APS Energia (Poland) Market Value
| APE Stock | 3.33 0.02 0.60% |
| Symbol | APS |
APS Energia '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 APS Energia'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 APS Energia.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in APS Energia on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding APS Energia SA or generate 0.0% return on investment in APS Energia over 90 days. APS Energia is related to or competes with UniCredit SpA, VR Factory, MBank SA, Alior Bank, Monnari Trade, Bank Millennium, and Centrum Finansowe. More
APS Energia 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 APS Energia'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 APS Energia SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.89 | |||
| Information Ratio | 0.147 | |||
| Maximum Drawdown | 21.78 | |||
| Value At Risk | (4.79) | |||
| Potential Upside | 6.82 |
APS Energia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for APS Energia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as APS Energia's standard deviation. In reality, there are many statistical measures that can use APS Energia historical prices to predict the future APS Energia's volatility.| Risk Adjusted Performance | 0.1128 | |||
| Jensen Alpha | 0.4897 | |||
| Total Risk Alpha | 0.918 | |||
| Sortino Ratio | 0.1919 | |||
| Treynor Ratio | 1.1 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of APS Energia'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.
APS Energia SA Backtested Returns
APS Energia appears to be unstable, given 3 months investment horizon. APS Energia SA secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for APS Energia SA, which you can use to evaluate the volatility of the firm. Please makes use of APS Energia's mean deviation of 2.68, and Risk Adjusted Performance of 0.1128 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, APS Energia holds a performance score of 9. The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, APS Energia's returns are expected to increase less than the market. However, during the bear market, the loss of holding APS Energia is expected to be smaller as well. Please check APS Energia's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether APS Energia's price patterns will revert.
Auto-correlation | 0.45 |
Average predictability
APS Energia SA has average predictability. Overlapping area represents the amount of predictability between APS Energia time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 APS Energia SA price movement. The serial correlation of 0.45 indicates that just about 45.0% of current APS Energia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
APS Energia SA lagged returns against current returns
Autocorrelation, which is APS Energia 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 APS Energia's stock expected returns. We can calculate the autocorrelation of APS Energia returns to help us make a trade decision. For example, suppose you find that APS Energia 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 |
APS Energia 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 APS Energia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if APS Energia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in APS Energia stock over time.
Current vs Lagged Prices |
| Timeline |
APS Energia Lagged Returns
When evaluating APS Energia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of APS Energia stock have on its future price. APS Energia 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, APS Energia autocorrelation shows the relationship between APS Energia stock current value and its past values and can show if there is a momentum factor associated with investing in APS Energia SA.
Regressed Prices |
| Timeline |
Pair Trading with APS Energia
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 APS Energia 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 APS Energia will appreciate offsetting losses from the drop in the long position's value.Moving together with APS Stock
The ability to find closely correlated positions to APS Energia could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace APS Energia 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 APS Energia - 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 APS Energia SA to buy it.
The correlation of APS Energia 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 APS Energia moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if APS Energia 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 APS Energia 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 APS Stock Analysis
When running APS Energia's price analysis, check to measure APS Energia'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 APS Energia is operating at the current time. Most of APS Energia's value examination focuses on studying past and present price action to predict the probability of APS Energia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move APS Energia's price. Additionally, you may evaluate how the addition of APS Energia to your portfolios can decrease your overall portfolio volatility.