LANXESS OTC Stock Market Value

LNXSF -  USA Stock  

USD 70.43  1.07  1.50%

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


The market value of LANXESS AG is measured differently than its book value, which is the value of LANXESS that is recorded on the company's balance sheet. Investors also form their own opinion of LANXESS AG's value that differs from its market value or its book value, called intrinsic value, which is LANXESS AG's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because LANXESS AG's market value can be influenced by many factors that don't directly affect LANXESS AG underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between LANXESS AG's value and its price as these two are different measures arrived at by different means. Investors typically determine LANXESS AG value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, LANXESS AG'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.

LANXESS AG '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 LANXESS AG's otc 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 LANXESS AG.
0.00
04/26/2021
No Change 0.00  0.0 
In 2 months and 31 days
07/25/2021
0.00
If you would invest  0.00  in LANXESS AG on April 26, 2021 and sell it all today you would earn a total of 0.00 from holding LANXESS AG or generate 0.0% return on investment in LANXESS AG over 90 days. LANXESS AG is related to or competes with Sherwin Williams, Ecolab, PPG Industries, and International Flavors. LANXESS Aktiengesellschaft, a specialty chemicals company, develops, manufactures, and markets chemical intermediates, a...

LANXESS AG 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 LANXESS AG's otc 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 LANXESS AG upside and downside potential and time the market with a certain degree of confidence.

LANXESS AG Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for LANXESS AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as LANXESS AG's standard deviation. In reality, there are many statistical measures that can use LANXESS AG historical prices to predict the future LANXESS AG's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of LANXESS AG'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 LANXESS AG in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
68.4370.4372.43
Details
Intrinsic
Valuation
LowReal ValueHigh
57.8959.8977.47
Details
Naive
Forecast
LowNext ValueHigh
70.3772.3774.37
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
67.6170.0072.39
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as LANXESS AG. Your research has to be compared to or analyzed against LANXESS AG's peers to derive any actionable benefits. When done correctly, LANXESS AG'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 LANXESS AG.

LANXESS AG Backtested Returns

LANXESS AG has Sharpe Ratio of -0.0505, which conveys that the company had -0.0505% of return per unit of volatility over the last 3 months. Macroaxis viewpoint regarding estimating 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. LANXESS AG exposes twenty-six different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify LANXESS AG market risk adjusted performance of 0.0619, and Mean Deviation of 0.967 to check out the risk estimate we provide.
The firm secures a Beta (Market Risk) of -0.633, which conveys possible diversification benefits within a given portfolio. Let's try to break down what LANXESS's beta means in this case. As returns on the market increase, returns on owning LANXESS AG are expected to decrease at a much lower rate. During the bear market, LANXESS AG is likely to outperform the market. Even though it is essential to pay attention to LANXESS AG price patterns, it is always good to be careful when utilizing equity historical price patterns. Our way of estimating 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. LANXESS AG exposes twenty-six different technical indicators, which can help you to evaluate its performance. LANXESS AG has an expected return of -0.1%. Please be advised to verify LANXESS AG maximum drawdown, as well as the relationship between the expected short fall and day median price to decide if LANXESS AG performance from the past will be repeated in the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.28   

Poor predictability

LANXESS AG has poor predictability. Overlapping area represents the amount of predictability between LANXESS AG time series from 26th of April 2021 to 10th of June 2021 and 10th of June 2021 to 25th of July 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 LANXESS AG price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current LANXESS AG price fluctuation can be explain by its past prices.
Correlation Coefficient0.28
Spearman Rank Test-0.35
Residual Average0.0
Price Variance5.35

LANXESS AG lagged returns against current returns

Autocorrelation, which is LANXESS AG otc 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 LANXESS AG's otc stock expected returns. We can calculate the autocorrelation of LANXESS AG returns to help us make a trade decision. For example, suppose you find that LANXESS AG otc 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 

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

LANXESS AG Lagged Returns

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

LANXESS AG Investors Sentiment

The influence of LANXESS AG's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in LANXESS. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - LNXSF

LANXESS AG Investor Sentiment

Most of Macroaxis users are now bullish on LANXESS AG. What is your trading attitude regarding investing in LANXESS AG? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as LANXESS AG using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Additionally, see LANXESS AG Hype Analysis, LANXESS AG Correlation, LANXESS AG Valuation, LANXESS AG Volatility, as well as analyze LANXESS AG Alpha and Beta and LANXESS AG Performance. Note that the LANXESS AG information on this page should be used as a complementary analysis to other LANXESS AG'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 Commodity Channel Index module to use Commodity Channel Index to analyze current equity momentum.

Complementary Tools for LANXESS OTC Stock analysis

When running LANXESS AG price analysis, check to measure LANXESS AG'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 LANXESS AG is operating at the current time. Most of LANXESS AG's value examination focuses on studying past and present price action to predict the probability of LANXESS AG's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move LANXESS AG's price. Additionally, you may evaluate how the addition of LANXESS AG to your portfolios can decrease your overall portfolio volatility.
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LANXESS AG technical otc stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of LANXESS AG technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of LANXESS AG trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...