Coal Energy (Poland) Market Value
| CLE Stock | 2.67 0.04 1.48% |
| Symbol | Coal |
Coal Energy '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 Coal Energy'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 Coal Energy.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Coal Energy on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Coal Energy SA or generate 0.0% return on investment in Coal Energy over 30 days.
Coal Energy 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 Coal Energy'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 Coal Energy SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.22 | |||
| Information Ratio | 0.0275 | |||
| Maximum Drawdown | 38.57 | |||
| Value At Risk | (6.04) | |||
| Potential Upside | 8.85 |
Coal Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coal Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coal Energy's standard deviation. In reality, there are many statistical measures that can use Coal Energy historical prices to predict the future Coal Energy's volatility.| Risk Adjusted Performance | 0.0394 | |||
| Jensen Alpha | 0.2593 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.045 | |||
| Treynor Ratio | (0.42) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Coal Energy'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.
Coal Energy SA Backtested Returns
Coal Energy appears to be dangerous, given 3 months investment horizon. Coal Energy SA secures Sharpe Ratio (or Efficiency) of 0.0446, which signifies that the company had a 0.0446 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Coal Energy SA, which you can use to evaluate the volatility of the firm. Please makes use of Coal Energy's mean deviation of 3.07, and Risk Adjusted Performance of 0.0394 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Coal Energy holds a performance score of 3. The firm shows a Beta (market volatility) of -0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Coal Energy are expected to decrease at a much lower rate. During the bear market, Coal Energy is likely to outperform the market. Please check Coal Energy's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Coal Energy's price patterns will revert.
Auto-correlation | 0.74 |
Good predictability
Coal Energy SA has good predictability. Overlapping area represents the amount of predictability between Coal Energy time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Coal Energy SA price movement. The serial correlation of 0.74 indicates that around 74.0% of current Coal Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Coal Energy SA lagged returns against current returns
Autocorrelation, which is Coal Energy 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 Coal Energy's stock expected returns. We can calculate the autocorrelation of Coal Energy returns to help us make a trade decision. For example, suppose you find that Coal Energy 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 |
Coal Energy 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 Coal Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coal Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coal Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Coal Energy Lagged Returns
When evaluating Coal Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coal Energy stock have on its future price. Coal Energy 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, Coal Energy autocorrelation shows the relationship between Coal Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Coal Energy SA.
Regressed Prices |
| Timeline |
Pair Trading with Coal Energy
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 Coal Energy 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 Coal Energy will appreciate offsetting losses from the drop in the long position's value.Moving against Coal Stock
The ability to find closely correlated positions to Coal Energy could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Coal Energy 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 Coal Energy - 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 Coal Energy SA to buy it.
The correlation of Coal Energy 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 Coal Energy moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Coal Energy 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 Coal Energy 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 Coal Stock Analysis
When running Coal Energy's price analysis, check to measure Coal Energy'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 Coal Energy is operating at the current time. Most of Coal Energy's value examination focuses on studying past and present price action to predict the probability of Coal Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Coal Energy's price. Additionally, you may evaluate how the addition of Coal Energy to your portfolios can decrease your overall portfolio volatility.