PCF Group (Poland) Market Value
| PCF Stock | 3.87 0.23 6.32% |
| Symbol | PCF |
PCF Group '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 PCF Group'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 PCF Group.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in PCF Group on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding PCF Group SA or generate 0.0% return on investment in PCF Group over 90 days.
PCF Group 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 PCF Group'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 PCF Group SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 16.93 | |||
| Value At Risk | (4.66) | |||
| Potential Upside | 7.99 |
PCF Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PCF Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PCF Group's standard deviation. In reality, there are many statistical measures that can use PCF Group historical prices to predict the future PCF Group's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | 0.5573 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PCF Group'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.
PCF Group February 10, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | (0.01) | |||
| Market Risk Adjusted Performance | 0.5673 | |||
| Mean Deviation | 2.58 | |||
| Coefficient Of Variation | (6,125) | |||
| Standard Deviation | 3.58 | |||
| Variance | 12.81 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | 0.5573 | |||
| Maximum Drawdown | 16.93 | |||
| Value At Risk | (4.66) | |||
| Potential Upside | 7.99 | |||
| Skewness | 1.22 | |||
| Kurtosis | 2.22 |
PCF Group SA Backtested Returns
Currently, PCF Group SA is risky. PCF Group SA maintains Sharpe Ratio (i.e., Efficiency) of 0.0314, which implies the company had a 0.0314 % return per unit of volatility over the last 3 months. We have found twenty-two technical indicators for PCF Group SA, which you can use to evaluate the volatility of the entity. Please check PCF Group's variance of 12.81, and Market Risk Adjusted Performance of 0.5673 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. PCF Group has a performance score of 2 on a scale of 0 to 100. The firm holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PCF Group are expected to decrease at a much lower rate. During the bear market, PCF Group is likely to outperform the market. PCF Group SA now holds a risk of 3.87%. Please check PCF Group SA skewness, and the relationship between the total risk alpha and rate of daily change , to decide if PCF Group SA will be following its historical price patterns.
Auto-correlation | -0.44 |
Modest reverse predictability
PCF Group SA has modest reverse predictability. Overlapping area represents the amount of predictability between PCF Group time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 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 PCF Group SA price movement. The serial correlation of -0.44 indicates that just about 44.0% of current PCF Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Pair Trading with PCF Group
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 PCF Group 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 PCF Group will appreciate offsetting losses from the drop in the long position's value.Moving together with PCF Stock
The ability to find closely correlated positions to PCF Group could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace PCF Group 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 PCF Group - 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 PCF Group SA to buy it.
The correlation of PCF Group 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 PCF Group moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if PCF Group 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 PCF Group 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 PCF Stock Analysis
When running PCF Group's price analysis, check to measure PCF Group'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 PCF Group is operating at the current time. Most of PCF Group's value examination focuses on studying past and present price action to predict the probability of PCF Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PCF Group's price. Additionally, you may evaluate how the addition of PCF Group to your portfolios can decrease your overall portfolio volatility.