Premia SA (Greece) Market Value
| PREMIA Stock | EUR 1.43 0.01 0.70% |
| Symbol | Premia |
Premia 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 Premia 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 Premia SA.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Premia SA on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding Premia SA or generate 0.0% return on investment in Premia SA over 30 days. Premia SA is related to or competes with Coca Cola, Hellenic Telecommunicatio, Greek Organization, Eurobank Ergasias, National Bank, Alpha Services, and Public Power. Premia S.A., a real estate development company, invests in and develops real estate properties More
Premia 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 Premia 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 Premia SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.12 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.97 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.54 |
Premia SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Premia SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Premia SA's standard deviation. In reality, there are many statistical measures that can use Premia SA historical prices to predict the future Premia SA's volatility.| Risk Adjusted Performance | 0.0481 | |||
| Jensen Alpha | 0.0521 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.5876 |
Premia SA Backtested Returns
At this point, Premia SA is moderately volatile. Premia SA maintains Sharpe Ratio (i.e., Efficiency) of 0.0738, which implies the firm had a 0.0738 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Premia SA, which you can use to evaluate the volatility of the company. Please check Premia SA's Coefficient Of Variation of 1563.19, risk adjusted performance of 0.0481, and Semi Deviation of 0.699 to confirm if the risk estimate we provide is consistent with the expected return of 0.0796%. Premia SA has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of 0.1, which implies not very significant fluctuations relative to the market. As returns on the market increase, Premia SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Premia SA is expected to be smaller as well. Premia SA right now holds a risk of 1.08%. Please check Premia SA jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Premia SA will be following its historical price patterns.
Auto-correlation | -0.49 |
Modest reverse predictability
Premia SA has modest reverse predictability. Overlapping area represents the amount of predictability between Premia SA 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 Premia SA price movement. The serial correlation of -0.49 indicates that about 49.0% of current Premia SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Premia SA lagged returns against current returns
Autocorrelation, which is Premia 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 Premia SA's stock expected returns. We can calculate the autocorrelation of Premia SA returns to help us make a trade decision. For example, suppose you find that Premia 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 |
Premia 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 Premia SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Premia SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Premia SA stock over time.
Current vs Lagged Prices |
| Timeline |
Premia SA Lagged Returns
When evaluating Premia SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Premia SA stock have on its future price. Premia 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, Premia SA autocorrelation shows the relationship between Premia SA stock current value and its past values and can show if there is a momentum factor associated with investing in Premia SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Premia Stock
Premia SA financial ratios help investors to determine whether Premia Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Premia with respect to the benefits of owning Premia SA security.