MEMSCAP SA (Germany) Market Value
| MSBA Stock | EUR 4.08 0.02 0.49% |
| Symbol | MEMSCAP |
MEMSCAP 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 MEMSCAP SA'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 MEMSCAP SA.
| 05/17/2025 |
| 08/15/2025 |
If you would invest 0.00 in MEMSCAP SA on May 17, 2025 and sell it all today you would earn a total of 0.00 from holding MEMSCAP SA or generate 0.0% return on investment in MEMSCAP SA over 90 days. MEMSCAP SA is related to or competes with ASML HOLDING, ASML Holding, ASML Holding, Applied Materials, Tokyo Electron, KLA, and Enphase Energy. MEMSCAP, S.A. provides products and solutions based on micro-electro-mechanical systems for aerospacedefense, optical co... More
MEMSCAP 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 MEMSCAP SA'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 MEMSCAP SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.18 | |||
| Information Ratio | 0.0394 | |||
| Maximum Drawdown | 20.4 | |||
| Value At Risk | (4.91) | |||
| Potential Upside | 6.09 |
MEMSCAP SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MEMSCAP SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MEMSCAP SA's standard deviation. In reality, there are many statistical measures that can use MEMSCAP SA historical prices to predict the future MEMSCAP SA's volatility.| Risk Adjusted Performance | 0.0548 | |||
| Jensen Alpha | 0.2303 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.043 | |||
| Treynor Ratio | (1.20) |
MEMSCAP SA Backtested Returns
MEMSCAP SA appears to be unstable, given 3 months investment horizon. MEMSCAP SA has Sharpe Ratio of 0.0667, which conveys that the firm had a 0.0667 % return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for MEMSCAP SA, which you can use to evaluate the volatility of the firm. Please exercise MEMSCAP SA's risk adjusted performance of 0.0548, and Mean Deviation of 2.38 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MEMSCAP SA holds a performance score of 5. The company secures a Beta (Market Risk) of -0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MEMSCAP SA are expected to decrease at a much lower rate. During the bear market, MEMSCAP SA is likely to outperform the market. Please check MEMSCAP SA's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether MEMSCAP SA's current price movements will revert.
Auto-correlation | -0.05 |
Very weak reverse predictability
MEMSCAP SA has very weak reverse predictability. Overlapping area represents the amount of predictability between MEMSCAP SA time series from 17th of May 2025 to 1st of July 2025 and 1st of July 2025 to 15th 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 MEMSCAP SA price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current MEMSCAP SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
MEMSCAP SA lagged returns against current returns
Autocorrelation, which is MEMSCAP SA 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 MEMSCAP SA's stock expected returns. We can calculate the autocorrelation of MEMSCAP SA returns to help us make a trade decision. For example, suppose you find that MEMSCAP SA 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 |
MEMSCAP 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 MEMSCAP SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MEMSCAP SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MEMSCAP SA stock over time.
Current vs Lagged Prices |
| Timeline |
MEMSCAP SA Lagged Returns
When evaluating MEMSCAP SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MEMSCAP SA stock have on its future price. MEMSCAP 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, MEMSCAP SA autocorrelation shows the relationship between MEMSCAP SA stock current value and its past values and can show if there is a momentum factor associated with investing in MEMSCAP SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MEMSCAP Stock
MEMSCAP SA financial ratios help investors to determine whether MEMSCAP 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 MEMSCAP with respect to the benefits of owning MEMSCAP SA security.