Genomed SA (Poland) Market Value
| GEN Stock | 24.00 0.00 0.00% |
| Symbol | Genomed |
Genomed 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 Genomed 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 Genomed SA.
| 01/02/2025 |
| 12/28/2025 |
If you would invest 0.00 in Genomed SA on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Genomed SA or generate 0.0% return on investment in Genomed SA over 360 days.
Genomed 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 Genomed 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 Genomed SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 21.11 | |||
| Value At Risk | (5.51) | |||
| Potential Upside | 4.9 |
Genomed SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genomed SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genomed SA's standard deviation. In reality, there are many statistical measures that can use Genomed SA historical prices to predict the future Genomed SA's volatility.| Risk Adjusted Performance | 0.0021 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | 1.4 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Genomed 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.
Genomed SA Backtested Returns
Genomed SA holds Efficiency (Sharpe) Ratio of -0.0823, which attests that the entity had a -0.0823 % return per unit of risk over the last 3 months. Genomed SA exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Genomed SA's Market Risk Adjusted Performance of 1.41, risk adjusted performance of 0.0021, and Standard Deviation of 3.36 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0269, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Genomed SA are expected to decrease at a much lower rate. During the bear market, Genomed SA is likely to outperform the market. At this point, Genomed SA has a negative expected return of -0.35%. Please make sure to check out Genomed SA's variance, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if Genomed SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Genomed SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Genomed SA time series from 2nd of January 2025 to 1st of July 2025 and 1st of July 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Genomed SA price movement. The serial correlation of -0.8 indicates that around 80.0% of current Genomed SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 2.91 |
Genomed SA lagged returns against current returns
Autocorrelation, which is Genomed SA 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 Genomed SA's stock expected returns. We can calculate the autocorrelation of Genomed SA returns to help us make a trade decision. For example, suppose you find that Genomed SA 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 |
Genomed SA 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 Genomed SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genomed SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genomed SA stock over time.
Current vs Lagged Prices |
| Timeline |
Genomed SA Lagged Returns
When evaluating Genomed SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genomed SA stock have on its future price. Genomed SA 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, Genomed SA autocorrelation shows the relationship between Genomed SA stock current value and its past values and can show if there is a momentum factor associated with investing in Genomed SA.
Regressed Prices |
| Timeline |
Pair Trading with Genomed 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 Genomed 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 Genomed SA will appreciate offsetting losses from the drop in the long position's value.Moving together with Genomed Stock
The ability to find closely correlated positions to Genomed 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 Genomed 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 Genomed 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 Genomed SA to buy it.
The correlation of Genomed 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 Genomed SA moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Genomed 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 Genomed 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 Genomed Stock Analysis
When running Genomed SA's price analysis, check to measure Genomed 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 Genomed SA is operating at the current time. Most of Genomed SA's value examination focuses on studying past and present price action to predict the probability of Genomed 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 Genomed SA's price. Additionally, you may evaluate how the addition of Genomed SA to your portfolios can decrease your overall portfolio volatility.