Komax Holding's market value is the price at which a share of Komax Holding trades on a public exchange. It measures the collective expectations of Komax Holding AG investors about its performance. Komax Holding is selling for under 108.80 as of the 23rd of July 2025; that is 3.42 percent increase since the beginning of the trading day. The stock's lowest day price was 106.2. With this module, you can estimate the performance of a buy and hold strategy of Komax Holding AG and determine expected loss or profit from investing in Komax Holding over a given investment horizon. Check out Komax Holding Correlation, Komax Holding Volatility and Komax Holding Alpha and Beta module to complement your research on Komax Holding.
Please note, there is a significant difference between Komax Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine if Komax Holding is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Komax Holding'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.
Komax Holding '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 Komax Holding'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 Komax Holding.
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04/24/2025
No Change 0.00
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In 3 months and 1 day
07/23/2025
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If you would invest 0.00 in Komax Holding on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Komax Holding AG or generate 0.0% return on investment in Komax Holding over 90 days. Komax Holding is related to or competes with Comet Holding, Bossard Holding, VAT Group, Bucher Industries, and Hubersuhner. Komax Holding AG, together with its subsidiaries, engages in the automated wire processing business More
Komax Holding 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 Komax Holding'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 Komax Holding AG 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 Komax Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Komax Holding's standard deviation. In reality, there are many statistical measures that can use Komax Holding historical prices to predict the future Komax Holding's volatility.
At this stage we consider Komax Stock to be very steady. Komax Holding AG has Sharpe Ratio of 0.0729, which conveys that the firm had a 0.0729 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Komax Holding, which you can use to evaluate the volatility of the firm. Please verify Komax Holding's Mean Deviation of 1.58, downside deviation of 2.41, and Risk Adjusted Performance of 0.071 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. Komax Holding has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.65, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Komax Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Komax Holding is expected to be smaller as well. Komax Holding AG right now secures a risk of 2.32%. Please verify Komax Holding AG total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Komax Holding AG will be following its current price movements.
Auto-correlation
-0.12
Insignificant reverse predictability
Komax Holding AG has insignificant reverse predictability. Overlapping area represents the amount of predictability between Komax Holding time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Komax Holding AG price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Komax Holding price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.12
Spearman Rank Test
0.08
Residual Average
0.0
Price Variance
24.68
Komax Holding AG lagged returns against current returns
Autocorrelation, which is Komax Holding 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 Komax Holding's stock expected returns. We can calculate the autocorrelation of Komax Holding returns to help us make a trade decision. For example, suppose you find that Komax Holding 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
Komax Holding 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 Komax Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Komax Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Komax Holding stock over time.
Current vs Lagged Prices
Timeline
Komax Holding Lagged Returns
When evaluating Komax Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Komax Holding stock have on its future price. Komax Holding 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, Komax Holding autocorrelation shows the relationship between Komax Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Komax Holding 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.
When running Komax Holding's price analysis, check to measure Komax Holding'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 Komax Holding is operating at the current time. Most of Komax Holding's value examination focuses on studying past and present price action to predict the probability of Komax Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Komax Holding's price. Additionally, you may evaluate how the addition of Komax Holding to your portfolios can decrease your overall portfolio volatility.