Action SA (Poland) Market Value
| ACT Stock | 20.75 0.50 2.47% |
| Symbol | Action |
Action 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 Action 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 Action SA.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Action SA on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Action SA or generate 0.0% return on investment in Action SA over 90 days. Action SA is related to or competes with Creotech Instruments, Enea SA, KCI SA, Asseco Poland, and Poznanska Korporacja. More
Action 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 Action 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 Action SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.247 | |||
| Maximum Drawdown | 7.33 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.4 |
Action SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Action SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Action SA's standard deviation. In reality, there are many statistical measures that can use Action SA historical prices to predict the future Action SA's volatility.| Risk Adjusted Performance | 0.1524 | |||
| Jensen Alpha | 0.2267 | |||
| Total Risk Alpha | 0.3778 | |||
| Sortino Ratio | 0.2899 | |||
| Treynor Ratio | 1.84 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Action 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.
Action SA Backtested Returns
Currently, Action SA is very steady. Action SA secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Action SA, which you can use to evaluate the volatility of the firm. Please confirm Action SA's Risk Adjusted Performance of 0.1524, downside deviation of 1.11, and Mean Deviation of 0.9333 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Action SA has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Action SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Action SA is expected to be smaller as well. Action SA right now shows a risk of 1.15%. Please confirm Action SA semi variance, and the relationship between the maximum drawdown and accumulation distribution , to decide if Action SA will be following its price patterns.
Auto-correlation | 0.26 |
Poor predictability
Action SA has poor predictability. Overlapping area represents the amount of predictability between Action SA time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th of March 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 Action SA price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Action SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Action SA lagged returns against current returns
Autocorrelation, which is Action 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 Action SA's stock expected returns. We can calculate the autocorrelation of Action SA returns to help us make a trade decision. For example, suppose you find that Action 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 |
Action 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 Action SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Action SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Action SA stock over time.
Current vs Lagged Prices |
| Timeline |
Action SA Lagged Returns
When evaluating Action SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Action SA stock have on its future price. Action 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, Action SA autocorrelation shows the relationship between Action SA stock current value and its past values and can show if there is a momentum factor associated with investing in Action SA.
Regressed Prices |
| Timeline |
Pair Trading with Action SA
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Action SA position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Action SA will appreciate offsetting losses from the drop in the long position's value.Moving together with Action Stock
Moving against Action Stock
The ability to find closely correlated positions to Action SA could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Action SA when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Action SA - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Action SA to buy it.
The correlation of Action SA is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Action SA moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Action SA moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Action SA can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Action Stock Analysis
When running Action SA's price analysis, check to measure Action 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 Action SA is operating at the current time. Most of Action SA's value examination focuses on studying past and present price action to predict the probability of Action 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 Action SA's price. Additionally, you may evaluate how the addition of Action SA to your portfolios can decrease your overall portfolio volatility.