Compa Sibiu (Romania) Technical Analysis
| CMP Stock | 0.68 0.02 2.86% |
As of the 26th of January, Compa Sibiu shows the Mean Deviation of 1.79, risk adjusted performance of 0.1286, and Downside Deviation of 2.24. Our technical analysis interface gives you tools to check existing technical drivers of Compa Sibiu, as well as the relationship between them.
Compa Sibiu Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Compa, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to CompaCompa |
Compa Sibiu '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 Compa Sibiu'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 Compa Sibiu.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Compa Sibiu on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Compa Sibiu or generate 0.0% return on investment in Compa Sibiu over 90 days. More
Compa Sibiu 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 Compa Sibiu'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 Compa Sibiu upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.24 | |||
| Information Ratio | 0.1341 | |||
| Maximum Drawdown | 14.83 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 4.48 |
Compa Sibiu Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compa Sibiu's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compa Sibiu's standard deviation. In reality, there are many statistical measures that can use Compa Sibiu historical prices to predict the future Compa Sibiu's volatility.| Risk Adjusted Performance | 0.1286 | |||
| Jensen Alpha | 0.4231 | |||
| Total Risk Alpha | 0.1683 | |||
| Sortino Ratio | 0.1468 | |||
| Treynor Ratio | (1.05) |
Compa Sibiu January 26, 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 | 0.1286 | |||
| Market Risk Adjusted Performance | (1.04) | |||
| Mean Deviation | 1.79 | |||
| Semi Deviation | 1.36 | |||
| Downside Deviation | 2.24 | |||
| Coefficient Of Variation | 602.16 | |||
| Standard Deviation | 2.45 | |||
| Variance | 6.01 | |||
| Information Ratio | 0.1341 | |||
| Jensen Alpha | 0.4231 | |||
| Total Risk Alpha | 0.1683 | |||
| Sortino Ratio | 0.1468 | |||
| Treynor Ratio | (1.05) | |||
| Maximum Drawdown | 14.83 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 4.48 | |||
| Downside Variance | 5.01 | |||
| Semi Variance | 1.85 | |||
| Expected Short fall | (2.97) | |||
| Skewness | 1.48 | |||
| Kurtosis | 4.87 |
Compa Sibiu Backtested Returns
Compa Sibiu appears to be dangerous, given 3 months investment horizon. Compa Sibiu secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Compa Sibiu, which you can use to evaluate the volatility of the firm. Please makes use of Compa Sibiu's Mean Deviation of 1.79, risk adjusted performance of 0.1286, and Downside Deviation of 2.24 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Compa Sibiu holds a performance score of 11. The firm shows a Beta (market volatility) of -0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Compa Sibiu are expected to decrease at a much lower rate. During the bear market, Compa Sibiu is likely to outperform the market. Please check Compa Sibiu's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether Compa Sibiu's price patterns will revert.
Auto-correlation | -0.9 |
Excellent reverse predictability
Compa Sibiu has excellent reverse predictability. Overlapping area represents the amount of predictability between Compa Sibiu time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th 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 Compa Sibiu price movement. The serial correlation of -0.9 indicates that approximately 90.0% of current Compa Sibiu price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.9 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Compa Sibiu 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.
Compa Sibiu 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 Compa Sibiu volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Compa Sibiu 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 Compa Sibiu 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 Compa Sibiu based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Compa Sibiu price pattern first instead of the macroeconomic environment surrounding Compa Sibiu. By analyzing Compa Sibiu'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 Compa Sibiu'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 Compa Sibiu specific price patterns or momentum indicators. Please read more on our technical analysis page.
Compa Sibiu January 26, 2026 Technical Indicators
Most technical analysis of Compa 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 Compa from various momentum indicators to cycle indicators. When you analyze Compa 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 | 0.1286 | |||
| Market Risk Adjusted Performance | (1.04) | |||
| Mean Deviation | 1.79 | |||
| Semi Deviation | 1.36 | |||
| Downside Deviation | 2.24 | |||
| Coefficient Of Variation | 602.16 | |||
| Standard Deviation | 2.45 | |||
| Variance | 6.01 | |||
| Information Ratio | 0.1341 | |||
| Jensen Alpha | 0.4231 | |||
| Total Risk Alpha | 0.1683 | |||
| Sortino Ratio | 0.1468 | |||
| Treynor Ratio | (1.05) | |||
| Maximum Drawdown | 14.83 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 4.48 | |||
| Downside Variance | 5.01 | |||
| Semi Variance | 1.85 | |||
| Expected Short fall | (2.97) | |||
| Skewness | 1.48 | |||
| Kurtosis | 4.87 |
Compa Sibiu January 26, 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 Compa 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 | 0.04 | ||
| Daily Balance Of Power | (0.67) | ||
| Rate Of Daily Change | 0.97 | ||
| Day Median Price | 0.67 | ||
| Day Typical Price | 0.67 | ||
| Price Action Indicator | 0.01 | ||
| Market Facilitation Index | 0.03 |
Other Information on Investing in Compa Stock
Compa Sibiu financial ratios help investors to determine whether Compa Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Compa with respect to the benefits of owning Compa Sibiu security.