Femion Technology (Poland) Market Value
| FEM Stock | 0.30 0.03 11.11% |
| Symbol | Femion |
Please note, there is a significant difference between Femion Technology's value and its price as these two are different measures arrived at by different means. Investors typically determine if Femion Technology is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Femion Technology'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.
Femion Technology '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 Femion Technology'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 Femion Technology.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Femion Technology on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Femion Technology SA or generate 0.0% return on investment in Femion Technology over 30 days. Femion Technology is related to or competes with Movie Games, Play2Chill, Santander Bank, Carlson Investments, Bank Millennium, BNP Paribas, and Noble Financials. More
Femion Technology 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 Femion Technology'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 Femion Technology SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 34.0 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 11.11 |
Femion Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Femion Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Femion Technology's standard deviation. In reality, there are many statistical measures that can use Femion Technology historical prices to predict the future Femion Technology's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (1.31) | |||
| Treynor Ratio | 0.3498 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Femion Technology'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.
Femion Technology Backtested Returns
Femion Technology secures Sharpe Ratio (or Efficiency) of -0.0647, which denotes the company had a -0.0647 % return per unit of risk over the last 3 months. Femion Technology SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Femion Technology's Standard Deviation of 6.07, mean deviation of 4.23, and Variance of 36.9 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.73, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Femion Technology are expected to decrease by larger amounts. On the other hand, during market turmoil, Femion Technology is expected to outperform it. At this point, Femion Technology has a negative expected return of -0.44%. Please make sure to confirm Femion Technology's value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Femion Technology performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.49 |
Modest reverse predictability
Femion Technology SA has modest reverse predictability. Overlapping area represents the amount of predictability between Femion Technology time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 Femion Technology price movement. The serial correlation of -0.49 indicates that about 49.0% of current Femion Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Femion Technology lagged returns against current returns
Autocorrelation, which is Femion Technology 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 Femion Technology's stock expected returns. We can calculate the autocorrelation of Femion Technology returns to help us make a trade decision. For example, suppose you find that Femion Technology 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 |
Femion Technology 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 Femion Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Femion Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Femion Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Femion Technology Lagged Returns
When evaluating Femion Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Femion Technology stock have on its future price. Femion Technology 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, Femion Technology autocorrelation shows the relationship between Femion Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Femion Technology SA.
Regressed Prices |
| Timeline |
Pair Trading with Femion Technology
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 Femion Technology 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 Femion Technology will appreciate offsetting losses from the drop in the long position's value.Moving together with Femion Stock
Moving against Femion Stock
| 0.92 | PZU | Powszechny Zaklad | PairCorr |
| 0.9 | KGH | KGHM Polska Miedz | PairCorr |
| 0.9 | PEO | Bank Polska Kasa | PairCorr |
| 0.89 | SAN | Banco Santander SA | PairCorr |
| 0.88 | BNP | BNP Paribas Bank | PairCorr |
The ability to find closely correlated positions to Femion Technology could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Femion Technology 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 Femion Technology - 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 Femion Technology SA to buy it.
The correlation of Femion Technology 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 Femion Technology moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Femion Technology 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 Femion Technology 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 Femion Stock Analysis
When running Femion Technology's price analysis, check to measure Femion Technology'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 Femion Technology is operating at the current time. Most of Femion Technology's value examination focuses on studying past and present price action to predict the probability of Femion Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Femion Technology's price. Additionally, you may evaluate how the addition of Femion Technology to your portfolios can decrease your overall portfolio volatility.