Medartis Holding (Switzerland) Market Value
| MED Stock | 83.00 0.90 1.07% |
| Symbol | Medartis |
Medartis Holding '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 Medartis Holding'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 Medartis Holding.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Medartis Holding on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Medartis Holding AG or generate 0.0% return on investment in Medartis Holding over 90 days. Medartis Holding is related to or competes with Medacta Group, Sensirion Holding, Ypsomed Holding, Bachem Holding, and Straumann Holding. More
Medartis Holding 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 Medartis Holding'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 Medartis Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | 0.0946 | |||
| Maximum Drawdown | 17.08 | |||
| Value At Risk | (3.02) | |||
| Potential Upside | 3.86 |
Medartis Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Medartis Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Medartis Holding's standard deviation. In reality, there are many statistical measures that can use Medartis Holding historical prices to predict the future Medartis Holding's volatility.| Risk Adjusted Performance | 0.1497 | |||
| Total Risk Alpha | 0.0227 | |||
| Sortino Ratio | 0.1084 |
Medartis Holding Backtested Returns
At this stage we consider Medartis Stock to be very steady. Medartis Holding has Sharpe Ratio of 0.086, which conveys that the firm had a 0.086 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Medartis Holding, which you can use to evaluate the volatility of the firm. Please verify Medartis Holding's Risk Adjusted Performance of 0.1497, coefficient of variation of 650.43, and Semi Deviation of 1.64 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. Medartis Holding has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Medartis Holding are completely uncorrelated. Medartis Holding right now secures a risk of 2.04%. Please verify Medartis Holding AG standard deviation, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to decide if Medartis Holding AG will be following its current price movements.
Auto-correlation | 0.33 |
Below average predictability
Medartis Holding AG has below average predictability. Overlapping area represents the amount of predictability between Medartis Holding time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Medartis Holding price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Medartis Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 2.02 |
Medartis Holding lagged returns against current returns
Autocorrelation, which is Medartis Holding 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 Medartis Holding's stock expected returns. We can calculate the autocorrelation of Medartis Holding returns to help us make a trade decision. For example, suppose you find that Medartis Holding 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 |
Medartis Holding 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 Medartis Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Medartis Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Medartis Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Medartis Holding Lagged Returns
When evaluating Medartis Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Medartis Holding stock have on its future price. Medartis Holding 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, Medartis Holding autocorrelation shows the relationship between Medartis Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Medartis Holding 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 Medartis Stock Analysis
When running Medartis Holding's price analysis, check to measure Medartis Holding'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 Medartis Holding is operating at the current time. Most of Medartis Holding's value examination focuses on studying past and present price action to predict the probability of Medartis Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Medartis Holding's price. Additionally, you may evaluate how the addition of Medartis Holding to your portfolios can decrease your overall portfolio volatility.