Umicore Sa Stock Market Value
| UMICF Stock | USD 18.19 0.20 1.11% |
| Symbol | Umicore |
Umicore SA '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 Umicore SA's pink sheet 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 Umicore SA.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Umicore SA on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Umicore SA or generate 0.0% return on investment in Umicore SA over 90 days. Umicore SA is related to or competes with Umicore SA, Campine, Republic Services, Waste Management, Johnson Matthey, Teleperformance, and Sumitomo Metal. Umicore SA operates as a materials technology and recycling company worldwide More
Umicore SA 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 Umicore SA's pink sheet 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 Umicore SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.19 | |||
| Information Ratio | 0.2809 | |||
| Maximum Drawdown | 20.9 | |||
| Value At Risk | (2.91) | |||
| Potential Upside | 7.8 |
Umicore SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Umicore SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Umicore SA's standard deviation. In reality, there are many statistical measures that can use Umicore SA historical prices to predict the future Umicore SA's volatility.| Risk Adjusted Performance | 0.3042 | |||
| Jensen Alpha | 1.12 | |||
| Total Risk Alpha | 0.6696 | |||
| Sortino Ratio | 0.3364 | |||
| Treynor Ratio | 1.86 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Umicore SA'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.
Umicore SA Backtested Returns
Umicore SA is not too volatile given 3 months investment horizon. Umicore SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.32, which indicates the firm had a 0.32 % return per unit of risk over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.26% are justified by taking the suggested risk. Use Umicore SA Coefficient Of Variation of 314.81, risk adjusted performance of 0.3042, and Semi Deviation of 1.31 to evaluate company specific risk that cannot be diversified away. Umicore SA holds a performance score of 25 on a scale of zero to a hundred. The entity has a beta of 0.65, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Umicore SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Umicore SA is expected to be smaller as well. Use Umicore SA downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to analyze future returns on Umicore SA.
Auto-correlation | 0.84 |
Very good predictability
Umicore SA has very good predictability. Overlapping area represents the amount of predictability between Umicore SA 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 Umicore SA price movement. The serial correlation of 0.84 indicates that around 84.0% of current Umicore SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 4.86 |
Umicore SA lagged returns against current returns
Autocorrelation, which is Umicore SA pink sheet'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 Umicore SA's pink sheet expected returns. We can calculate the autocorrelation of Umicore SA returns to help us make a trade decision. For example, suppose you find that Umicore SA has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Umicore SA 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 Umicore SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Umicore SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Umicore SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Umicore SA Lagged Returns
When evaluating Umicore SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Umicore SA pink sheet have on its future price. Umicore SA 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, Umicore SA autocorrelation shows the relationship between Umicore SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Umicore SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Umicore Pink Sheet
Umicore SA financial ratios help investors to determine whether Umicore Pink Sheet 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 Umicore with respect to the benefits of owning Umicore SA security.