MULTI-CHEM (Germany) Market Value
| MQR1 Stock | EUR 2.10 0.06 2.78% |
| Symbol | MULTI-CHEM |
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.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in MULTI-CHEM on May 12, 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 TRADEDOUBLER, Sun Art, United Rentals, Canon Marketing, ALBIS LEASING, WILLIS LEASE, and MARKET VECTR. 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 | 5.31 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 18.06 | |||
| 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 | 0.0167 | |||
| Jensen Alpha | 0.039 | |||
| Total Risk Alpha | (0.63) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 5.18 |
MULTI CHEM LTD Backtested Returns
At this point, MULTI-CHEM is dangerous. MULTI CHEM LTD has Sharpe Ratio of 0.0353, which conveys that the firm had a 0.0353 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for MULTI-CHEM, which you can use to evaluate the volatility of the firm. Please verify MULTI-CHEM's risk adjusted performance of 0.0167, and Mean Deviation of 3.31 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. MULTI-CHEM has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0077, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MULTI-CHEM's returns are expected to increase less than the market. However, during the bear market, the loss of holding MULTI-CHEM is expected to be smaller as well. MULTI CHEM LTD currently secures a risk of 4.56%. Please verify MULTI CHEM LTD total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if MULTI CHEM LTD will be following its current price movements.
Auto-correlation | 0.11 |
Insignificant predictability
MULTI CHEM LTD has insignificant predictability. Overlapping area represents the amount of predictability between MULTI-CHEM time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th of August 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 0.11 indicates that less than 11.0% of current MULTI-CHEM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.42 | |
| 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-CHEM Stock
MULTI-CHEM financial ratios help investors to determine whether MULTI-CHEM 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-CHEM with respect to the benefits of owning MULTI-CHEM security.