SANOK RUBBER (Germany) Technical Analysis
| 1NX Stock | EUR 5.02 0.28 5.28% |
As of the 27th of January, SANOK RUBBER has the Risk Adjusted Performance of 0.0621, market risk adjusted performance of 10.61, and Downside Deviation of 2.13. SANOK RUBBER technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the entity's future prices. Please validate SANOK RUBBER ZY information ratio, value at risk, and the relationship between the standard deviation and treynor ratio to decide if SANOK RUBBER is priced adequately, providing market reflects its prevalent price of 5.02 per share.
SANOK RUBBER Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SANOK, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SANOKSANOK |
SANOK RUBBER '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 SANOK RUBBER'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 SANOK RUBBER.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in SANOK RUBBER on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding SANOK RUBBER ZY or generate 0.0% return on investment in SANOK RUBBER over 90 days. SANOK RUBBER is related to or competes with CVS Health, Mount Gibson, Daido Steel, NEW MILLENNIUM, Bumrungrad Hospital, and National Health. Sanok Rubber Company Splka Akcyjna provides rubber products, rubber-to-metal articles, and rubber with other materials f... More
SANOK RUBBER 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 SANOK RUBBER'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 SANOK RUBBER ZY upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.13 | |||
| Information Ratio | 0.0383 | |||
| Maximum Drawdown | 18.32 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 5.16 |
SANOK RUBBER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SANOK RUBBER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SANOK RUBBER's standard deviation. In reality, there are many statistical measures that can use SANOK RUBBER historical prices to predict the future SANOK RUBBER's volatility.| Risk Adjusted Performance | 0.0621 | |||
| Jensen Alpha | 0.1527 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0388 | |||
| Treynor Ratio | 10.6 |
SANOK RUBBER January 27, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0621 | |||
| Market Risk Adjusted Performance | 10.61 | |||
| Mean Deviation | 1.15 | |||
| Semi Deviation | 1.78 | |||
| Downside Deviation | 2.13 | |||
| Coefficient Of Variation | 1321.3 | |||
| Standard Deviation | 2.16 | |||
| Variance | 4.68 | |||
| Information Ratio | 0.0383 | |||
| Jensen Alpha | 0.1527 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0388 | |||
| Treynor Ratio | 10.6 | |||
| Maximum Drawdown | 18.32 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 5.16 | |||
| Downside Variance | 4.55 | |||
| Semi Variance | 3.18 | |||
| Expected Short fall | (1.38) | |||
| Skewness | 0.4622 | |||
| Kurtosis | 9.88 |
SANOK RUBBER ZY Backtested Returns
At this point, SANOK RUBBER is somewhat reliable. SANOK RUBBER ZY owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0747, which indicates the company had a 0.0747 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for SANOK RUBBER ZY, which you can use to evaluate the volatility of the entity. Please validate SANOK RUBBER's Risk Adjusted Performance of 0.0621, market risk adjusted performance of 10.61, and Downside Deviation of 2.13 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. SANOK RUBBER has a performance score of 5 on a scale of 0 to 100. The firm has a beta of 0.0145, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SANOK RUBBER's returns are expected to increase less than the market. However, during the bear market, the loss of holding SANOK RUBBER is expected to be smaller as well. SANOK RUBBER ZY currently has a risk of 2.25%. Please validate SANOK RUBBER downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to decide if SANOK RUBBER will be following its existing price patterns.
Auto-correlation | -0.88 |
Excellent reverse predictability
SANOK RUBBER ZY has excellent reverse predictability. Overlapping area represents the amount of predictability between SANOK RUBBER time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 SANOK RUBBER ZY price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current SANOK RUBBER price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
SANOK RUBBER technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
SANOK RUBBER ZY Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of SANOK RUBBER ZY volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About SANOK RUBBER Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of SANOK RUBBER ZY on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of SANOK RUBBER ZY based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on SANOK RUBBER ZY price pattern first instead of the macroeconomic environment surrounding SANOK RUBBER ZY. By analyzing SANOK RUBBER's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of SANOK RUBBER's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to SANOK RUBBER specific price patterns or momentum indicators. Please read more on our technical analysis page.
SANOK RUBBER January 27, 2026 Technical Indicators
Most technical analysis of SANOK help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for SANOK from various momentum indicators to cycle indicators. When you analyze SANOK charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0621 | |||
| Market Risk Adjusted Performance | 10.61 | |||
| Mean Deviation | 1.15 | |||
| Semi Deviation | 1.78 | |||
| Downside Deviation | 2.13 | |||
| Coefficient Of Variation | 1321.3 | |||
| Standard Deviation | 2.16 | |||
| Variance | 4.68 | |||
| Information Ratio | 0.0383 | |||
| Jensen Alpha | 0.1527 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0388 | |||
| Treynor Ratio | 10.6 | |||
| Maximum Drawdown | 18.32 | |||
| Value At Risk | (1.56) | |||
| Potential Upside | 5.16 | |||
| Downside Variance | 4.55 | |||
| Semi Variance | 3.18 | |||
| Expected Short fall | (1.38) | |||
| Skewness | 0.4622 | |||
| Kurtosis | 9.88 |
SANOK RUBBER January 27, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as SANOK stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 0.95 | ||
| Day Median Price | 5.02 | ||
| Day Typical Price | 5.02 | ||
| Price Action Indicator | (0.14) |
Complementary Tools for SANOK Stock analysis
When running SANOK RUBBER's price analysis, check to measure SANOK RUBBER'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 SANOK RUBBER is operating at the current time. Most of SANOK RUBBER's value examination focuses on studying past and present price action to predict the probability of SANOK RUBBER's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SANOK RUBBER's price. Additionally, you may evaluate how the addition of SANOK RUBBER to your portfolios can decrease your overall portfolio volatility.
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