Powszechny Zaklad Ubezpieczen Stock Market Value
| PWZYF Stock | USD 16.25 0.00 0.00% |
| Symbol | Powszechny |
Powszechny Zaklad '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 Powszechny Zaklad's otc 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 Powszechny Zaklad.
| 01/03/2025 |
| 12/29/2025 |
If you would invest 0.00 in Powszechny Zaklad on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Powszechny Zaklad Ubezpieczen or generate 0.0% return on investment in Powszechny Zaklad over 360 days. Powszechny Zaklad is related to or competes with Federal National, and Intact Financial. POWSZECHNY Zaklad Ubezpieczen SA provides life and non-life insurance products and services in Poland, the Baltic States... More
Powszechny Zaklad 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 Powszechny Zaklad's otc 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 Powszechny Zaklad Ubezpieczen upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.58 |
Powszechny Zaklad Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Powszechny Zaklad's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Powszechny Zaklad's standard deviation. In reality, there are many statistical measures that can use Powszechny Zaklad historical prices to predict the future Powszechny Zaklad's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Powszechny Zaklad'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.
Powszechny Zaklad Backtested Returns
Powszechny Zaklad maintains Sharpe Ratio (i.e., Efficiency) of -0.0271, which implies the firm had a -0.0271 % return per unit of risk over the last 3 months. Powszechny Zaklad exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Powszechny Zaklad's Coefficient Of Variation of (3,724), variance of 2.16, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The company holds a Beta of 0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, Powszechny Zaklad's returns are expected to increase less than the market. However, during the bear market, the loss of holding Powszechny Zaklad is expected to be smaller as well. At this point, Powszechny Zaklad has a negative expected return of -0.0401%. Please make sure to check Powszechny Zaklad's risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to decide if Powszechny Zaklad performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Powszechny Zaklad Ubezpieczen has no correlation between past and present. Overlapping area represents the amount of predictability between Powszechny Zaklad time series from 3rd of January 2025 to 2nd of July 2025 and 2nd of July 2025 to 29th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Powszechny Zaklad price movement. The serial correlation of 0.0 indicates that just 0.0% of current Powszechny Zaklad price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
Powszechny Zaklad lagged returns against current returns
Autocorrelation, which is Powszechny Zaklad otc 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 Powszechny Zaklad's otc stock expected returns. We can calculate the autocorrelation of Powszechny Zaklad returns to help us make a trade decision. For example, suppose you find that Powszechny Zaklad has exhibited high autocorrelation historically, and you observe that the otc 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 |
Powszechny Zaklad 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 Powszechny Zaklad otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Powszechny Zaklad otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Powszechny Zaklad otc stock over time.
Current vs Lagged Prices |
| Timeline |
Powszechny Zaklad Lagged Returns
When evaluating Powszechny Zaklad's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Powszechny Zaklad otc stock have on its future price. Powszechny Zaklad 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, Powszechny Zaklad autocorrelation shows the relationship between Powszechny Zaklad otc stock current value and its past values and can show if there is a momentum factor associated with investing in Powszechny Zaklad Ubezpieczen.
Regressed Prices |
| Timeline |
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Other Information on Investing in Powszechny OTC Stock
Powszechny Zaklad financial ratios help investors to determine whether Powszechny OTC 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 Powszechny with respect to the benefits of owning Powszechny Zaklad security.