MULTI CHEM (Germany) Market Value
| MQR1 Stock | EUR 2.16 0.04 1.89% |
| Symbol | MULTI |
MULTI CHEM '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 MULTI CHEM'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 MULTI CHEM.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in MULTI CHEM on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding MULTI CHEM LTD or generate 0.0% return on investment in MULTI CHEM over 90 days. MULTI CHEM is related to or competes with FEMALE HEALTH, MAANSHAN IRON, Phibro Animal, Veolia Environnement, PETCO HEALTH, DENTSPLY SIRONA, and RYMAN HEALTHCAR. Multi-Chem Limited, an investment holding company, distributes hardware and software related to Internet and network pro... More
MULTI CHEM 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 MULTI CHEM'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 MULTI CHEM LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.94 | |||
| Information Ratio | 0.0335 | |||
| Maximum Drawdown | 19.48 | |||
| Value At Risk | (8.18) | |||
| Potential Upside | 8.91 |
MULTI CHEM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MULTI CHEM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MULTI CHEM's standard deviation. In reality, there are many statistical measures that can use MULTI CHEM historical prices to predict the future MULTI CHEM's volatility.| Risk Adjusted Performance | 0.066 | |||
| Jensen Alpha | 0.3406 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | 0.028 | |||
| Treynor Ratio | (0.89) |
MULTI CHEM LTD Backtested Returns
MULTI CHEM appears to be dangerous, given 3 months investment horizon. MULTI CHEM LTD has Sharpe Ratio of 0.0629, which conveys that the firm had a 0.0629 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for MULTI CHEM, which you can use to evaluate the volatility of the firm. Please exercise MULTI CHEM's mean deviation of 3.52, and Risk Adjusted Performance of 0.066 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MULTI CHEM holds a performance score of 4. The company secures a Beta (Market Risk) of -0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning MULTI CHEM are expected to decrease at a much lower rate. During the bear market, MULTI CHEM is likely to outperform the market. Please check MULTI CHEM's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether MULTI CHEM's current price movements will revert.
Auto-correlation | 0.32 |
Below average predictability
MULTI CHEM LTD has below average predictability. Overlapping area represents the amount of predictability between MULTI CHEM time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 MULTI CHEM LTD price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current MULTI CHEM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MULTI CHEM LTD lagged returns against current returns
Autocorrelation, which is MULTI CHEM 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 MULTI CHEM's stock expected returns. We can calculate the autocorrelation of MULTI CHEM returns to help us make a trade decision. For example, suppose you find that MULTI CHEM 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 |
MULTI CHEM 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 MULTI CHEM stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MULTI CHEM stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MULTI CHEM stock over time.
Current vs Lagged Prices |
| Timeline |
MULTI CHEM Lagged Returns
When evaluating MULTI CHEM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MULTI CHEM stock have on its future price. MULTI CHEM 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, MULTI CHEM autocorrelation shows the relationship between MULTI CHEM stock current value and its past values and can show if there is a momentum factor associated with investing in MULTI CHEM LTD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MULTI Stock
MULTI CHEM financial ratios help investors to determine whether MULTI 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 MULTI with respect to the benefits of owning MULTI CHEM security.