Albemarle (Germany) Market Value
| AMC Stock | EUR 65.84 0.10 0.15% |
| Symbol | Albemarle |
Albemarle '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 Albemarle'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 Albemarle.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Albemarle on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Albemarle or generate 0.0% return on investment in Albemarle over 90 days. Albemarle is related to or competes with Semiconductor Manufacturing, NetSol Technologies, TOREX SEMICONDUCTOR, Magnachip Semiconductor, ORMAT TECHNOLOGIES, American Eagle, and MagnaChip Semiconductor. Albemarle Corporation develops, manufactures, and markets engineered specialty chemicals worldwide More
Albemarle 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 Albemarle'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 Albemarle upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.51 | |||
| Information Ratio | 0.112 | |||
| Maximum Drawdown | 14.41 | |||
| Value At Risk | (4.02) | |||
| Potential Upside | 7.26 |
Albemarle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Albemarle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Albemarle's standard deviation. In reality, there are many statistical measures that can use Albemarle historical prices to predict the future Albemarle's volatility.| Risk Adjusted Performance | 0.1511 | |||
| Jensen Alpha | 0.4931 | |||
| Total Risk Alpha | 0.037 | |||
| Sortino Ratio | 0.1496 | |||
| Treynor Ratio | 5.23 |
Albemarle Backtested Returns
Albemarle appears to be very steady, given 3 months investment horizon. Albemarle secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of standard deviation over the last 3 months. By analyzing Albemarle's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please makes use of Albemarle's mean deviation of 2.44, and Risk Adjusted Performance of 0.1511 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Albemarle holds a performance score of 14. The firm shows a Beta (market volatility) of 0.0966, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Albemarle's returns are expected to increase less than the market. However, during the bear market, the loss of holding Albemarle is expected to be smaller as well. Please check Albemarle's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Albemarle's price patterns will revert.
Auto-correlation | -0.1 |
Very weak reverse predictability
Albemarle has very weak reverse predictability. Overlapping area represents the amount of predictability between Albemarle time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Albemarle price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Albemarle price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 20.76 |
Albemarle lagged returns against current returns
Autocorrelation, which is Albemarle 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 Albemarle's stock expected returns. We can calculate the autocorrelation of Albemarle returns to help us make a trade decision. For example, suppose you find that Albemarle 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 |
Albemarle 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 Albemarle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Albemarle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Albemarle stock over time.
Current vs Lagged Prices |
| Timeline |
Albemarle Lagged Returns
When evaluating Albemarle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Albemarle stock have on its future price. Albemarle 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, Albemarle autocorrelation shows the relationship between Albemarle stock current value and its past values and can show if there is a momentum factor associated with investing in Albemarle.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Albemarle Stock
Albemarle financial ratios help investors to determine whether Albemarle 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 Albemarle with respect to the benefits of owning Albemarle security.