Cpi Fim (Poland) Market Value
| OPG Stock | 4.18 0.28 6.28% |
| Symbol | Cpi |
Cpi Fim '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 Cpi Fim'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 Cpi Fim.
| 07/25/2025 |
| 01/21/2026 |
If you would invest 0.00 in Cpi Fim on July 25, 2025 and sell it all today you would earn a total of 0.00 from holding Cpi Fim SA or generate 0.0% return on investment in Cpi Fim over 180 days.
Cpi Fim 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 Cpi Fim'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 Cpi Fim SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.6 | |||
| Information Ratio | 0.0063 | |||
| Maximum Drawdown | 27.05 | |||
| Value At Risk | (8.03) | |||
| Potential Upside | 9.9 |
Cpi Fim Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cpi Fim's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cpi Fim's standard deviation. In reality, there are many statistical measures that can use Cpi Fim historical prices to predict the future Cpi Fim's volatility.| Risk Adjusted Performance | 0.024 | |||
| Jensen Alpha | 0.0467 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.0048 | |||
| Treynor Ratio | 0.1254 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cpi Fim'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.
Cpi Fim SA Backtested Returns
Currently, Cpi Fim SA is risky. Cpi Fim SA secures Sharpe Ratio (or Efficiency) of 0.0157, which signifies that the company had a 0.0157 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Cpi Fim SA, which you can use to evaluate the volatility of the firm. Please confirm Cpi Fim's Mean Deviation of 2.88, risk adjusted performance of 0.024, and Downside Deviation of 6.6 to double-check if the risk estimate we provide is consistent with the expected return of 0.0817%. Cpi Fim has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.76, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cpi Fim's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cpi Fim is expected to be smaller as well. Cpi Fim SA right now shows a risk of 5.19%. Please confirm Cpi Fim 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 Cpi Fim SA will be following its price patterns.
Auto-correlation | -0.01 |
Very weak reverse predictability
Cpi Fim SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Cpi Fim time series from 25th of July 2025 to 23rd of October 2025 and 23rd of October 2025 to 21st 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 Cpi Fim SA price movement. The serial correlation of -0.01 indicates that just 1.0% of current Cpi Fim price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Cpi Fim SA lagged returns against current returns
Autocorrelation, which is Cpi Fim 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 Cpi Fim's stock expected returns. We can calculate the autocorrelation of Cpi Fim returns to help us make a trade decision. For example, suppose you find that Cpi Fim 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 |
Cpi Fim 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 Cpi Fim stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cpi Fim stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cpi Fim stock over time.
Current vs Lagged Prices |
| Timeline |
Cpi Fim Lagged Returns
When evaluating Cpi Fim's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cpi Fim stock have on its future price. Cpi Fim 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, Cpi Fim autocorrelation shows the relationship between Cpi Fim stock current value and its past values and can show if there is a momentum factor associated with investing in Cpi Fim SA.
Regressed Prices |
| Timeline |
Pair Trading with Cpi Fim
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 Cpi Fim 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 Cpi Fim will appreciate offsetting losses from the drop in the long position's value.Moving against Cpi Stock
The ability to find closely correlated positions to Cpi Fim could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Cpi Fim 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 Cpi Fim - 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 Cpi Fim SA to buy it.
The correlation of Cpi Fim 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 Cpi Fim moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Cpi Fim 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 Cpi Fim 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 Cpi Stock Analysis
When running Cpi Fim's price analysis, check to measure Cpi Fim'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 Cpi Fim is operating at the current time. Most of Cpi Fim's value examination focuses on studying past and present price action to predict the probability of Cpi Fim's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cpi Fim's price. Additionally, you may evaluate how the addition of Cpi Fim to your portfolios can decrease your overall portfolio volatility.