Asseco Poland's market value is the price at which a share of Asseco Poland trades on a public exchange. It measures the collective expectations of Asseco Poland SA investors about its performance. Asseco Poland is trading at 62.00 as of the 27th of December 2025. This is a 1.45% down since the beginning of the trading day. The stock's lowest day price was 62.0. With this module, you can estimate the performance of a buy and hold strategy of Asseco Poland SA and determine expected loss or profit from investing in Asseco Poland over a given investment horizon. Check out Asseco Poland Correlation, Asseco Poland Volatility and Asseco Poland Alpha and Beta module to complement your research on Asseco Poland.
Please note, there is a significant difference between Asseco Poland's value and its price as these two are different measures arrived at by different means. Investors typically determine if Asseco Poland is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Asseco Poland's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Asseco Poland '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 Poland's pink sheet 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 Poland.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Asseco Poland's pink sheet 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 Poland SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Asseco Poland's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Asseco Poland's standard deviation. In reality, there are many statistical measures that can use Asseco Poland historical prices to predict the future Asseco Poland's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Asseco Poland. Your research has to be compared to or analyzed against Asseco Poland's peers to derive any actionable benefits. When done correctly, Asseco Poland's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Asseco Poland SA.
Asseco Poland SA Backtested Returns
At this point, Asseco Poland is very steady. Asseco Poland SA secures Sharpe Ratio (or Efficiency) of 0.0792, which signifies that the company had a 0.0792 % return per unit of risk over the last 3 months. We have found nineteen technical indicators for Asseco Poland SA, which you can use to evaluate the volatility of the firm. Please confirm Asseco Poland's Mean Deviation of 0.4882, standard deviation of 1.83, and Risk Adjusted Performance of 0.0621 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Asseco Poland has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Asseco Poland's returns are expected to increase less than the market. However, during the bear market, the loss of holding Asseco Poland is expected to be smaller as well. Asseco Poland SA right now shows a risk of 1.86%. Please confirm Asseco Poland SA information ratio, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Asseco Poland SA will be following its price patterns.
Auto-correlation
0.14
Insignificant predictability
Asseco Poland SA has insignificant predictability. Overlapping area represents the amount of predictability between Asseco Poland time series from 1st of January 2025 to 30th of June 2025 and 30th of June 2025 to 27th of December 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 Asseco Poland SA price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Asseco Poland price fluctuation can be explain by its past prices.
Correlation Coefficient
0.14
Spearman Rank Test
0.55
Residual Average
0.0
Price Variance
9.92
Asseco Poland SA lagged returns against current returns
Autocorrelation, which is Asseco Poland pink sheet'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 Asseco Poland's pink sheet expected returns. We can calculate the autocorrelation of Asseco Poland returns to help us make a trade decision. For example, suppose you find that Asseco Poland has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Asseco Poland 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 Asseco Poland pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Asseco Poland pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Asseco Poland pink sheet over time.
Current vs Lagged Prices
Timeline
Asseco Poland Lagged Returns
When evaluating Asseco Poland's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Asseco Poland pink sheet have on its future price. Asseco Poland 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, Asseco Poland autocorrelation shows the relationship between Asseco Poland pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Asseco Poland SA.
Other Information on Investing in Asseco Pink Sheet
Asseco Poland financial ratios help investors to determine whether Asseco Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Asseco with respect to the benefits of owning Asseco Poland security.