Nemetschek (Germany) Market Value

NEM Stock   126.80  1.60  1.25%   
Nemetschek's market value is the price at which a share of Nemetschek trades on a public exchange. It measures the collective expectations of Nemetschek AG ON investors about its performance. Nemetschek is selling for under 126.80 as of the 10th of June 2025; that is 1.25% down since the beginning of the trading day. The stock's last reported lowest price was 126.4.
With this module, you can estimate the performance of a buy and hold strategy of Nemetschek AG ON and determine expected loss or profit from investing in Nemetschek over a given investment horizon. Check out Nemetschek Correlation, Nemetschek Volatility and Nemetschek Alpha and Beta module to complement your research on Nemetschek.
Symbol

Please note, there is a significant difference between Nemetschek's value and its price as these two are different measures arrived at by different means. Investors typically determine if Nemetschek is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nemetschek'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.

Nemetschek '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 Nemetschek'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 Nemetschek.
0.00
03/12/2025
No Change 0.00  0.0 
In 3 months and 1 day
06/10/2025
0.00
If you would invest  0.00  in Nemetschek on March 12, 2025 and sell it all today you would earn a total of 0.00 from holding Nemetschek AG ON or generate 0.0% return on investment in Nemetschek over 90 days. Nemetschek is related to or competes with SPORTING, JAPAN TOBACCO, Gaztransport Technigaz, BRIT AMER, COLUMBIA SPORTSWEAR, Southwest Airlines, and Fukuyama Transporting. More

Nemetschek 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 Nemetschek'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 Nemetschek AG ON upside and downside potential and time the market with a certain degree of confidence.

Nemetschek Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Nemetschek's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nemetschek's standard deviation. In reality, there are many statistical measures that can use Nemetschek historical prices to predict the future Nemetschek's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nemetschek's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
124.66126.80128.94
Details
Intrinsic
Valuation
LowRealHigh
114.12150.89153.03
Details
Naive
Forecast
LowNextHigh
135.00137.15139.29
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
115.75121.78128.47
Details

Nemetschek AG ON Backtested Returns

Nemetschek appears to be very steady, given 3 months investment horizon. Nemetschek AG ON has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Nemetschek, which you can use to evaluate the volatility of the firm. Please exercise Nemetschek's Risk Adjusted Performance of 0.1297, mean deviation of 1.71, and Downside Deviation of 2.03 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nemetschek holds a performance score of 8. The company secures a Beta (Market Risk) of 0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nemetschek's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nemetschek is expected to be smaller as well. Please check Nemetschek's downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Nemetschek's current price movements will revert.

Auto-correlation

    
  0.05  

Virtually no predictability

Nemetschek AG ON has virtually no predictability. Overlapping area represents the amount of predictability between Nemetschek time series from 12th of March 2025 to 26th of April 2025 and 26th of April 2025 to 10th of June 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 Nemetschek AG ON price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Nemetschek price fluctuation can be explain by its past prices.
Correlation Coefficient0.05
Spearman Rank Test-0.11
Residual Average0.0
Price Variance12.3

Nemetschek AG ON lagged returns against current returns

Autocorrelation, which is Nemetschek 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 Nemetschek's stock expected returns. We can calculate the autocorrelation of Nemetschek returns to help us make a trade decision. For example, suppose you find that Nemetschek 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  

Nemetschek 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 Nemetschek stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nemetschek stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nemetschek stock over time.
   Current vs Lagged Prices   
       Timeline  

Nemetschek Lagged Returns

When evaluating Nemetschek's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nemetschek stock have on its future price. Nemetschek 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, Nemetschek autocorrelation shows the relationship between Nemetschek stock current value and its past values and can show if there is a momentum factor associated with investing in Nemetschek AG ON.
   Regressed Prices   
       Timeline  

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Additional Tools for Nemetschek Stock Analysis

When running Nemetschek's price analysis, check to measure Nemetschek'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 Nemetschek is operating at the current time. Most of Nemetschek's value examination focuses on studying past and present price action to predict the probability of Nemetschek's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nemetschek's price. Additionally, you may evaluate how the addition of Nemetschek to your portfolios can decrease your overall portfolio volatility.