Münchener Rück (Germany) Market Value

MUV2 Stock   561.60  15.00  2.74%   
Münchener Rück's market value is the price at which a share of Münchener Rück trades on a public exchange. It measures the collective expectations of Mnchener Rck AG investors about its performance. Münchener Rück is trading at 561.60 as of the 4th of March 2025, a 2.74 percent increase since the beginning of the trading day. The stock's lowest day price was 542.8.
With this module, you can estimate the performance of a buy and hold strategy of Mnchener Rck AG and determine expected loss or profit from investing in Münchener Rück over a given investment horizon. Check out Münchener Rück Correlation, Münchener Rück Volatility and Münchener Rück Alpha and Beta module to complement your research on Münchener Rück.
Symbol

Please note, there is a significant difference between Münchener Rück's value and its price as these two are different measures arrived at by different means. Investors typically determine if Münchener Rück is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Münchener Rück's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Münchener Rück '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 Münchener Rück'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 Münchener Rück.
0.00
04/14/2023
No Change 0.00  0.0 
In 1 year 10 months and 22 days
03/04/2025
0.00
If you would invest  0.00  in Münchener Rück on April 14, 2023 and sell it all today you would earn a total of 0.00 from holding Mnchener Rck AG or generate 0.0% return on investment in Münchener Rück over 690 days. Münchener Rück is related to or competes with Ultra Clean, Scandinavian Tobacco, Takarék Jelzálogbank, Discover Financial, BANK OCHINA, IMPERIAL TOBACCO, and CREDIT AGRICOLE. More

Münchener Rück 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 Münchener Rück'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 Mnchener Rck AG upside and downside potential and time the market with a certain degree of confidence.

Münchener Rück Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Münchener Rück's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Münchener Rück's standard deviation. In reality, there are many statistical measures that can use Münchener Rück historical prices to predict the future Münchener Rück's volatility.
Hype
Prediction
LowEstimatedHigh
560.02561.60563.18
Details
Intrinsic
Valuation
LowRealHigh
540.52542.10617.76
Details
Naive
Forecast
LowNextHigh
581.42583.00584.58
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
478.18514.93551.69
Details

Mnchener Rck AG Backtested Returns

At this point, Münchener Rück is very steady. Mnchener Rck AG has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Münchener Rück, which you can use to evaluate the volatility of the firm. Please verify Münchener Rück's Mean Deviation of 1.08, risk adjusted performance of 0.1104, and Downside Deviation of 1.23 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. Münchener Rück has a performance score of 8 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0824, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Münchener Rück are expected to decrease at a much lower rate. During the bear market, Münchener Rück is likely to outperform the market. Mnchener Rck AG right now secures a risk of 1.58%. Please verify Mnchener Rck AG coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Mnchener Rck AG will be following its current price movements.

Auto-correlation

    
  0.86  

Very good predictability

Mnchener Rck AG has very good predictability. Overlapping area represents the amount of predictability between Münchener Rück time series from 14th of April 2023 to 24th of March 2024 and 24th of March 2024 to 4th of March 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 Mnchener Rck AG price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Münchener Rück price fluctuation can be explain by its past prices.
Correlation Coefficient0.86
Spearman Rank Test0.88
Residual Average0.0
Price Variance1204.27
Münchener ReturnsMünchener Lagged ReturnsDiversified AwayMünchener ReturnsMünchener Lagged ReturnsDiversified Away100%

Mnchener Rck AG lagged returns against current returns

Autocorrelation, which is Münchener Rück stock'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 Münchener Rück's stock expected returns. We can calculate the autocorrelation of Münchener Rück returns to help us make a trade decision. For example, suppose you find that Münchener Rück has exhibited high autocorrelation historically, and you observe that the stock 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   
JavaScript chart by amCharts 3.21.15MayJulSepNov2025Mar-5%0%5%10%15%20%25%30%35%40% 101001K
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
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Münchener Rück 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 Münchener Rück stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Münchener Rück stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Münchener Rück stock over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15MayJulSepNov2025Mar300350400450500
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
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Münchener Rück Lagged Returns

When evaluating Münchener Rück's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Münchener Rück stock have on its future price. Münchener Rück 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, Münchener Rück autocorrelation shows the relationship between Münchener Rück stock current value and its past values and can show if there is a momentum factor associated with investing in Mnchener Rck AG.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15JulOct2024AprJulOct2025300350400450500550
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Münchener Stock

Münchener Rück financial ratios help investors to determine whether Münchener 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 Münchener with respect to the benefits of owning Münchener Rück security.
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