Sfinks Polska (Poland) Market Value
| SFS Stock | 0.42 0.01 2.33% |
| Symbol | Sfinks |
Sfinks Polska '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 Sfinks Polska'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 Sfinks Polska.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Sfinks Polska on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Sfinks Polska SA or generate 0.0% return on investment in Sfinks Polska over 90 days.
Sfinks Polska 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 Sfinks Polska'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 Sfinks Polska SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.23 | |||
| Information Ratio | 0.0347 | |||
| Maximum Drawdown | 14.65 | |||
| Value At Risk | (4.65) | |||
| Potential Upside | 5.56 |
Sfinks Polska Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sfinks Polska's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sfinks Polska's standard deviation. In reality, there are many statistical measures that can use Sfinks Polska historical prices to predict the future Sfinks Polska's volatility.| Risk Adjusted Performance | 0.0549 | |||
| Jensen Alpha | 0.0908 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0359 | |||
| Treynor Ratio | 0.149 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sfinks Polska'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.
Sfinks Polska March 2, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Risk Adjusted Performance | 0.0549 | |||
| Market Risk Adjusted Performance | 0.159 | |||
| Mean Deviation | 2.63 | |||
| Semi Deviation | 2.45 | |||
| Downside Deviation | 3.23 | |||
| Coefficient Of Variation | 1621.55 | |||
| Standard Deviation | 3.34 | |||
| Variance | 11.13 | |||
| Information Ratio | 0.0347 | |||
| Jensen Alpha | 0.0908 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0359 | |||
| Treynor Ratio | 0.149 | |||
| Maximum Drawdown | 14.65 | |||
| Value At Risk | (4.65) | |||
| Potential Upside | 5.56 | |||
| Downside Variance | 10.42 | |||
| Semi Variance | 5.99 | |||
| Expected Short fall | (3.99) | |||
| Skewness | 0.6544 | |||
| Kurtosis | 0.1772 |
Sfinks Polska SA Backtested Returns
Currently, Sfinks Polska SA is out of control. Sfinks Polska SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0284, which indicates the firm had a 0.0284 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Sfinks Polska SA, which you can use to evaluate the volatility of the company. Please validate Sfinks Polska's Semi Deviation of 2.45, coefficient of variation of 1621.55, and Risk Adjusted Performance of 0.0549 to confirm if the risk estimate we provide is consistent with the expected return of 0.0954%. Sfinks Polska has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 1.31, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sfinks Polska will likely underperform. Sfinks Polska SA right now has a risk of 3.36%. Please validate Sfinks Polska sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Sfinks Polska will be following its existing price patterns.
Auto-correlation | 0.16 |
Very weak predictability
Sfinks Polska SA has very weak predictability. Overlapping area represents the amount of predictability between Sfinks Polska time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 Sfinks Polska SA price movement. The serial correlation of 0.16 indicates that over 16.0% of current Sfinks Polska price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pair Trading with Sfinks Polska
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 Sfinks Polska 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 Sfinks Polska will appreciate offsetting losses from the drop in the long position's value.Moving together with Sfinks Stock
Moving against Sfinks Stock
The ability to find closely correlated positions to Sfinks Polska could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Sfinks Polska 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 Sfinks Polska - 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 Sfinks Polska SA to buy it.
The correlation of Sfinks Polska 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 Sfinks Polska moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Sfinks Polska 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 Sfinks Polska 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 Sfinks Stock Analysis
When running Sfinks Polska's price analysis, check to measure Sfinks Polska'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 Sfinks Polska is operating at the current time. Most of Sfinks Polska's value examination focuses on studying past and present price action to predict the probability of Sfinks Polska's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sfinks Polska's price. Additionally, you may evaluate how the addition of Sfinks Polska to your portfolios can decrease your overall portfolio volatility.