Mnchener Rckversicherungs' market value is the price at which a share of Mnchener Rckversicherungs trades on a public exchange. It measures the collective expectations of Mnchener Rckversicherungs Gesellschaft Aktiengesellschaft investors about its performance. Mnchener Rckversicherungs is trading at 662.35 as of the 3rd of August 2025. This is a 0.29% down since the beginning of the trading day. The stock's lowest day price was 643.15. With this module, you can estimate the performance of a buy and hold strategy of Mnchener Rckversicherungs Gesellschaft Aktiengesellschaft and determine expected loss or profit from investing in Mnchener Rckversicherungs over a given investment horizon. Check out Mnchener Rckversicherungs Correlation, Mnchener Rckversicherungs Volatility and Mnchener Rckversicherungs Alpha and Beta module to complement your research on Mnchener Rckversicherungs.
Please note, there is a significant difference between Mnchener Rckversicherungs' value and its price as these two are different measures arrived at by different means. Investors typically determine if Mnchener Rckversicherungs is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mnchener Rckversicherungs' 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.
Mnchener Rckversicherungs '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 Mnchener Rckversicherungs' 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 Mnchener Rckversicherungs.
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05/05/2025
No Change 0.00
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In 3 months and 1 day
08/03/2025
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If you would invest 0.00 in Mnchener Rckversicherungs on May 5, 2025 and sell it all today you would earn a total of 0.00 from holding Mnchener Rckversicherungs Gesellschaft Aktiengesellschaft or generate 0.0% return on investment in Mnchener Rckversicherungs over 90 days. Mnchener Rckversicherungs is related to or competes with Reinsurance Group, Renaissancere Holdings, Muenchener Rueckver, Allianz SE, Zurich Insurance, AXA SA, and Deutsche Börse. Mnchener Rckversicherungs-Gesellschaft Aktiengesellschaft in Mnchen engages in the insurance and reinsurance businesses ... More
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Mnchener Rckversicherungs' 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 Mnchener Rckversicherungs Gesellschaft Aktiengesellschaft 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 Mnchener Rckversicherungs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mnchener Rckversicherungs' standard deviation. In reality, there are many statistical measures that can use Mnchener Rckversicherungs historical prices to predict the future Mnchener Rckversicherungs' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mnchener Rckversicherungs. Your research has to be compared to or analyzed against Mnchener Rckversicherungs' peers to derive any actionable benefits. When done correctly, Mnchener Rckversicherungs' 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 Mnchener Rckversicherungs.
Mnchener Rckversicherungs Backtested Returns
Mnchener Rckversicherungs has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. Mnchener Rckversicherungs exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mnchener Rckversicherungs' Risk Adjusted Performance of 0.0131, downside deviation of 2.27, and Mean Deviation of 1.82 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.3, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mnchener Rckversicherungs' returns are expected to increase less than the market. However, during the bear market, the loss of holding Mnchener Rckversicherungs is expected to be smaller as well. At this point, Mnchener Rckversicherungs has a negative expected return of -0.0046%. Please make sure to verify Mnchener Rckversicherungs' downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if Mnchener Rckversicherungs performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.11
Insignificant reverse predictability
Mnchener Rckversicherungs Gesellschaft Aktiengesellschaft has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mnchener Rckversicherungs time series from 5th of May 2025 to 19th of June 2025 and 19th of June 2025 to 3rd 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 Mnchener Rckversicherungs price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Mnchener Rckversicherungs price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.11
Spearman Rank Test
-0.02
Residual Average
0.0
Price Variance
263.45
Mnchener Rckversicherungs lagged returns against current returns
Autocorrelation, which is Mnchener Rckversicherungs 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 Mnchener Rckversicherungs' pink sheet expected returns. We can calculate the autocorrelation of Mnchener Rckversicherungs returns to help us make a trade decision. For example, suppose you find that Mnchener Rckversicherungs 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
Mnchener Rckversicherungs 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 Mnchener Rckversicherungs pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mnchener Rckversicherungs pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mnchener Rckversicherungs pink sheet over time.
Current vs Lagged Prices
Timeline
Mnchener Rckversicherungs Lagged Returns
When evaluating Mnchener Rckversicherungs' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mnchener Rckversicherungs pink sheet have on its future price. Mnchener Rckversicherungs 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, Mnchener Rckversicherungs autocorrelation shows the relationship between Mnchener Rckversicherungs pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mnchener Rckversicherungs Gesellschaft Aktiengesellschaft.
Other Information on Investing in Mnchener Pink Sheet
Mnchener Rckversicherungs financial ratios help investors to determine whether Mnchener 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 Mnchener with respect to the benefits of owning Mnchener Rckversicherungs security.