH has modest predictability. Overlapping area represents the amount of predictability between MICROCHIP TECH time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 MICROCHIP TECH price movement. The serial correlation of 0.55 indicates that about 55.0% of current MICROCHIP TECH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 5.72 |
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MICROCHIP TECH financial ratios help investors to determine whether MICROCHIP Stock 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 MICROCHIP with respect to the benefits of owning MICROCHIP TECH security.