Medmix AG (Switzerland) Market Value
| MEDX Stock | 12.24 0.06 0.49% |
| Symbol | Medmix |
Medmix AG '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 Medmix AG'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 Medmix AG.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Medmix AG on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding medmix AG or generate 0.0% return on investment in Medmix AG over 90 days. Medmix AG is related to or competes with Sulzer AG, VAT Group, OC Oerlikon, Swiss Life, and Stadler Rail. More
Medmix AG 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 Medmix AG'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 medmix AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.23 | |||
| Information Ratio | 0.1344 | |||
| Maximum Drawdown | 12.43 | |||
| Value At Risk | (3.15) | |||
| Potential Upside | 5.19 |
Medmix AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Medmix AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Medmix AG's standard deviation. In reality, there are many statistical measures that can use Medmix AG historical prices to predict the future Medmix AG's volatility.| Risk Adjusted Performance | 0.1809 | |||
| Jensen Alpha | 0.4723 | |||
| Total Risk Alpha | 0.1157 | |||
| Sortino Ratio | 0.1623 | |||
| Treynor Ratio | 3.14 |
medmix AG Backtested Returns
Medmix AG appears to be not too volatile, given 3 months investment horizon. medmix AG has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Medmix AG, which you can use to evaluate the volatility of the firm. Please exercise Medmix AG's Market Risk Adjusted Performance of 3.15, risk adjusted performance of 0.1809, and Downside Deviation of 2.23 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Medmix AG holds a performance score of 12. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Medmix AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Medmix AG is expected to be smaller as well. Please check Medmix AG's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to make a quick decision on whether Medmix AG's current price movements will revert.
Auto-correlation | 0.26 |
Poor predictability
medmix AG has poor predictability. Overlapping area represents the amount of predictability between Medmix AG time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 medmix AG price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Medmix AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.56 |
medmix AG lagged returns against current returns
Autocorrelation, which is Medmix AG 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 Medmix AG's stock expected returns. We can calculate the autocorrelation of Medmix AG returns to help us make a trade decision. For example, suppose you find that Medmix AG 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 |
Medmix AG 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 Medmix AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Medmix AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Medmix AG stock over time.
Current vs Lagged Prices |
| Timeline |
Medmix AG Lagged Returns
When evaluating Medmix AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Medmix AG stock have on its future price. Medmix AG 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, Medmix AG autocorrelation shows the relationship between Medmix AG stock current value and its past values and can show if there is a momentum factor associated with investing in medmix 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 Medmix Stock Analysis
When running Medmix AG's price analysis, check to measure Medmix AG'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 Medmix AG is operating at the current time. Most of Medmix AG's value examination focuses on studying past and present price action to predict the probability of Medmix AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Medmix AG's price. Additionally, you may evaluate how the addition of Medmix AG to your portfolios can decrease your overall portfolio volatility.