BASF SE (Germany) Market Value
| BAS Stock | EUR 42.59 1.19 2.87% |
| Symbol | BASF |
BASF SE '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 BASF SE'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 BASF SE.
| 04/10/2025 |
| 07/09/2025 |
If you would invest 0.00 in BASF SE on April 10, 2025 and sell it all today you would earn a total of 0.00 from holding BASF SE or generate 0.0% return on investment in BASF SE over 90 days. BASF SE is related to or competes with HF SINCLAIR, H2O Retailing, GRENKELEASING, Caseys General, RYANAIR HLDGS, and National Retail. It operates through six segments Chemicals, Materials, Industrial Solutions, Surface Technologies, Nutrition Care, and A... More
BASF SE 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 BASF SE'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 BASF SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 15.13 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 2.87 |
BASF SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BASF SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BASF SE's standard deviation. In reality, there are many statistical measures that can use BASF SE historical prices to predict the future BASF SE's volatility.| Risk Adjusted Performance | 0.0568 | |||
| Jensen Alpha | 0.0737 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.30) |
BASF SE Backtested Returns
At this point, BASF SE is very steady. BASF SE secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BASF SE, which you can use to evaluate the volatility of the entity. Please confirm BASF SE's Mean Deviation of 1.36, coefficient of variation of 2989.26, and Semi Deviation of 1.85 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. BASF SE has a performance score of 8 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BASF SE are expected to decrease at a much lower rate. During the bear market, BASF SE is likely to outperform the market. BASF SE at this time shows a risk of 1.34%. Please confirm BASF SE value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if BASF SE will be following its price patterns.
Auto-correlation | -0.36 |
Poor reverse predictability
BASF SE has poor reverse predictability. Overlapping area represents the amount of predictability between BASF SE time series from 10th of April 2025 to 25th of May 2025 and 25th of May 2025 to 9th 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 BASF SE price movement. The serial correlation of -0.36 indicates that just about 36.0% of current BASF SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
BASF SE lagged returns against current returns
Autocorrelation, which is BASF SE 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 BASF SE's stock expected returns. We can calculate the autocorrelation of BASF SE returns to help us make a trade decision. For example, suppose you find that BASF SE 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 |
BASF SE 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 BASF SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BASF SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BASF SE stock over time.
Current vs Lagged Prices |
| Timeline |
BASF SE Lagged Returns
When evaluating BASF SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BASF SE stock have on its future price. BASF SE 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, BASF SE autocorrelation shows the relationship between BASF SE stock current value and its past values and can show if there is a momentum factor associated with investing in BASF SE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in BASF Stock
BASF SE financial ratios help investors to determine whether BASF 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 BASF with respect to the benefits of owning BASF SE security.