Spyrosoft (Poland) Market Value
| SPR Stock | 570.00 6.00 1.04% |
| Symbol | Spyrosoft |
Spyrosoft '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 Spyrosoft'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 Spyrosoft.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Spyrosoft on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Spyrosoft SA or generate 0.0% return on investment in Spyrosoft over 180 days.
Spyrosoft 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 Spyrosoft'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 Spyrosoft SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.0523 | |||
| Maximum Drawdown | 8.62 | |||
| Value At Risk | (3.28) | |||
| Potential Upside | 4.02 |
Spyrosoft Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Spyrosoft's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Spyrosoft's standard deviation. In reality, there are many statistical measures that can use Spyrosoft historical prices to predict the future Spyrosoft's volatility.| Risk Adjusted Performance | 0.0703 | |||
| Jensen Alpha | 0.1252 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0573 | |||
| Treynor Ratio | 0.2299 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Spyrosoft'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.
Spyrosoft SA Backtested Returns
Spyrosoft appears to be very steady, given 3 months investment horizon. Spyrosoft SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0989, which indicates the firm had a 0.0989 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Spyrosoft SA, which you can use to evaluate the volatility of the company. Please review Spyrosoft's Semi Deviation of 1.58, coefficient of variation of 1105.32, and Risk Adjusted Performance of 0.0703 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Spyrosoft holds a performance score of 7. The entity has a beta of 0.78, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Spyrosoft's returns are expected to increase less than the market. However, during the bear market, the loss of holding Spyrosoft is expected to be smaller as well. Please check Spyrosoft's expected short fall, as well as the relationship between the rate of daily change and period momentum indicator , to make a quick decision on whether Spyrosoft's existing price patterns will revert.
Auto-correlation | -0.61 |
Very good reverse predictability
Spyrosoft SA has very good reverse predictability. Overlapping area represents the amount of predictability between Spyrosoft time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Spyrosoft SA price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Spyrosoft price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 925.2 |
Spyrosoft SA lagged returns against current returns
Autocorrelation, which is Spyrosoft 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 Spyrosoft's stock expected returns. We can calculate the autocorrelation of Spyrosoft returns to help us make a trade decision. For example, suppose you find that Spyrosoft 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 |
Spyrosoft 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 Spyrosoft stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Spyrosoft stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Spyrosoft stock over time.
Current vs Lagged Prices |
| Timeline |
Spyrosoft Lagged Returns
When evaluating Spyrosoft's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Spyrosoft stock have on its future price. Spyrosoft 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, Spyrosoft autocorrelation shows the relationship between Spyrosoft stock current value and its past values and can show if there is a momentum factor associated with investing in Spyrosoft SA.
Regressed Prices |
| Timeline |
Pair Trading with Spyrosoft
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 Spyrosoft 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 Spyrosoft will appreciate offsetting losses from the drop in the long position's value.Moving together with Spyrosoft Stock
Moving against Spyrosoft Stock
The ability to find closely correlated positions to Spyrosoft could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Spyrosoft 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 Spyrosoft - 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 Spyrosoft SA to buy it.
The correlation of Spyrosoft 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 Spyrosoft moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Spyrosoft 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 Spyrosoft 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 Spyrosoft Stock Analysis
When running Spyrosoft's price analysis, check to measure Spyrosoft'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 Spyrosoft is operating at the current time. Most of Spyrosoft's value examination focuses on studying past and present price action to predict the probability of Spyrosoft's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Spyrosoft's price. Additionally, you may evaluate how the addition of Spyrosoft to your portfolios can decrease your overall portfolio volatility.