Amica SA (Poland) Market Value
| AMC Stock | 58.90 2.30 3.76% |
| Symbol | Amica |
Amica 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 Amica 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 Amica SA.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Amica SA on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Amica SA or generate 0.0% return on investment in Amica SA over 90 days. Amica SA is related to or competes with Grupa KTY, Agroliga Group, KGHM Polska, Ailleron, Komputronik, and Polski Koncern. More
Amica 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 Amica 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 Amica SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | 0.0393 | |||
| Maximum Drawdown | 9.67 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 3.58 |
Amica SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amica SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amica SA's standard deviation. In reality, there are many statistical measures that can use Amica SA historical prices to predict the future Amica SA's volatility.| Risk Adjusted Performance | 0.0603 | |||
| Jensen Alpha | 0.1051 | |||
| Total Risk Alpha | 0.0164 | |||
| Sortino Ratio | 0.0455 | |||
| Treynor Ratio | 0.5844 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Amica 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.
Amica SA February 18, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.0603 | |||
| Market Risk Adjusted Performance | 0.5944 | |||
| Mean Deviation | 1.32 | |||
| Semi Deviation | 1.39 | |||
| Downside Deviation | 1.55 | |||
| Coefficient Of Variation | 1452.66 | |||
| Standard Deviation | 1.79 | |||
| Variance | 3.22 | |||
| Information Ratio | 0.0393 | |||
| Jensen Alpha | 0.1051 | |||
| Total Risk Alpha | 0.0164 | |||
| Sortino Ratio | 0.0455 | |||
| Treynor Ratio | 0.5844 | |||
| Maximum Drawdown | 9.67 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 3.58 | |||
| Downside Variance | 2.4 | |||
| Semi Variance | 1.94 | |||
| Expected Short fall | (1.63) | |||
| Skewness | 0.6822 | |||
| Kurtosis | 1.0 |
Amica SA Backtested Returns
Currently, Amica SA is very steady. Amica SA secures Sharpe Ratio (or Efficiency) of 0.062, which signifies that the company had a 0.062 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Amica SA, which you can use to evaluate the volatility of the firm. Please confirm Amica SA's Downside Deviation of 1.55, risk adjusted performance of 0.0603, and Mean Deviation of 1.32 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Amica SA has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amica SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amica SA is expected to be smaller as well. Amica SA right now shows a risk of 1.95%. Please confirm Amica SA jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Amica SA will be following its price patterns.
Auto-correlation | -0.5 |
Modest reverse predictability
Amica SA has modest reverse predictability. Overlapping area represents the amount of predictability between Amica SA time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Amica SA price movement. The serial correlation of -0.5 indicates that about 50.0% of current Amica SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 5.21 |
Pair Trading with Amica 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 Amica 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 Amica SA will appreciate offsetting losses from the drop in the long position's value.Moving against Amica Stock
| 0.43 | PKN | Polski Koncern Naftowy Earnings Call Tomorrow | PairCorr |
| 0.4 | GTC | Globe Trade Centre | PairCorr |
| 0.39 | ECT | eco5tech SA | PairCorr |
The ability to find closely correlated positions to Amica 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 Amica 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 Amica 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 Amica SA to buy it.
The correlation of Amica 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 Amica SA moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Amica 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 Amica 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 Amica Stock Analysis
When running Amica SA's price analysis, check to measure Amica 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 Amica SA is operating at the current time. Most of Amica SA's value examination focuses on studying past and present price action to predict the probability of Amica 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 Amica SA's price. Additionally, you may evaluate how the addition of Amica SA to your portfolios can decrease your overall portfolio volatility.