Delko SA (Poland) Market Value
| DEL Stock | 6.54 0.08 1.21% |
| Symbol | Delko |
Delko 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 Delko 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 Delko SA.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Delko SA on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Delko SA or generate 0.0% return on investment in Delko SA over 90 days.
Delko 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 Delko 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 Delko SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.0248 | |||
| Maximum Drawdown | 14.57 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 2.78 |
Delko SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Delko SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Delko SA's standard deviation. In reality, there are many statistical measures that can use Delko SA historical prices to predict the future Delko SA's volatility.| Risk Adjusted Performance | 0.0603 | |||
| Jensen Alpha | 0.0873 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0284 | |||
| Treynor Ratio | 0.2716 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Delko 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.
Delko SA February 13, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0603 | |||
| Market Risk Adjusted Performance | 0.2816 | |||
| Mean Deviation | 1.19 | |||
| Semi Deviation | 1.43 | |||
| Downside Deviation | 1.66 | |||
| Coefficient Of Variation | 1489.08 | |||
| Standard Deviation | 1.91 | |||
| Variance | 3.63 | |||
| Information Ratio | 0.0248 | |||
| Jensen Alpha | 0.0873 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0284 | |||
| Treynor Ratio | 0.2716 | |||
| Maximum Drawdown | 14.57 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 2.78 | |||
| Downside Variance | 2.76 | |||
| Semi Variance | 2.05 | |||
| Expected Short fall | (1.36) | |||
| Skewness | 2.21 | |||
| Kurtosis | 12.36 |
Delko SA Backtested Returns
Currently, Delko SA is somewhat reliable. Delko SA secures Sharpe Ratio (or Efficiency) of 0.086, which denotes the company had a 0.086 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Delko SA, which you can use to evaluate the volatility of the firm. Please confirm Delko SA's Downside Deviation of 1.66, coefficient of variation of 1489.08, and Mean Deviation of 1.19 to check if the risk estimate we provide is consistent with the expected return of 0.18%. Delko SA has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.43, which means possible diversification benefits within a given portfolio. As returns on the market increase, Delko SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Delko SA is expected to be smaller as well. Delko SA right now shows a risk of 2.08%. Please confirm Delko SA total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if Delko SA will be following its price patterns.
Auto-correlation | -0.56 |
Good reverse predictability
Delko SA has good reverse predictability. Overlapping area represents the amount of predictability between Delko SA time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Delko SA price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Delko SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Pair Trading with Delko 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 Delko 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 Delko SA will appreciate offsetting losses from the drop in the long position's value.Moving together with Delko Stock
The ability to find closely correlated positions to Delko 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 Delko 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 Delko 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 Delko SA to buy it.
The correlation of Delko 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 Delko SA moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Delko 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 Delko 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 Delko Stock Analysis
When running Delko SA's price analysis, check to measure Delko 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 Delko SA is operating at the current time. Most of Delko SA's value examination focuses on studying past and present price action to predict the probability of Delko 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 Delko SA's price. Additionally, you may evaluate how the addition of Delko SA to your portfolios can decrease your overall portfolio volatility.