Izolacja Jarocin (Poland) Market Value
| IZO Stock | 3.80 0.09 2.43% |
| Symbol | Izolacja |
Izolacja Jarocin '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 Izolacja Jarocin'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 Izolacja Jarocin.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Izolacja Jarocin on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Izolacja Jarocin SA or generate 0.0% return on investment in Izolacja Jarocin over 90 days.
Izolacja Jarocin 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 Izolacja Jarocin'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 Izolacja Jarocin SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.43 | |||
| Information Ratio | 0.1127 | |||
| Maximum Drawdown | 13.19 | |||
| Value At Risk | (4.50) | |||
| Potential Upside | 5.44 |
Izolacja Jarocin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Izolacja Jarocin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Izolacja Jarocin's standard deviation. In reality, there are many statistical measures that can use Izolacja Jarocin historical prices to predict the future Izolacja Jarocin's volatility.| Risk Adjusted Performance | 0.0772 | |||
| Jensen Alpha | 0.2705 | |||
| Total Risk Alpha | 0.6211 | |||
| Sortino Ratio | 0.1007 | |||
| Treynor Ratio | 0.7654 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Izolacja Jarocin'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.
Izolacja Jarocin Backtested Returns
Izolacja Jarocin appears to be moderately volatile, given 3 months investment horizon. Izolacja Jarocin holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Izolacja Jarocin, which you can use to evaluate the volatility of the firm. Please utilize Izolacja Jarocin's Downside Deviation of 3.43, risk adjusted performance of 0.0772, and Market Risk Adjusted Performance of 0.7754 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Izolacja Jarocin holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Izolacja Jarocin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Izolacja Jarocin is expected to be smaller as well. Please check Izolacja Jarocin's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Izolacja Jarocin's current trending patterns will revert.
Auto-correlation | 0.67 |
Good predictability
Izolacja Jarocin SA has good predictability. Overlapping area represents the amount of predictability between Izolacja Jarocin time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Izolacja Jarocin price movement. The serial correlation of 0.67 indicates that around 67.0% of current Izolacja Jarocin price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Izolacja Jarocin lagged returns against current returns
Autocorrelation, which is Izolacja Jarocin 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 Izolacja Jarocin's stock expected returns. We can calculate the autocorrelation of Izolacja Jarocin returns to help us make a trade decision. For example, suppose you find that Izolacja Jarocin 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 |
Izolacja Jarocin 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 Izolacja Jarocin stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Izolacja Jarocin stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Izolacja Jarocin stock over time.
Current vs Lagged Prices |
| Timeline |
Izolacja Jarocin Lagged Returns
When evaluating Izolacja Jarocin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Izolacja Jarocin stock have on its future price. Izolacja Jarocin 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, Izolacja Jarocin autocorrelation shows the relationship between Izolacja Jarocin stock current value and its past values and can show if there is a momentum factor associated with investing in Izolacja Jarocin SA.
Regressed Prices |
| Timeline |
Pair Trading with Izolacja Jarocin
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 Izolacja Jarocin 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 Izolacja Jarocin will appreciate offsetting losses from the drop in the long position's value.Moving together with Izolacja Stock
The ability to find closely correlated positions to Izolacja Jarocin could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Izolacja Jarocin 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 Izolacja Jarocin - 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 Izolacja Jarocin SA to buy it.
The correlation of Izolacja Jarocin 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 Izolacja Jarocin moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Izolacja Jarocin 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 Izolacja Jarocin 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 Izolacja Stock Analysis
When running Izolacja Jarocin's price analysis, check to measure Izolacja Jarocin'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 Izolacja Jarocin is operating at the current time. Most of Izolacja Jarocin's value examination focuses on studying past and present price action to predict the probability of Izolacja Jarocin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Izolacja Jarocin's price. Additionally, you may evaluate how the addition of Izolacja Jarocin to your portfolios can decrease your overall portfolio volatility.