Nemetschek Se Stock Market Value
| NEMKY Stock | USD 21.56 0.44 2.00% |
| Symbol | Nemetschek |
Nemetschek '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 Nemetschek'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 Nemetschek.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Nemetschek on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Nemetschek SE or generate 0.0% return on investment in Nemetschek over 180 days. Nemetschek is related to or competes with Luxxfolio Holdings, Omniq Corp, and Xy Labs. Nemetschek SE provides software solutions for architecture, engineering, construction, media, and entertainment markets ... More
Nemetschek 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 Nemetschek'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 Nemetschek SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 17.0 | |||
| Value At Risk | (4.54) | |||
| Potential Upside | 4.47 |
Nemetschek Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nemetschek's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nemetschek's standard deviation. In reality, there are many statistical measures that can use Nemetschek historical prices to predict the future Nemetschek's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | 1.01 |
Nemetschek SE Backtested Returns
Nemetschek SE has Sharpe Ratio of -0.0643, which conveys that the firm had a -0.0643 % return per unit of risk over the last 3 months. Nemetschek exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nemetschek's Mean Deviation of 1.31, risk adjusted performance of (0.05), and Standard Deviation of 2.82 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.23, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Nemetschek are expected to decrease at a much lower rate. During the bear market, Nemetschek is likely to outperform the market. At this point, Nemetschek SE has a negative expected return of -0.18%. Please make sure to verify Nemetschek's information ratio, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to decide if Nemetschek SE performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.58 |
Modest predictability
Nemetschek SE has modest predictability. Overlapping area represents the amount of predictability between Nemetschek time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Nemetschek SE price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Nemetschek price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 2.35 |
Nemetschek SE lagged returns against current returns
Autocorrelation, which is Nemetschek 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 Nemetschek's pink sheet expected returns. We can calculate the autocorrelation of Nemetschek returns to help us make a trade decision. For example, suppose you find that Nemetschek 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 |
Nemetschek 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 Nemetschek pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nemetschek pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nemetschek pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nemetschek Lagged Returns
When evaluating Nemetschek's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nemetschek pink sheet have on its future price. Nemetschek 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, Nemetschek autocorrelation shows the relationship between Nemetschek pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nemetschek SE.
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 Nemetschek Pink Sheet Analysis
When running Nemetschek's price analysis, check to measure Nemetschek'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 Nemetschek is operating at the current time. Most of Nemetschek's value examination focuses on studying past and present price action to predict the probability of Nemetschek's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nemetschek's price. Additionally, you may evaluate how the addition of Nemetschek to your portfolios can decrease your overall portfolio volatility.