BASF SE's market value is the price at which a share of BASF SE trades on a public exchange. It measures the collective expectations of BASF SE NA investors about its performance. BASF SE is trading at 51.00 as of the 26th of July 2025. This is a 1.49% up since the beginning of the trading day. The stock's lowest day price was 51.0. With this module, you can estimate the performance of a buy and hold strategy of BASF SE NA and determine expected loss or profit from investing in BASF SE over a given investment horizon. Check out BASF SE Correlation, BASF SE Volatility and BASF SE Alpha and Beta module to complement your research on BASF SE.
Please note, there is a significant difference between BASF SE's value and its price as these two are different measures arrived at by different means. Investors typically determine if BASF SE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BASF SE'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.
BASF SE '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 BASF SE's otc 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 BASF SE.
0.00
04/27/2025
No Change 0.00
0.0
In 3 months and 1 day
07/26/2025
0.00
If you would invest 0.00 in BASF SE on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding BASF SE NA or generate 0.0% return on investment in BASF SE over 90 days. BASF SE is related to or competes with Shin-Etsu Chemical, BASF SE, Shin Etsu, Huntsman, Rio Tinto, BHP Group, and LAir Liquide. The company operates through six segments Chemicals, Materials, Industrial Solutions, Surface Technologies, Nutrition Ca... More
BASF SE 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 BASF SE's otc 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 BASF SE NA 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 BASF SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BASF SE's standard deviation. In reality, there are many statistical measures that can use BASF SE historical prices to predict the future BASF SE's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as BASF SE. Your research has to be compared to or analyzed against BASF SE's peers to derive any actionable benefits. When done correctly, BASF SE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in BASF SE NA.
BASF SE NA Backtested Returns
BASF SE NA secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. BASF SE NA exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BASF SE's Semi Deviation of 1.4, mean deviation of 1.27, and Coefficient Of Variation of 1322.5 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BASF SE's returns are expected to increase less than the market. However, during the bear market, the loss of holding BASF SE is expected to be smaller as well. At this point, BASF SE NA has a negative expected return of -0.0167%. Please make sure to confirm BASF SE's total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if BASF SE NA performance from the past will be repeated in the future.
Auto-correlation
-0.3
Weak reverse predictability
BASF SE NA has weak reverse predictability. Overlapping area represents the amount of predictability between BASF SE time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th 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 BASF SE NA price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current BASF SE price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.3
Spearman Rank Test
-0.42
Residual Average
0.0
Price Variance
1.03
BASF SE NA lagged returns against current returns
Autocorrelation, which is BASF SE otc 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 BASF SE's otc stock expected returns. We can calculate the autocorrelation of BASF SE returns to help us make a trade decision. For example, suppose you find that BASF SE has exhibited high autocorrelation historically, and you observe that the otc 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
BASF SE 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 BASF SE otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BASF SE otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BASF SE otc stock over time.
Current vs Lagged Prices
Timeline
BASF SE Lagged Returns
When evaluating BASF SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BASF SE otc stock have on its future price. BASF SE 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, BASF SE autocorrelation shows the relationship between BASF SE otc stock current value and its past values and can show if there is a momentum factor associated with investing in BASF SE NA.
BASF SE financial ratios help investors to determine whether BASF OTC 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 BASF with respect to the benefits of owning BASF SE security.