Wacker Neuson (Germany) Market Value
| WAC Stock | EUR 19.40 0.02 0.10% |
| Symbol | Wacker |
Wacker Neuson '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 Wacker Neuson'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 Wacker Neuson.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Wacker Neuson on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Wacker Neuson SE or generate 0.0% return on investment in Wacker Neuson over 90 days. Wacker Neuson is related to or competes with Robosense Technology, X-FAB Silicon, Micron Technology, FAST RETAIL, Zijin Mining, Jacquet Metal, and PRECISION DRILLING. Wacker Neuson SE manufactures and distributes light and compact equipment under the Wacker Neuson, Kramer, and Weidemann... More
Wacker Neuson 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 Wacker Neuson'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 Wacker Neuson SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.29 | |||
| Information Ratio | 0.0109 | |||
| Maximum Drawdown | 42.0 | |||
| Value At Risk | (4.31) | |||
| Potential Upside | 4.75 |
Wacker Neuson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wacker Neuson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wacker Neuson's standard deviation. In reality, there are many statistical measures that can use Wacker Neuson historical prices to predict the future Wacker Neuson's volatility.| Risk Adjusted Performance | 0.0255 | |||
| Jensen Alpha | 0.0814 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0148 | |||
| Treynor Ratio | 0.3261 |
Wacker Neuson February 3, 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 | 0.0255 | |||
| Market Risk Adjusted Performance | 0.3361 | |||
| Mean Deviation | 2.07 | |||
| Semi Deviation | 2.94 | |||
| Downside Deviation | 3.29 | |||
| Coefficient Of Variation | 4290.32 | |||
| Standard Deviation | 4.49 | |||
| Variance | 20.16 | |||
| Information Ratio | 0.0109 | |||
| Jensen Alpha | 0.0814 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0148 | |||
| Treynor Ratio | 0.3261 | |||
| Maximum Drawdown | 42.0 | |||
| Value At Risk | (4.31) | |||
| Potential Upside | 4.75 | |||
| Downside Variance | 10.86 | |||
| Semi Variance | 8.63 | |||
| Expected Short fall | (2.95) | |||
| Skewness | 3.13 | |||
| Kurtosis | 22.4 |
Wacker Neuson SE Backtested Returns
Wacker Neuson appears to be somewhat reliable, given 3 months investment horizon. Wacker Neuson SE shows Sharpe Ratio of 0.0433, which attests that the company had a 0.0433 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Wacker Neuson SE, which you can use to evaluate the volatility of the company. Please utilize Wacker Neuson's Downside Deviation of 3.29, market risk adjusted performance of 0.3361, and Mean Deviation of 2.07 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Wacker Neuson holds a performance score of 3. The firm maintains a market beta of 0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wacker Neuson's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wacker Neuson is expected to be smaller as well. Please check Wacker Neuson's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Wacker Neuson's historical returns will revert.
Auto-correlation | -0.9 |
Excellent reverse predictability
Wacker Neuson SE has excellent reverse predictability. Overlapping area represents the amount of predictability between Wacker Neuson time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Wacker Neuson SE price movement. The serial correlation of -0.9 indicates that approximately 90.0% of current Wacker Neuson price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.9 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 5.15 |
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Other Information on Investing in Wacker Stock
Wacker Neuson financial ratios help investors to determine whether Wacker 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 Wacker with respect to the benefits of owning Wacker Neuson security.