Newag SA (Poland) Performance

NWG Stock   127.20  2.40  1.92%   
On a scale of 0 to 100, Newag SA holds a performance score of 19. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Newag SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Newag SA is expected to be smaller as well. Please check Newag SA's skewness, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether Newag SA's current price movements will revert.

Risk-Adjusted Performance

Solid

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Newag SA are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, Newag SA reported solid returns over the last few months and may actually be approaching a breakup point. ...more
  

Newag SA Relative Risk vs. Return Landscape

If you would invest  9,700  in Newag SA on November 13, 2025 and sell it today you would earn a total of  3,020  from holding Newag SA or generate 31.13% return on investment over 90 days. Newag SA is generating 0.4785% of daily returns and assumes 1.9313% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Newag, and 91% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon Newag SA is expected to generate 2.48 times more return on investment than the market. However, the company is 2.48 times more volatile than its market benchmark. It trades about 0.25 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.12 per unit of risk.

Newag SA Target Price Odds to finish over Current Price

The tendency of Newag Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 127.20 90 days 127.20 
about 1.53
Based on a normal probability distribution, the odds of Newag SA to move above the current price in 90 days from now is about 1.53 (This Newag SA probability density function shows the probability of Newag Stock to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon Newag SA has a beta of 0.17. This indicates as returns on the market go up, Newag SA average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Newag SA will be expected to be much smaller as well. Additionally Newag SA has an alpha of 0.5063, implying that it can generate a 0.51 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Newag SA Price Density   
       Price  

Predictive Modules for Newag SA

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Newag SA. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Newag SA'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.

Newag SA Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Newag SA is not an exception. The market had few large corrections towards the Newag SA's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Newag SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Newag SA within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.51
β
Beta against Dow Jones0.17
σ
Overall volatility
10.94
Ir
Information ratio 0.22

Things to note about Newag SA performance evaluation

Checking the ongoing alerts about Newag SA for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Newag SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Evaluating Newag SA's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Newag SA's stock performance include:
  • Analyzing Newag SA's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Newag SA's stock is overvalued or undervalued compared to its peers.
  • Examining Newag SA's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating Newag SA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Newag SA's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of Newag SA's stock. These opinions can provide insight into Newag SA's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Newag SA's stock performance is not an exact science, and many factors can impact Newag SA's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Additional Tools for Newag Stock Analysis

When running Newag SA's price analysis, check to measure Newag SA'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 Newag SA is operating at the current time. Most of Newag SA's value examination focuses on studying past and present price action to predict the probability of Newag SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Newag SA's price. Additionally, you may evaluate how the addition of Newag SA to your portfolios can decrease your overall portfolio volatility.