Profile Systems (Greece) Market Value
| PROF Stock | EUR 5.16 0.05 0.98% |
| Symbol | Profile |
Profile Systems '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 Profile Systems' 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 Profile Systems.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Profile Systems on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Profile Systems Software or generate 0.0% return on investment in Profile Systems over 90 days. Profile Systems is related to or competes with Terna Energy, Mytilineos, Public Power, Autohellas, and Quest Holdings. Profile Systems Software A.E. develops and delivers software solutions primarily for the banking and investment manageme... More
Profile Systems 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 Profile Systems' 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 Profile Systems Software upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0833 | |||
| Maximum Drawdown | 5.41 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.74 |
Profile Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Profile Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Profile Systems' standard deviation. In reality, there are many statistical measures that can use Profile Systems historical prices to predict the future Profile Systems' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0115 | |||
| Total Risk Alpha | 0.1167 | |||
| Treynor Ratio | (0.07) |
Profile Systems Software Backtested Returns
Profile Systems Software maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Profile Systems Software exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Profile Systems' Risk Adjusted Performance of (0.01), variance of 1.17, and Coefficient Of Variation of (12,241) to confirm the risk estimate we provide. The company holds a Beta of 0.28, which implies not very significant fluctuations relative to the market. As returns on the market increase, Profile Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding Profile Systems is expected to be smaller as well. At this point, Profile Systems Software has a negative expected return of -5.0E-4%. Please make sure to check Profile Systems' maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Profile Systems Software performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.28 |
Weak reverse predictability
Profile Systems Software has weak reverse predictability. Overlapping area represents the amount of predictability between Profile Systems time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Profile Systems Software price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Profile Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Profile Systems Software lagged returns against current returns
Autocorrelation, which is Profile Systems 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 Profile Systems' stock expected returns. We can calculate the autocorrelation of Profile Systems returns to help us make a trade decision. For example, suppose you find that Profile Systems 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 |
Profile Systems 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 Profile Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Profile Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Profile Systems stock over time.
Current vs Lagged Prices |
| Timeline |
Profile Systems Lagged Returns
When evaluating Profile Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Profile Systems stock have on its future price. Profile Systems 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, Profile Systems autocorrelation shows the relationship between Profile Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Profile Systems Software.
Regressed Prices |
| Timeline |
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Additional Tools for Profile Stock Analysis
When running Profile Systems' price analysis, check to measure Profile Systems' 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 Profile Systems is operating at the current time. Most of Profile Systems' value examination focuses on studying past and present price action to predict the probability of Profile Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Profile Systems' price. Additionally, you may evaluate how the addition of Profile Systems to your portfolios can decrease your overall portfolio volatility.