Atrem SA (Poland) Market Value
| ATR Stock | 54.40 0.20 0.37% |
| Symbol | Atrem |
Atrem 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 Atrem 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 Atrem SA.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Atrem SA on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Atrem SA or generate 0.0% return on investment in Atrem SA over 90 days.
Atrem 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 Atrem 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 Atrem SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.36 | |||
| Information Ratio | 0.0658 | |||
| Maximum Drawdown | 11.21 | |||
| Value At Risk | (3.67) | |||
| Potential Upside | 5.77 |
Atrem SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atrem SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atrem SA's standard deviation. In reality, there are many statistical measures that can use Atrem SA historical prices to predict the future Atrem SA's volatility.| Risk Adjusted Performance | 0.0826 | |||
| Jensen Alpha | 0.221 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0766 | |||
| Treynor Ratio | 0.5265 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Atrem 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.
Atrem SA February 28, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0826 | |||
| Market Risk Adjusted Performance | 0.5365 | |||
| Mean Deviation | 2.15 | |||
| Semi Deviation | 2.09 | |||
| Downside Deviation | 2.36 | |||
| Coefficient Of Variation | 1014.98 | |||
| Standard Deviation | 2.75 | |||
| Variance | 7.54 | |||
| Information Ratio | 0.0658 | |||
| Jensen Alpha | 0.221 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0766 | |||
| Treynor Ratio | 0.5265 | |||
| Maximum Drawdown | 11.21 | |||
| Value At Risk | (3.67) | |||
| Potential Upside | 5.77 | |||
| Downside Variance | 5.56 | |||
| Semi Variance | 4.36 | |||
| Expected Short fall | (2.72) | |||
| Skewness | 0.499 | |||
| Kurtosis | (0.20) |
Atrem SA Backtested Returns
Currently, Atrem SA is very steady. Atrem SA secures Sharpe Ratio (or Efficiency) of 0.043, which signifies that the company had a 0.043 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Atrem SA, which you can use to evaluate the volatility of the firm. Please confirm Atrem SA's Downside Deviation of 2.36, risk adjusted performance of 0.0826, and Mean Deviation of 2.15 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Atrem SA has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.49, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Atrem SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Atrem SA is expected to be smaller as well. Atrem SA right now shows a risk of 2.47%. Please confirm Atrem SA treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Atrem SA will be following its price patterns.
Auto-correlation | 0.66 |
Good predictability
Atrem SA has good predictability. Overlapping area represents the amount of predictability between Atrem SA time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th 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 Atrem SA price movement. The serial correlation of 0.66 indicates that around 66.0% of current Atrem SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 2.46 |
Pair Trading with Atrem 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 Atrem 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 Atrem SA will appreciate offsetting losses from the drop in the long position's value.Moving together with Atrem Stock
The ability to find closely correlated positions to Atrem 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 Atrem 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 Atrem 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 Atrem SA to buy it.
The correlation of Atrem 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 Atrem SA moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Atrem 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 Atrem 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 Atrem Stock Analysis
When running Atrem SA's price analysis, check to measure Atrem 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 Atrem SA is operating at the current time. Most of Atrem SA's value examination focuses on studying past and present price action to predict the probability of Atrem 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 Atrem SA's price. Additionally, you may evaluate how the addition of Atrem SA to your portfolios can decrease your overall portfolio volatility.