BASF SE (Germany) Market Value

BAS -  Germany Stock  

EUR 63.51  1.12  1.80%

BASF SE's market value is the price at which a share of BASF SE stock trades on a public exchange. It measures the collective expectations of BASF SE NA investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of BASF SE NA and determine expected loss or profit from investing in BASF SE over a given investment horizon. Continue to BASF SE Hype Analysis, BASF SE Correlation, BASF SE Valuation, BASF SE Volatility, as well as analyze BASF SE Alpha and Beta and BASF SE Performance.
Symbol
Backtest

Please note, there is a significant difference between BASF SE's value and its price as these two are different measures arrived at by different means. Investors typically determine BASF SE value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BASF SE'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.

BASF SE '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 BASF SE'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 BASF SE.
0.00
09/29/2020
No Change 0.00  0.0 
In 11 months and 26 days
09/24/2021
0.00
If you would invest  0.00  in BASF SE on September 29, 2020 and sell it all today you would earn a total of 0.00 from holding BASF SE NA or generate 0.0% return on investment in BASF SE over 360 days. It operates through six segments Chemicals, Materials, Industrial Solutions, Surface Technologies, Nutrition Care, and A...

BASF SE 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 BASF SE'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 BASF SE NA upside and downside potential and time the market with a certain degree of confidence.

BASF SE Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for BASF SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BASF SE's standard deviation. In reality, there are many statistical measures that can use BASF SE historical prices to predict the future BASF SE's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of BASF SE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of BASF SE in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
62.2563.5164.77
Details
Intrinsic
Valuation
LowReal ValueHigh
63.2364.4965.75
Details
Naive
Forecast
LowNext ValueHigh
61.7463.0064.25
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
61.9364.2966.64
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as BASF SE. Your research has to be compared to or analyzed against BASF SE's peers to derive any actionable benefits. When done correctly, BASF SE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in BASF SE NA.

BASF SE NA Backtested Returns

BASF SE NA secures Sharpe Ratio (or Efficiency) of -0.059, which signifies that the company had -0.059% of return per unit of risk over the last 3 months. Macroaxis approach towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. BASF SE NA exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm BASF SE NA mean deviation of 0.9494, and Coefficient Of Variation of (2,460) to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.0875, which signifies a somewhat significant risk relative to the market. Let's try to break down what BASF SE's beta means in this case. BASF SE returns are very sensitive to returns on the market. As the market goes up or down, BASF SE is expected to follow. Even though it is essential to pay attention to BASF SE NA historical returns, it is always good to be careful when utilizing equity current trending patterns. Our approach towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. BASF SE NA exposes twenty-one different technical indicators, which can help you to evaluate its performance. BASF SE NA has an expected return of -0.0743%. Please be advised to confirm BASF SE NA jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if BASF SE NA performance from the past will be repeated in the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.75)   

Almost perfect reverse predictability

BASF SE NA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between BASF SE time series from 29th of September 2020 to 28th of March 2021 and 28th of March 2021 to 24th of September 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BASF SE NA price movement. The serial correlation of -0.75 indicates that around 75.0% of current BASF SE price fluctuation can be explain by its past prices. Given that BASF SE NA has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of BASF SE for similar time interval.
Correlation Coefficient-0.75
Spearman Rank Test-0.74
Residual Average0.0
Price Variance5.01

BASF SE NA lagged returns against current returns

Autocorrelation, which is BASF SE 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 BASF SE's stock expected returns. We can calculate the autocorrelation of BASF SE returns to help us make a trade decision. For example, suppose you find that BASF SE stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

BASF SE 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 BASF SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BASF SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BASF SE stock over time.
 Current vs Lagged Prices 
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      Timeline 

BASF SE Lagged Returns

When evaluating BASF SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BASF SE stock have on its future price. BASF SE 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, BASF SE autocorrelation shows the relationship between BASF SE stock current value and its past values and can show if there is a momentum factor associated with investing in BASF SE NA.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in BASF SE without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Analyst Recommendations

Analyst recommendations and target price estimates broken down by several categories
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Pair Trading with BASF SE

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if BASF SE position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in BASF SE will appreciate offsetting losses from the drop in the long position's value.

BASF SE Pair Correlation

Equities Pair Trading Analysis

Continue to BASF SE Hype Analysis, BASF SE Correlation, BASF SE Valuation, BASF SE Volatility, as well as analyze BASF SE Alpha and Beta and BASF SE Performance. Note that the BASF SE NA information on this page should be used as a complementary analysis to other BASF SE's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

Other Tools for BASF SE Stock

When running BASF SE NA price analysis, check to measure BASF SE'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 BASF SE is operating at the current time. Most of BASF SE's value examination focuses on studying past and present price action to predict the probability of BASF SE's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move BASF SE's price. Additionally, you may evaluate how the addition of BASF SE to your portfolios can decrease your overall portfolio volatility.
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