Asseco South (Poland) Market Value
| ASE Stock | 63.30 2.40 3.65% |
| Symbol | Asseco |
Asseco South '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 Asseco South'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 Asseco South.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in Asseco South on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Asseco South Eastern or generate 0.0% return on investment in Asseco South over 90 days.
Asseco South 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 Asseco South'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 Asseco South Eastern upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.07 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 16.61 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 3.63 |
Asseco South Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Asseco South's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Asseco South's standard deviation. In reality, there are many statistical measures that can use Asseco South historical prices to predict the future Asseco South's volatility.| Risk Adjusted Performance | 0.0209 | |||
| Jensen Alpha | 0.0335 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 6.54 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Asseco South'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.
Asseco South February 25, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0209 | |||
| Market Risk Adjusted Performance | 6.55 | |||
| Mean Deviation | 1.63 | |||
| Semi Deviation | 1.92 | |||
| Downside Deviation | 2.07 | |||
| Coefficient Of Variation | 5429.61 | |||
| Standard Deviation | 2.39 | |||
| Variance | 5.71 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0335 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 6.54 | |||
| Maximum Drawdown | 16.61 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 3.63 | |||
| Downside Variance | 4.27 | |||
| Semi Variance | 3.67 | |||
| Expected Short fall | (2.12) | |||
| Skewness | 0.8537 | |||
| Kurtosis | 4.15 |
Asseco South Eastern Backtested Returns
Asseco South Eastern secures Sharpe Ratio (or Efficiency) of -0.0211, which signifies that the company had a -0.0211 % return per unit of risk over the last 3 months. Asseco South Eastern exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Asseco South's Risk Adjusted Performance of 0.0209, mean deviation of 1.63, and Downside Deviation of 2.07 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0052, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Asseco South's returns are expected to increase less than the market. However, during the bear market, the loss of holding Asseco South is expected to be smaller as well. At this point, Asseco South Eastern has a negative expected return of -0.0536%. Please make sure to confirm Asseco South's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Asseco South Eastern performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.58 |
Good reverse predictability
Asseco South Eastern has good reverse predictability. Overlapping area represents the amount of predictability between Asseco South time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 Asseco South Eastern price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Asseco South price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 14.53 |
Pair Trading with Asseco South
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 Asseco South 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 Asseco South will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Asseco South could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Asseco South 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 Asseco South - 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 Asseco South Eastern to buy it.
The correlation of Asseco South 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 Asseco South moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Asseco South Eastern 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 Asseco South 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 Asseco Stock Analysis
When running Asseco South's price analysis, check to measure Asseco South'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 Asseco South is operating at the current time. Most of Asseco South's value examination focuses on studying past and present price action to predict the probability of Asseco South's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Asseco South's price. Additionally, you may evaluate how the addition of Asseco South to your portfolios can decrease your overall portfolio volatility.