Umicore Sa Stock Technical Analysis
| UMICF Stock | USD 22.96 0.64 2.87% |
As of the 25th of January, Umicore SA has the Semi Deviation of 2.5, coefficient of variation of 1627.62, and Risk Adjusted Performance of 0.0528. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Umicore SA, as well as the relationship between them. Please validate Umicore SA maximum drawdown, and the relationship between the information ratio and downside variance to decide if Umicore SA is priced more or less accurately, providing market reflects its prevalent price of 22.96 per share. Given that Umicore SA has jensen alpha of 0.1798, we advise you to double-check Umicore SA's current market performance to make sure the company can sustain itself at a future point.
Umicore SA Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Umicore, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to UmicoreUmicore |
Umicore 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 Umicore SA's 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 Umicore SA.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Umicore SA on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Umicore SA or generate 0.0% return on investment in Umicore SA over 90 days. Umicore SA is related to or competes with Kurita Water, Kurita Water, Atlas Arteria, Flughafen Wien, Tomra Systems, and Grupo Aeroportuario. Umicore SA operates as a materials technology and recycling company worldwide More
Umicore 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 Umicore SA's 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 Umicore SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.04 | |||
| Information Ratio | 0.0384 | |||
| Maximum Drawdown | 17.6 | |||
| Value At Risk | (5.20) | |||
| Potential Upside | 4.04 |
Umicore SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Umicore SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Umicore SA's standard deviation. In reality, there are many statistical measures that can use Umicore SA historical prices to predict the future Umicore SA's volatility.| Risk Adjusted Performance | 0.0528 | |||
| Jensen Alpha | 0.1798 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0324 | |||
| Treynor Ratio | 0.6982 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Umicore SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Umicore SA January 25, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0528 | |||
| Market Risk Adjusted Performance | 0.7082 | |||
| Mean Deviation | 2.06 | |||
| Semi Deviation | 2.5 | |||
| Downside Deviation | 4.04 | |||
| Coefficient Of Variation | 1627.62 | |||
| Standard Deviation | 3.41 | |||
| Variance | 11.61 | |||
| Information Ratio | 0.0384 | |||
| Jensen Alpha | 0.1798 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0324 | |||
| Treynor Ratio | 0.6982 | |||
| Maximum Drawdown | 17.6 | |||
| Value At Risk | (5.20) | |||
| Potential Upside | 4.04 | |||
| Downside Variance | 16.32 | |||
| Semi Variance | 6.24 | |||
| Expected Short fall | (3.03) | |||
| Skewness | 1.09 | |||
| Kurtosis | 4.37 |
Umicore SA Backtested Returns
Umicore SA appears to be not too volatile, given 3 months investment horizon. Umicore SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0881, which indicates the firm had a 0.0881 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Umicore SA, which you can use to evaluate the volatility of the company. Please review Umicore SA's Semi Deviation of 2.5, risk adjusted performance of 0.0528, and Coefficient Of Variation of 1627.62 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Umicore SA holds a performance score of 6. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Umicore SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Umicore SA is expected to be smaller as well. Please check Umicore SA's downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to make a quick decision on whether Umicore SA's existing price patterns will revert.
Auto-correlation | -0.52 |
Good reverse predictability
Umicore SA has good reverse predictability. Overlapping area represents the amount of predictability between Umicore SA time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Umicore SA price movement. The serial correlation of -0.52 indicates that about 52.0% of current Umicore SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 1.43 |
Umicore SA technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.
Umicore SA Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Umicore SA volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Umicore SA Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Umicore SA on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Umicore SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Umicore SA price pattern first instead of the macroeconomic environment surrounding Umicore SA. By analyzing Umicore SA's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Umicore SA's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Umicore SA specific price patterns or momentum indicators. Please read more on our technical analysis page.
Umicore SA January 25, 2026 Technical Indicators
Most technical analysis of Umicore help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Umicore from various momentum indicators to cycle indicators. When you analyze Umicore charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0528 | |||
| Market Risk Adjusted Performance | 0.7082 | |||
| Mean Deviation | 2.06 | |||
| Semi Deviation | 2.5 | |||
| Downside Deviation | 4.04 | |||
| Coefficient Of Variation | 1627.62 | |||
| Standard Deviation | 3.41 | |||
| Variance | 11.61 | |||
| Information Ratio | 0.0384 | |||
| Jensen Alpha | 0.1798 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0324 | |||
| Treynor Ratio | 0.6982 | |||
| Maximum Drawdown | 17.6 | |||
| Value At Risk | (5.20) | |||
| Potential Upside | 4.04 | |||
| Downside Variance | 16.32 | |||
| Semi Variance | 6.24 | |||
| Expected Short fall | (3.03) | |||
| Skewness | 1.09 | |||
| Kurtosis | 4.37 |
Umicore SA January 25, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Umicore stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.03 | ||
| Day Median Price | 22.96 | ||
| Day Typical Price | 22.96 | ||
| Price Action Indicator | 0.32 |
Complementary Tools for Umicore Pink Sheet analysis
When running Umicore SA's price analysis, check to measure Umicore SA'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 Umicore SA is operating at the current time. Most of Umicore SA's value examination focuses on studying past and present price action to predict the probability of Umicore SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Umicore SA's price. Additionally, you may evaluate how the addition of Umicore SA to your portfolios can decrease your overall portfolio volatility.
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| AI Portfolio Prophet Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges |