SOFTWARE MANSION (Poland) Market Value
| SWM Stock | 38.60 0.80 2.12% |
| Symbol | SOFTWARE |
SOFTWARE MANSION '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 SOFTWARE MANSION'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 SOFTWARE MANSION.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in SOFTWARE MANSION on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding SOFTWARE MANSION SPOLKA or generate 0.0% return on investment in SOFTWARE MANSION over 90 days.
SOFTWARE MANSION 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 SOFTWARE MANSION'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 SOFTWARE MANSION SPOLKA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 17.29 | |||
| Value At Risk | (5.46) | |||
| Potential Upside | 3.83 |
SOFTWARE MANSION Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SOFTWARE MANSION's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SOFTWARE MANSION's standard deviation. In reality, there are many statistical measures that can use SOFTWARE MANSION historical prices to predict the future SOFTWARE MANSION's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SOFTWARE MANSION'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.
SOFTWARE MANSION January 30, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | (0.02) | |||
| Market Risk Adjusted Performance | (0.15) | |||
| Mean Deviation | 2.27 | |||
| Coefficient Of Variation | (2,297) | |||
| Standard Deviation | 3.13 | |||
| Variance | 9.79 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (0.16) | |||
| Maximum Drawdown | 17.29 | |||
| Value At Risk | (5.46) | |||
| Potential Upside | 3.83 | |||
| Skewness | 0.1408 | |||
| Kurtosis | 1.45 |
SOFTWARE MANSION SPOLKA Backtested Returns
SOFTWARE MANSION SPOLKA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0121, which indicates the firm had a -0.0121 % return per unit of volatility over the last 3 months. SOFTWARE MANSION SPOLKA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SOFTWARE MANSION's variance of 9.79, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of 0.9, which indicates possible diversification benefits within a given portfolio. SOFTWARE MANSION returns are very sensitive to returns on the market. As the market goes up or down, SOFTWARE MANSION is expected to follow. At this point, SOFTWARE MANSION SPOLKA has a negative expected return of -0.0386%. Please make sure to validate SOFTWARE MANSION's value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if SOFTWARE MANSION SPOLKA performance from the past will be repeated at future time.
Auto-correlation | -0.5 |
Modest reverse predictability
SOFTWARE MANSION SPOLKA has modest reverse predictability. Overlapping area represents the amount of predictability between SOFTWARE MANSION time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th 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 SOFTWARE MANSION SPOLKA price movement. The serial correlation of -0.5 indicates that about 50.0% of current SOFTWARE MANSION price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 2.04 |
Pair Trading with SOFTWARE MANSION
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 SOFTWARE MANSION 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 SOFTWARE MANSION will appreciate offsetting losses from the drop in the long position's value.Moving together with SOFTWARE Stock
Moving against SOFTWARE Stock
| 0.52 | SAN | Banco Santander SA Earnings Call This Week | PairCorr |
| 0.48 | UCG | UniCredit SpA | PairCorr |
| 0.48 | PEO | Bank Polska Kasa | PairCorr |
| 0.35 | KGH | KGHM Polska Miedz | PairCorr |
The ability to find closely correlated positions to SOFTWARE MANSION could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace SOFTWARE MANSION 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 SOFTWARE MANSION - 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 SOFTWARE MANSION SPOLKA to buy it.
The correlation of SOFTWARE MANSION 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 SOFTWARE MANSION moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if SOFTWARE MANSION SPOLKA 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 SOFTWARE MANSION 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 SOFTWARE Stock Analysis
When running SOFTWARE MANSION's price analysis, check to measure SOFTWARE MANSION'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 SOFTWARE MANSION is operating at the current time. Most of SOFTWARE MANSION's value examination focuses on studying past and present price action to predict the probability of SOFTWARE MANSION's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SOFTWARE MANSION's price. Additionally, you may evaluate how the addition of SOFTWARE MANSION to your portfolios can decrease your overall portfolio volatility.