Outdoorzy (Poland) Market Value
| OUT Stock | 0.60 0.01 1.69% |
| Symbol | Outdoorzy |
Outdoorzy '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 Outdoorzy'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 Outdoorzy.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Outdoorzy on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Outdoorzy SA or generate 0.0% return on investment in Outdoorzy over 30 days.
Outdoorzy 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 Outdoorzy'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 Outdoorzy SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.92 | |||
| Information Ratio | 0.0926 | |||
| Maximum Drawdown | 35.71 | |||
| Value At Risk | (10.39) | |||
| Potential Upside | 11.48 |
Outdoorzy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Outdoorzy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Outdoorzy's standard deviation. In reality, there are many statistical measures that can use Outdoorzy historical prices to predict the future Outdoorzy's volatility.| Risk Adjusted Performance | 0.088 | |||
| Jensen Alpha | 0.6264 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | 0.0824 | |||
| Treynor Ratio | 1.38 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Outdoorzy'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.
Outdoorzy SA Backtested Returns
Outdoorzy SA maintains Sharpe Ratio (i.e., Efficiency) of -0.0172, which implies the firm had a -0.0172 % return per unit of risk over the last 3 months. Outdoorzy SA exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Outdoorzy's Semi Deviation of 4.82, risk adjusted performance of 0.088, and Coefficient Of Variation of 891.98 to confirm the risk estimate we provide. The company holds a Beta of 0.49, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Outdoorzy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Outdoorzy is expected to be smaller as well. At this point, Outdoorzy SA has a negative expected return of -0.0892%. Please make sure to check Outdoorzy's potential upside, as well as the relationship between the kurtosis and price action indicator , to decide if Outdoorzy SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.58 |
Good reverse predictability
Outdoorzy SA has good reverse predictability. Overlapping area represents the amount of predictability between Outdoorzy time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Outdoorzy SA price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Outdoorzy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Outdoorzy SA lagged returns against current returns
Autocorrelation, which is Outdoorzy 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 Outdoorzy's stock expected returns. We can calculate the autocorrelation of Outdoorzy returns to help us make a trade decision. For example, suppose you find that Outdoorzy 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 |
Outdoorzy 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 Outdoorzy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Outdoorzy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Outdoorzy stock over time.
Current vs Lagged Prices |
| Timeline |
Outdoorzy Lagged Returns
When evaluating Outdoorzy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Outdoorzy stock have on its future price. Outdoorzy 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, Outdoorzy autocorrelation shows the relationship between Outdoorzy stock current value and its past values and can show if there is a momentum factor associated with investing in Outdoorzy SA.
Regressed Prices |
| Timeline |
Pair Trading with Outdoorzy
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 Outdoorzy 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 Outdoorzy will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Outdoorzy could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Outdoorzy 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 Outdoorzy - 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 Outdoorzy SA to buy it.
The correlation of Outdoorzy 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 Outdoorzy moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Outdoorzy 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 Outdoorzy 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 Outdoorzy Stock Analysis
When running Outdoorzy's price analysis, check to measure Outdoorzy'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 Outdoorzy is operating at the current time. Most of Outdoorzy's value examination focuses on studying past and present price action to predict the probability of Outdoorzy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Outdoorzy's price. Additionally, you may evaluate how the addition of Outdoorzy to your portfolios can decrease your overall portfolio volatility.