BASF SE (Germany) Performance

BAS -  Germany Stock  

EUR 66.22  0.54  0.81%

The firm shows a Beta (market volatility) of 0.6365, which signifies possible diversification benefits within a given portfolio. Let's try to break down what BASF SE's beta means in this case. As returns on the market increase, BASF SE returns are expected to increase less than the market. However, during the bear market, the loss on holding BASF SE will be expected to be smaller as well. 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 -0.0132%. 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.

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 BASF SE Performance
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Over the last 90 days BASF SE NA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, BASF SE is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more

BASF SE Price Channel

Quick Ratio1.19
Fifty Two Week Low45.92
Fifty Two Week High72.88
Trailing Annual Dividend Yield4.97%

BASF SE Relative Risk vs. Return Landscape

If you would invest  6,706  in BASF SE NA on May 3, 2021 and sell it today you would lose (84.00)  from holding BASF SE NA or give up 1.25% of portfolio value over 90 days. BASF SE NA is producing return of less than zero assuming 1.2331% volatility of returns over the 90 days investment horizon. Simply put, 10% of all stocks have less volatile historical return distribution than BASF SE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days trading horizon BASF SE is expected to under-perform the market. In addition to that, the company is 1.68 times more volatile than its market benchmark. It trades about -0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.05 per unit of volatility.

BASF SE Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for BASF SE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BASF SE NA, and traders can use it to determine the average amount a BASF SE's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.0107

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Estimated Market Risk
 1.23
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Based on monthly moving average BASF SE is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of BASF SE by adding it to a well-diversified portfolio.

About BASF SE Performance

To evaluate BASF SE NA Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when BASF SE generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare BASF SE Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand BASF SE NA stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents BASF SE's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
It operates through six segments Chemicals, Materials, Industrial Solutions, Surface Technologies, Nutrition Care, and Agricultural Solutions. BASF SE was founded in 1865 and is headquartered in Ludwigshafen am Rhein, Germany. BASF SE operates under Chemicals classification in Germany and is traded on XETRA Stock Exchange. It employs 110261 people.

Things to note about BASF SE NA

Checking the ongoing alerts about BASF SE for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for BASF SE NA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

BASF SE Alerts

Equity Alerts and Improvement Suggestions

BASF SE NA generates negative expected return over the last 90 days
The company reported the revenue of 61.8 B. Net Loss for the year was (601 M) with profit before overhead, payroll, taxes, and interest of 14.77 B.
Continue to Trending Equities. 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 Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

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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