Dadelo SA (Poland) Market Value
| DAD Stock | 74.00 2.00 2.63% |
| Symbol | Dadelo |
Dadelo 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 Dadelo 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 Dadelo SA.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in Dadelo SA on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding Dadelo SA or generate 0.0% return on investment in Dadelo SA over 90 days.
Dadelo 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 Dadelo 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 Dadelo SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.5 | |||
| Information Ratio | 0.1036 | |||
| Maximum Drawdown | 14.02 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 5.58 |
Dadelo SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dadelo SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dadelo SA's standard deviation. In reality, there are many statistical measures that can use Dadelo SA historical prices to predict the future Dadelo SA's volatility.| Risk Adjusted Performance | 0.1045 | |||
| Jensen Alpha | 0.2883 | |||
| Total Risk Alpha | 0.1448 | |||
| Sortino Ratio | 0.1121 | |||
| Treynor Ratio | 0.3914 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dadelo 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.
Dadelo SA February 20, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.1045 | |||
| Market Risk Adjusted Performance | 0.4014 | |||
| Mean Deviation | 2.0 | |||
| Semi Deviation | 2.19 | |||
| Downside Deviation | 2.5 | |||
| Coefficient Of Variation | 786.88 | |||
| Standard Deviation | 2.71 | |||
| Variance | 7.33 | |||
| Information Ratio | 0.1036 | |||
| Jensen Alpha | 0.2883 | |||
| Total Risk Alpha | 0.1448 | |||
| Sortino Ratio | 0.1121 | |||
| Treynor Ratio | 0.3914 | |||
| Maximum Drawdown | 14.02 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 5.58 | |||
| Downside Variance | 6.27 | |||
| Semi Variance | 4.81 | |||
| Expected Short fall | (2.40) | |||
| Skewness | 0.2201 | |||
| Kurtosis | 0.7966 |
Dadelo SA Backtested Returns
Dadelo SA appears to be very steady, given 3 months investment horizon. Dadelo SA secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the company had a 0.19 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Dadelo SA, which you can use to evaluate the volatility of the firm. Please utilize Dadelo SA's Mean Deviation of 2.0, semi deviation of 2.19, and Downside Deviation of 2.5 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Dadelo SA holds a performance score of 15. The firm shows a Beta (market volatility) of 0.85, which means possible diversification benefits within a given portfolio. Dadelo SA returns are very sensitive to returns on the market. As the market goes up or down, Dadelo SA is expected to follow. Please check Dadelo SA's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether Dadelo SA's price patterns will revert.
Auto-correlation | 0.14 |
Insignificant predictability
Dadelo SA has insignificant predictability. Overlapping area represents the amount of predictability between Dadelo SA time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 Dadelo SA price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Dadelo SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 27.35 |
Pair Trading with Dadelo 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 Dadelo 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 Dadelo SA will appreciate offsetting losses from the drop in the long position's value.Moving together with Dadelo Stock
| 0.83 | SAN | Banco Santander SA | PairCorr |
| 0.82 | UCG | UniCredit SpA | PairCorr |
| 0.77 | PKN | Polski Koncern Naftowy | PairCorr |
Moving against Dadelo Stock
The ability to find closely correlated positions to Dadelo 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 Dadelo 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 Dadelo 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 Dadelo SA to buy it.
The correlation of Dadelo 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 Dadelo SA moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dadelo 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 Dadelo 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 Dadelo Stock Analysis
When running Dadelo SA's price analysis, check to measure Dadelo 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 Dadelo SA is operating at the current time. Most of Dadelo SA's value examination focuses on studying past and present price action to predict the probability of Dadelo 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 Dadelo SA's price. Additionally, you may evaluate how the addition of Dadelo SA to your portfolios can decrease your overall portfolio volatility.