Meyer Burger (Switzerland) Market Value
| MBTN Stock | CHF 2.45 0.26 11.87% |
| Symbol | Meyer |
Meyer Burger '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 Meyer Burger'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 Meyer Burger.
| 12/30/2022 |
| 12/19/2024 |
If you would invest 0.00 in Meyer Burger on December 30, 2022 and sell it all today you would earn a total of 0.00 from holding Meyer Burger Tech or generate 0.0% return on investment in Meyer Burger over 720 days. Meyer Burger is related to or competes with Relief Therapeutics, Ams AG, and Logitech International. Meyer Burger Technology AG, a technology company, provides systems and processes based on semiconductor technologies More
Meyer Burger 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 Meyer Burger'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 Meyer Burger Tech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.75 | |||
| Information Ratio | 0.1115 | |||
| Maximum Drawdown | 208.14 | |||
| Value At Risk | (15.38) | |||
| Potential Upside | 15.15 |
Meyer Burger Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Meyer Burger's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Meyer Burger's standard deviation. In reality, there are many statistical measures that can use Meyer Burger historical prices to predict the future Meyer Burger's volatility.| Risk Adjusted Performance | 0.0991 | |||
| Jensen Alpha | 3.52 | |||
| Total Risk Alpha | 2.73 | |||
| Sortino Ratio | 0.2511 | |||
| Treynor Ratio | (1.50) |
Meyer Burger Tech Backtested Returns
Meyer Burger is out of control given 3 months investment horizon. Meyer Burger Tech has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12% return per unit of risk over the last 3 months. We are able to interpolate and break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 3.72% are justified by taking the suggested risk. Use Meyer Burger Tech Risk Adjusted Performance of 0.0991, downside deviation of 13.75, and Mean Deviation of 12.78 to evaluate company specific risk that cannot be diversified away. Meyer Burger holds a performance score of 9 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -2.32, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Meyer Burger are expected to decrease by larger amounts. On the other hand, during market turmoil, Meyer Burger is expected to outperform it. Use Meyer Burger Tech maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to analyze future returns on Meyer Burger Tech.
Auto-correlation | 0.58 |
Modest predictability
Meyer Burger Tech has modest predictability. Overlapping area represents the amount of predictability between Meyer Burger time series from 30th of December 2022 to 25th of December 2023 and 25th of December 2023 to 19th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Meyer Burger Tech price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Meyer Burger price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 167.72 |
Meyer Burger Tech lagged returns against current returns
Autocorrelation, which is Meyer Burger 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 Meyer Burger's stock expected returns. We can calculate the autocorrelation of Meyer Burger returns to help us make a trade decision. For example, suppose you find that Meyer Burger 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Meyer Burger 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 Meyer Burger stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Meyer Burger stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Meyer Burger stock over time.
Current vs Lagged Prices |
| Timeline |
Meyer Burger Lagged Returns
When evaluating Meyer Burger's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Meyer Burger stock have on its future price. Meyer Burger 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, Meyer Burger autocorrelation shows the relationship between Meyer Burger stock current value and its past values and can show if there is a momentum factor associated with investing in Meyer Burger Tech.
Regressed Prices |
| Timeline |
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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.Additional Tools for Meyer Stock Analysis
When running Meyer Burger's price analysis, check to measure Meyer Burger'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 Meyer Burger is operating at the current time. Most of Meyer Burger's value examination focuses on studying past and present price action to predict the probability of Meyer Burger's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Meyer Burger's price. Additionally, you may evaluate how the addition of Meyer Burger to your portfolios can decrease your overall portfolio volatility.