ASM International (Netherlands) Market Value
| ASM Stock | EUR 680.20 -1.60 -0.23% |
| Symbol | ASM |
What if' Analysis
Running a what-if backtest on ASM International NV gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. The stronger interpretation comes from comparing realized return, risk, and path dependency instead of focusing only on the best historical outcome.
| 12/18/2025 |
| 03/18/2026 |
Starting with 0.00 in ASM International on December 18, 2025 and exiting today would produce 0.00 in overall gains. Overall, this is a 0.0% cumulative return in ASM International overall over 90 days. ASM International is related to or competes with BE Semiconductor, Adyen NV, NV Nederlandsche, TKH Group, Ctac NV, Azerion Group, and MotorK. This provides context for relative positioning. ASM International NV, together with its subsidiaries, engages in the research, development, manufacture, marketing, and ... More
ASM International Momentum Range Indicators Summary
Upside/downside measures for ASM International frame directional pressure and range behavior. The indicators are presented as neutral context for price dynamics.
| Downside Deviation | 2.52 | |||
| Information Ratio | 0.1367 | |||
| Maximum Drawdown | 16.77 | |||
| Value At Risk | -4.15 | |||
| Potential Upside | 5.86 |
ASM International Market Risk Indicators Signals
These indicators track ASM International's volatility and return range dynamics. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.1075 | |||
| Jensen Alpha | 0.3686 | |||
| Total Risk Alpha | 0.5362 | |||
| Sortino Ratio | 0.1659 | |||
| Treynor Ratio | -1.68 |
While mean reversion in ASM International is a statistically observable tendency, it operates on uncertain timelines. Positions sized too aggressively against the trend can suffer sustained losses before reversion occurs.
Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.1075 | |||
| Market Risk Adjusted Performance | -1.67 | |||
| Mean Deviation | 2.14 | |||
| Semi Deviation | 2.29 | |||
| Downside Deviation | 2.52 | |||
| Coefficient Of Variation | 789.58 | |||
| Standard Deviation | 3.06 | |||
| Variance | 9.38 | |||
| Information Ratio | 0.1367 | |||
| Jensen Alpha | 0.3686 | |||
| Total Risk Alpha | 0.5362 | |||
| Sortino Ratio | 0.1659 | |||
| Treynor Ratio | -1.68 | |||
| Maximum Drawdown | 16.77 | |||
| Value At Risk | -4.15 | |||
| Potential Upside | 5.86 | |||
| Downside Variance | 6.37 | |||
| Semi Variance | 5.25 | |||
| Expected Short fall | -2.52 | |||
| Skewness | 0.8101 | |||
| Kurtosis | 2.32 |
ASM International Backtested Returns
ASM International continues to exhibit a very low volatility profile over the designated horizon. It records a risk-adjusted return measure of 0.16, measuring return stability during 3 months. We identified thirty technical indicators influencing the company's volatility profile. Please examine metrics such as Semi Deviation of 2.29, risk-adjusted performance of 0.1075, and mean deviation of 2.14 to validate volatility assumptions. On a scale of 0 to 100, ASM International holds a performance score of 12. The company owns a Beta (Systematic Risk) of -0.22, which signifies relatively modest fluctuations relative to the market. ASM International shows a mild inverse relationship with the market, drifting lower in rallies and holding up during downturns. Please confirm ASM International's the relationship between the standard deviation and total risk alpha, to make a quick decision on whether ASM International's historical returns will revert.
Auto-correlation | 0.35 |
Below average predictability
The autocorrelation profile for ASM International NV registers below average predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling ASM International's near-term price behavior. A serial correlation of 0.35 indicates that nearly 35.0% of current ASM International price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 288.39 |
Thematic Opportunities
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