Drageus Games (Poland) Market Value
| DRG Stock | 1.32 0.10 8.20% |
| Symbol | Drageus |
Drageus Games '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 Drageus Games' 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 Drageus Games.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Drageus Games on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Drageus Games SA or generate 0.0% return on investment in Drageus Games over 90 days. Drageus Games is related to or competes with Clean Carbon, ADX, Agroliga Group, Vee SA, and Abak SA. More
Drageus Games 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 Drageus Games' 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 Drageus Games SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.94 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 40.91 | |||
| Value At Risk | (10.92) | |||
| Potential Upside | 8.2 |
Drageus Games Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Drageus Games' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Drageus Games' standard deviation. In reality, there are many statistical measures that can use Drageus Games historical prices to predict the future Drageus Games' volatility.| Risk Adjusted Performance | 0.0146 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.74) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0393 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Drageus Games' 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.
Drageus Games SA Backtested Returns
Drageus Games SA secures Sharpe Ratio (or Efficiency) of -0.0974, which denotes the company had a -0.0974 % return per unit of standard deviation over the last 3 months. Drageus Games SA exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Drageus Games' Downside Deviation of 5.94, semi deviation of 4.41, and Mean Deviation of 3.43 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.99, which means possible diversification benefits within a given portfolio. Drageus Games returns are very sensitive to returns on the market. As the market goes up or down, Drageus Games is expected to follow. At this point, Drageus Games SA has a negative expected return of -0.45%. Please make sure to confirm Drageus Games' value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if Drageus Games SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.56 |
Modest predictability
Drageus Games SA has modest predictability. Overlapping area represents the amount of predictability between Drageus Games time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd 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 Drageus Games SA price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Drageus Games price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Drageus Games SA lagged returns against current returns
Autocorrelation, which is Drageus Games 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 Drageus Games' stock expected returns. We can calculate the autocorrelation of Drageus Games returns to help us make a trade decision. For example, suppose you find that Drageus Games 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 |
Drageus Games 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 Drageus Games stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Drageus Games stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Drageus Games stock over time.
Current vs Lagged Prices |
| Timeline |
Drageus Games Lagged Returns
When evaluating Drageus Games' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Drageus Games stock have on its future price. Drageus Games 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, Drageus Games autocorrelation shows the relationship between Drageus Games stock current value and its past values and can show if there is a momentum factor associated with investing in Drageus Games SA.
Regressed Prices |
| Timeline |
Pair Trading with Drageus Games
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 Drageus Games 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 Drageus Games will appreciate offsetting losses from the drop in the long position's value.Moving against Drageus Stock
| 0.8 | SAN | Banco Santander SA | PairCorr |
| 0.74 | KGH | KGHM Polska Miedz | PairCorr |
| 0.68 | KGN | Kogeneracja SA | PairCorr |
| 0.57 | AMC | Amica SA | PairCorr |
| 0.56 | BLT | Balticon | PairCorr |
The ability to find closely correlated positions to Drageus Games could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Drageus Games 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 Drageus Games - 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 Drageus Games SA to buy it.
The correlation of Drageus Games 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 Drageus Games moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Drageus Games 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 Drageus Games 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 Drageus Stock Analysis
When running Drageus Games' price analysis, check to measure Drageus Games' 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 Drageus Games is operating at the current time. Most of Drageus Games' value examination focuses on studying past and present price action to predict the probability of Drageus Games' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Drageus Games' price. Additionally, you may evaluate how the addition of Drageus Games to your portfolios can decrease your overall portfolio volatility.