Compa Sibiu (Romania) Market Value
| CMP Stock | 0.67 0.01 1.52% |
| Symbol | Compa |
Please note, there is a significant difference between Compa Sibiu's value and its price as these two are different measures arrived at by different means. Investors typically determine if Compa Sibiu is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Compa Sibiu'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.
Compa Sibiu '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 Compa Sibiu'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 Compa Sibiu.
| 01/23/2025 |
| 01/18/2026 |
If you would invest 0.00 in Compa Sibiu on January 23, 2025 and sell it all today you would earn a total of 0.00 from holding Compa Sibiu or generate 0.0% return on investment in Compa Sibiu over 360 days. More
Compa Sibiu 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 Compa Sibiu'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 Compa Sibiu upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | 0.106 | |||
| Maximum Drawdown | 14.83 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 3.77 |
Compa Sibiu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compa Sibiu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compa Sibiu's standard deviation. In reality, there are many statistical measures that can use Compa Sibiu historical prices to predict the future Compa Sibiu's volatility.| Risk Adjusted Performance | 0.1095 | |||
| Jensen Alpha | 0.3205 | |||
| Total Risk Alpha | 0.0317 | |||
| Sortino Ratio | 0.1174 | |||
| Treynor Ratio | 1.27 |
Compa Sibiu Backtested Returns
Compa Sibiu appears to be dangerous, given 3 months investment horizon. Compa Sibiu secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Compa Sibiu, which you can use to evaluate the volatility of the firm. Please makes use of Compa Sibiu's Downside Deviation of 2.17, risk adjusted performance of 0.1095, and Mean Deviation of 1.75 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Compa Sibiu holds a performance score of 15. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Compa Sibiu's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compa Sibiu is expected to be smaller as well. Please check Compa Sibiu's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Compa Sibiu's price patterns will revert.
Auto-correlation | -0.08 |
Very weak reverse predictability
Compa Sibiu has very weak reverse predictability. Overlapping area represents the amount of predictability between Compa Sibiu time series from 23rd of January 2025 to 22nd of July 2025 and 22nd of July 2025 to 18th of January 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 Compa Sibiu price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Compa Sibiu price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Compa Sibiu lagged returns against current returns
Autocorrelation, which is Compa Sibiu 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 Compa Sibiu's stock expected returns. We can calculate the autocorrelation of Compa Sibiu returns to help us make a trade decision. For example, suppose you find that Compa Sibiu 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 |
Compa Sibiu 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 Compa Sibiu stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compa Sibiu stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compa Sibiu stock over time.
Current vs Lagged Prices |
| Timeline |
Compa Sibiu Lagged Returns
When evaluating Compa Sibiu's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compa Sibiu stock have on its future price. Compa Sibiu 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, Compa Sibiu autocorrelation shows the relationship between Compa Sibiu stock current value and its past values and can show if there is a momentum factor associated with investing in Compa Sibiu.
Regressed Prices |
| Timeline |
Pair Trading with Compa Sibiu
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 Compa Sibiu 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 Compa Sibiu will appreciate offsetting losses from the drop in the long position's value.Moving against Compa Stock
| 0.7 | ALT | Altur Slatina | PairCorr |
| 0.69 | ALU | Alumil Rom Industry | PairCorr |
| 0.61 | ALR | Alro Slatina | PairCorr |
| 0.32 | ARTE | Artego Tg Jiu | PairCorr |
The ability to find closely correlated positions to Compa Sibiu could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Compa Sibiu 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 Compa Sibiu - 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 Compa Sibiu to buy it.
The correlation of Compa Sibiu 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 Compa Sibiu moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Compa Sibiu 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 Compa Sibiu 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.Other Information on Investing in Compa Stock
Compa Sibiu financial ratios help investors to determine whether Compa Stock 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 Compa with respect to the benefits of owning Compa Sibiu security.