Thyssenkrupp (Germany) Market Value
| TKA Stock | EUR 11.05 0.20 1.78% |
| Symbol | Thyssenkrupp |
Thyssenkrupp '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 Thyssenkrupp'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 Thyssenkrupp.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Thyssenkrupp on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding thyssenkrupp AG or generate 0.0% return on investment in Thyssenkrupp over 90 days. Thyssenkrupp is related to or competes with ON SEMICONDUCTOR, Zijin Mining, Ringmetall, Lattice Semiconductor, Magnachip Semiconductor, and MagnaChip Semiconductor. More
Thyssenkrupp 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 Thyssenkrupp'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 thyssenkrupp AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.32 | |||
| Information Ratio | 0.0851 | |||
| Maximum Drawdown | 15.65 | |||
| Value At Risk | (3.32) | |||
| Potential Upside | 4.43 |
Thyssenkrupp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thyssenkrupp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thyssenkrupp's standard deviation. In reality, there are many statistical measures that can use Thyssenkrupp historical prices to predict the future Thyssenkrupp's volatility.| Risk Adjusted Performance | 0.0896 | |||
| Jensen Alpha | 0.381 | |||
| Total Risk Alpha | 0.0424 | |||
| Sortino Ratio | 0.0766 | |||
| Treynor Ratio | (0.39) |
Thyssenkrupp January 28, 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 | 0.0896 | |||
| Market Risk Adjusted Performance | (0.38) | |||
| Mean Deviation | 2.12 | |||
| Semi Deviation | 2.74 | |||
| Downside Deviation | 3.32 | |||
| Coefficient Of Variation | 896.27 | |||
| Standard Deviation | 2.99 | |||
| Variance | 8.95 | |||
| Information Ratio | 0.0851 | |||
| Jensen Alpha | 0.381 | |||
| Total Risk Alpha | 0.0424 | |||
| Sortino Ratio | 0.0766 | |||
| Treynor Ratio | (0.39) | |||
| Maximum Drawdown | 15.65 | |||
| Value At Risk | (3.32) | |||
| Potential Upside | 4.43 | |||
| Downside Variance | 11.05 | |||
| Semi Variance | 7.5 | |||
| Expected Short fall | (2.24) | |||
| Skewness | (0.36) | |||
| Kurtosis | 1.53 |
thyssenkrupp AG Backtested Returns
Thyssenkrupp appears to be somewhat reliable, given 3 months investment horizon. thyssenkrupp AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for thyssenkrupp AG, which you can use to evaluate the volatility of the company. Please review Thyssenkrupp's Semi Deviation of 2.74, coefficient of variation of 896.27, and Risk Adjusted Performance of 0.0896 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Thyssenkrupp holds a performance score of 8. The entity has a beta of -0.83, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Thyssenkrupp are expected to decrease at a much lower rate. During the bear market, Thyssenkrupp is likely to outperform the market. Please check Thyssenkrupp's skewness, day typical price, and the relationship between the semi variance and rate of daily change , to make a quick decision on whether Thyssenkrupp's existing price patterns will revert.
Auto-correlation | 0.01 |
Virtually no predictability
thyssenkrupp AG has virtually no predictability. Overlapping area represents the amount of predictability between Thyssenkrupp time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th of January 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 thyssenkrupp AG price movement. The serial correlation of 0.01 indicates that just 1.0% of current Thyssenkrupp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
Also Currently Popular
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Other Information on Investing in Thyssenkrupp Stock
Thyssenkrupp financial ratios help investors to determine whether Thyssenkrupp 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 Thyssenkrupp with respect to the benefits of owning Thyssenkrupp security.