Mex Polska (Poland) Market Value
| MEX Stock | 4.00 0.05 1.23% |
| Symbol | Mex |
Mex Polska '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 Mex Polska'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 Mex Polska.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Mex Polska on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding Mex Polska SA or generate 0.0% return on investment in Mex Polska over 30 days.
Mex Polska 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 Mex Polska'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 Mex Polska SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.24 | |||
| Information Ratio | 0.053 | |||
| Maximum Drawdown | 11.94 | |||
| Value At Risk | (3.41) | |||
| Potential Upside | 4.06 |
Mex Polska Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mex Polska's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mex Polska's standard deviation. In reality, there are many statistical measures that can use Mex Polska historical prices to predict the future Mex Polska's volatility.| Risk Adjusted Performance | 0.0732 | |||
| Jensen Alpha | 0.1508 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0558 | |||
| Treynor Ratio | 0.3006 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mex Polska'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.
Mex Polska SA Backtested Returns
Mex Polska appears to be slightly risky, given 3 months investment horizon. Mex Polska SA has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mex Polska, which you can use to evaluate the volatility of the firm. Please exercise Mex Polska's Mean Deviation of 1.66, downside deviation of 2.24, and Risk Adjusted Performance of 0.0732 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mex Polska holds a performance score of 9. The company secures a Beta (Market Risk) of 0.72, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mex Polska's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mex Polska is expected to be smaller as well. Please check Mex Polska's semi variance, as well as the relationship between the daily balance of power and price action indicator , to make a quick decision on whether Mex Polska's current price movements will revert.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Mex Polska SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Mex Polska time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th 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 Mex Polska SA price movement. The serial correlation of -0.2 indicates that over 20.0% of current Mex Polska price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mex Polska SA lagged returns against current returns
Autocorrelation, which is Mex Polska 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 Mex Polska's stock expected returns. We can calculate the autocorrelation of Mex Polska returns to help us make a trade decision. For example, suppose you find that Mex Polska 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 |
Mex Polska 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 Mex Polska stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mex Polska stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mex Polska stock over time.
Current vs Lagged Prices |
| Timeline |
Mex Polska Lagged Returns
When evaluating Mex Polska's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mex Polska stock have on its future price. Mex Polska 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, Mex Polska autocorrelation shows the relationship between Mex Polska stock current value and its past values and can show if there is a momentum factor associated with investing in Mex Polska SA.
Regressed Prices |
| Timeline |
Pair Trading with Mex Polska
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 Mex Polska 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 Mex Polska will appreciate offsetting losses from the drop in the long position's value.Moving together with Mex Stock
The ability to find closely correlated positions to Mex Polska could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Mex Polska 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 Mex Polska - 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 Mex Polska SA to buy it.
The correlation of Mex Polska 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 Mex Polska moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Mex Polska 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 Mex Polska 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 Mex Stock Analysis
When running Mex Polska's price analysis, check to measure Mex Polska'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 Mex Polska is operating at the current time. Most of Mex Polska's value examination focuses on studying past and present price action to predict the probability of Mex Polska's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mex Polska's price. Additionally, you may evaluate how the addition of Mex Polska to your portfolios can decrease your overall portfolio volatility.