ASM Pacific (Germany) Market Value
| AY7A Stock | EUR 6.95 0.30 4.51% |
| Symbol | ASM |
ASM Pacific '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 ASM Pacific'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 ASM Pacific.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in ASM Pacific on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding ASM Pacific Technology or generate 0.0% return on investment in ASM Pacific over 90 days. ASM Pacific is related to or competes with Jupiter Fund, Yanzhou Coal, AGF Management, Brockhaus Capital, and CeoTronics. ASM Pacific Technology Limited, an investment holding company, engages in the design, manufacture, and marketing of mach... More
ASM Pacific 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 ASM Pacific'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 ASM Pacific Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.0907 | |||
| Maximum Drawdown | 12.13 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 4.51 |
ASM Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASM Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASM Pacific's standard deviation. In reality, there are many statistical measures that can use ASM Pacific historical prices to predict the future ASM Pacific's volatility.| Risk Adjusted Performance | 0.1456 | |||
| Jensen Alpha | 0.2609 | |||
| Total Risk Alpha | 0.0123 | |||
| Sortino Ratio | 0.0945 | |||
| Treynor Ratio | 0.5193 |
ASM Pacific Technology Backtested Returns
ASM Pacific appears to be somewhat reliable, given 3 months investment horizon. ASM Pacific Technology secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for ASM Pacific Technology, which you can use to evaluate the volatility of the firm. Please makes use of ASM Pacific's Mean Deviation of 1.87, risk adjusted performance of 0.1456, and Semi Deviation of 1.68 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ASM Pacific holds a performance score of 14. The firm shows a Beta (market volatility) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ASM Pacific's returns are expected to increase less than the market. However, during the bear market, the loss of holding ASM Pacific is expected to be smaller as well. Please check ASM Pacific's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether ASM Pacific's price patterns will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
ASM Pacific Technology has very weak reverse predictability. Overlapping area represents the amount of predictability between ASM Pacific time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 ASM Pacific Technology price movement. The serial correlation of -0.02 indicates that only 2.0% of current ASM Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
ASM Pacific Technology lagged returns against current returns
Autocorrelation, which is ASM Pacific 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 ASM Pacific's stock expected returns. We can calculate the autocorrelation of ASM Pacific returns to help us make a trade decision. For example, suppose you find that ASM Pacific 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 |
ASM Pacific 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 ASM Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ASM Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ASM Pacific stock over time.
Current vs Lagged Prices |
| Timeline |
ASM Pacific Lagged Returns
When evaluating ASM Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ASM Pacific stock have on its future price. ASM Pacific 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, ASM Pacific autocorrelation shows the relationship between ASM Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in ASM Pacific Technology.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ASM Stock
ASM Pacific financial ratios help investors to determine whether ASM 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 ASM with respect to the benefits of owning ASM Pacific security.