MERCEDES-BENZ GRP's market value is the price at which a share of MERCEDES-BENZ GRP trades on a public exchange. It measures the collective expectations of MERCEDES BENZ GRP ADR14 investors about its performance. MERCEDES-BENZ GRP is trading at 12.30 as of the 5th of July 2025. This is a 0.81% down since the beginning of the trading day. The stock's lowest day price was 12.3. With this module, you can estimate the performance of a buy and hold strategy of MERCEDES BENZ GRP ADR14 and determine expected loss or profit from investing in MERCEDES-BENZ GRP over a given investment horizon. Check out MERCEDES-BENZ GRP Correlation, MERCEDES-BENZ GRP Volatility and MERCEDES-BENZ GRP Alpha and Beta module to complement your research on MERCEDES-BENZ GRP.
Please note, there is a significant difference between MERCEDES-BENZ GRP's value and its price as these two are different measures arrived at by different means. Investors typically determine if MERCEDES-BENZ GRP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MERCEDES-BENZ GRP's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
MERCEDES-BENZ GRP '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 MERCEDES-BENZ GRP'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 MERCEDES-BENZ GRP.
0.00
04/06/2025
No Change 0.00
0.0
In 3 months and 1 day
07/05/2025
0.00
If you would invest 0.00 in MERCEDES-BENZ GRP on April 6, 2025 and sell it all today you would earn a total of 0.00 from holding MERCEDES BENZ GRP ADR14 or generate 0.0% return on investment in MERCEDES-BENZ GRP over 90 days. MERCEDES-BENZ GRP is related to or competes with CARSALES, Magnachip Semiconductor, Taiwan Semiconductor, SEALED AIR, Hua Hong, Grupo Carso, and Siamgas. Daimler AG, together its subsidiaries, develops and manufactures passenger cars, trucks, vans, and buses in Germany and ... More
MERCEDES-BENZ GRP 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 MERCEDES-BENZ GRP'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 MERCEDES BENZ GRP ADR14 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for MERCEDES-BENZ GRP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MERCEDES-BENZ GRP's standard deviation. In reality, there are many statistical measures that can use MERCEDES-BENZ GRP historical prices to predict the future MERCEDES-BENZ GRP's volatility.
MERCEDES-BENZ GRP appears to be somewhat reliable, given 3 months investment horizon. MERCEDES BENZ GRP has Sharpe Ratio of 0.0633, which conveys that the firm had a 0.0633 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for MERCEDES-BENZ GRP, which you can use to evaluate the volatility of the firm. Please exercise MERCEDES-BENZ GRP's risk adjusted performance of 0.0412, and Mean Deviation of 2.71 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MERCEDES-BENZ GRP holds a performance score of 4. The company secures a Beta (Market Risk) of 0.8, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MERCEDES-BENZ GRP's returns are expected to increase less than the market. However, during the bear market, the loss of holding MERCEDES-BENZ GRP is expected to be smaller as well. Please check MERCEDES-BENZ GRP's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether MERCEDES-BENZ GRP's current price movements will revert.
Auto-correlation
-0.75
Almost perfect reverse predictability
MERCEDES BENZ GRP ADR14 has almost perfect reverse predictability. Overlapping area represents the amount of predictability between MERCEDES-BENZ GRP time series from 6th of April 2025 to 21st of May 2025 and 21st of May 2025 to 5th 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 MERCEDES BENZ GRP price movement. The serial correlation of -0.75 indicates that around 75.0% of current MERCEDES-BENZ GRP price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.75
Spearman Rank Test
-0.67
Residual Average
0.0
Price Variance
0.16
MERCEDES BENZ GRP lagged returns against current returns
Autocorrelation, which is MERCEDES-BENZ GRP 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 MERCEDES-BENZ GRP's stock expected returns. We can calculate the autocorrelation of MERCEDES-BENZ GRP returns to help us make a trade decision. For example, suppose you find that MERCEDES-BENZ GRP 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
MERCEDES-BENZ GRP 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 MERCEDES-BENZ GRP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MERCEDES-BENZ GRP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MERCEDES-BENZ GRP stock over time.
Current vs Lagged Prices
Timeline
MERCEDES-BENZ GRP Lagged Returns
When evaluating MERCEDES-BENZ GRP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MERCEDES-BENZ GRP stock have on its future price. MERCEDES-BENZ GRP 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, MERCEDES-BENZ GRP autocorrelation shows the relationship between MERCEDES-BENZ GRP stock current value and its past values and can show if there is a momentum factor associated with investing in MERCEDES BENZ GRP ADR14.
Other Information on Investing in MERCEDES-BENZ Stock
MERCEDES-BENZ GRP financial ratios help investors to determine whether MERCEDES-BENZ 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 MERCEDES-BENZ with respect to the benefits of owning MERCEDES-BENZ GRP security.