Bystronic (Switzerland) Market Value
| BYS Stock | 389.00 6.00 1.52% |
| Symbol | Bystronic |
Bystronic '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 Bystronic'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 Bystronic.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Bystronic on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Bystronic AG or generate 0.0% return on investment in Bystronic over 90 days. Bystronic is related to or competes with Interroll Holding, Bossard Holding, Comet Holding, VAT Group, and Inficon Holding. More
Bystronic 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 Bystronic'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 Bystronic AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.2368 | |||
| Maximum Drawdown | 12.99 | |||
| Value At Risk | (2.89) | |||
| Potential Upside | 5.96 |
Bystronic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bystronic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bystronic's standard deviation. In reality, there are many statistical measures that can use Bystronic historical prices to predict the future Bystronic's volatility.| Risk Adjusted Performance | 0.2785 | |||
| Jensen Alpha | 0.7257 | |||
| Total Risk Alpha | 0.3767 | |||
| Sortino Ratio | 0.2878 | |||
| Treynor Ratio | 2.78 |
Bystronic AG Backtested Returns
Bystronic appears to be very steady, given 3 months investment horizon. Bystronic AG secures Sharpe Ratio (or Efficiency) of 0.36, which signifies that the company had a 0.36 % return per unit of risk over the last 3 months. By analyzing Bystronic's technical indicators, you can evaluate if the expected return of 0.91% is justified by implied risk. Please makes use of Bystronic's Downside Deviation of 2.18, mean deviation of 1.91, and Risk Adjusted Performance of 0.2785 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Bystronic holds a performance score of 27. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bystronic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bystronic is expected to be smaller as well. Please check Bystronic's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Bystronic's price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
Bystronic AG has good predictability. Overlapping area represents the amount of predictability between Bystronic time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Bystronic AG price movement. The serial correlation of 0.72 indicates that around 72.0% of current Bystronic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 57.76 |
Bystronic AG lagged returns against current returns
Autocorrelation, which is Bystronic 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 Bystronic's stock expected returns. We can calculate the autocorrelation of Bystronic returns to help us make a trade decision. For example, suppose you find that Bystronic 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 |
Bystronic 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 Bystronic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bystronic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bystronic stock over time.
Current vs Lagged Prices |
| Timeline |
Bystronic Lagged Returns
When evaluating Bystronic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bystronic stock have on its future price. Bystronic 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, Bystronic autocorrelation shows the relationship between Bystronic stock current value and its past values and can show if there is a momentum factor associated with investing in Bystronic AG.
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 Bystronic Stock Analysis
When running Bystronic's price analysis, check to measure Bystronic'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 Bystronic is operating at the current time. Most of Bystronic's value examination focuses on studying past and present price action to predict the probability of Bystronic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bystronic's price. Additionally, you may evaluate how the addition of Bystronic to your portfolios can decrease your overall portfolio volatility.