Powszechna Kasa Oszczednosci Stock Market Value
| PSZKY Stock | USD 15.75 0.45 2.94% |
| Symbol | Powszechna |
Powszechna Kasa '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 Powszechna Kasa'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 Powszechna Kasa.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Powszechna Kasa on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Powszechna Kasa Oszczednosci or generate 0.0% return on investment in Powszechna Kasa over 720 days. Powszechna Kasa is related to or competes with Truist Financial, PNC Financial, KeyCorp, Western Alliance, and Zions Bancorporation. Powszechna Kasa Oszczednosci Bank Polski Splka Akcyjna provides banking services in Poland, Ukraine, Sweden, the Czech R... More
Powszechna Kasa 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 Powszechna Kasa'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 Powszechna Kasa Oszczednosci upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.77 | |||
| Information Ratio | 0.0554 | |||
| Maximum Drawdown | 33.8 | |||
| Value At Risk | (11.33) | |||
| Potential Upside | 14.19 |
Powszechna Kasa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Powszechna Kasa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Powszechna Kasa's standard deviation. In reality, there are many statistical measures that can use Powszechna Kasa historical prices to predict the future Powszechna Kasa's volatility.| Risk Adjusted Performance | 0.0581 | |||
| Jensen Alpha | 0.4209 | |||
| Total Risk Alpha | 0.1211 | |||
| Sortino Ratio | 0.0592 | |||
| Treynor Ratio | 1.03 |
Powszechna Kasa Oszc Backtested Returns
Powszechna Kasa appears to be slightly risky, given 3 months investment horizon. Powszechna Kasa Oszc maintains Sharpe Ratio (i.e., Efficiency) of 0.0419, which implies the firm had a 0.0419% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Powszechna Kasa Oszc, which you can use to evaluate the volatility of the company. Please evaluate Powszechna Kasa's Semi Deviation of 6.16, risk adjusted performance of 0.0581, and Coefficient Of Variation of 1624.38 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Powszechna Kasa holds a performance score of 3. The company holds a Beta of 0.42, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Powszechna Kasa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Powszechna Kasa is expected to be smaller as well. Please check Powszechna Kasa's treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day median price , to make a quick decision on whether Powszechna Kasa's historical price patterns will revert.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Powszechna Kasa Oszczednosci has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Powszechna Kasa time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Powszechna Kasa Oszc price movement. The serial correlation of -0.8 indicates that around 80.0% of current Powszechna Kasa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 17.24 |
Powszechna Kasa Oszc lagged returns against current returns
Autocorrelation, which is Powszechna Kasa 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 Powszechna Kasa's pink sheet expected returns. We can calculate the autocorrelation of Powszechna Kasa returns to help us make a trade decision. For example, suppose you find that Powszechna Kasa 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 |
Powszechna Kasa 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 Powszechna Kasa pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Powszechna Kasa pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Powszechna Kasa pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Powszechna Kasa Lagged Returns
When evaluating Powszechna Kasa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Powszechna Kasa pink sheet have on its future price. Powszechna Kasa 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, Powszechna Kasa autocorrelation shows the relationship between Powszechna Kasa pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Powszechna Kasa Oszczednosci.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Powszechna Pink Sheet Analysis
When running Powszechna Kasa's price analysis, check to measure Powszechna Kasa'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 Powszechna Kasa is operating at the current time. Most of Powszechna Kasa's value examination focuses on studying past and present price action to predict the probability of Powszechna Kasa's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Powszechna Kasa's price. Additionally, you may evaluate how the addition of Powszechna Kasa to your portfolios can decrease your overall portfolio volatility.