POLENERGIA (Germany) Market Value

06Y
 Stock
  

EUR 18.18  0.22  1.20%   

POLENERGIA's market value is the price at which a share of POLENERGIA stock trades on a public exchange. It measures the collective expectations of POLENERGIA S A investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of POLENERGIA S A and determine expected loss or profit from investing in POLENERGIA over a given investment horizon. Please continue to POLENERGIA Correlation, POLENERGIA Volatility and POLENERGIA Alpha and Beta module to complement your research on POLENERGIA.
Symbol

Please note, there is a significant difference between POLENERGIA's value and its price as these two are different measures arrived at by different means. Investors typically determine POLENERGIA value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, POLENERGIA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

POLENERGIA '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 POLENERGIA'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 POLENERGIA.
0.00
10/30/2022
No Change 0.00  0.0 
In 31 days
11/29/2022
0.00
If you would invest  0.00  in POLENERGIA on October 30, 2022 and sell it all today you would earn a total of 0.00 from holding POLENERGIA S A or generate 0.0% return on investment in POLENERGIA over 30 days. POLENERGIA is related to or competes with PAMPA ENERGIA, LUFTHANSA, TREVENA INC, and COMMERZBANK. Polenergia S.A., together with its subsidiaries, generates, distributes, and trades in electricity in Poland More

POLENERGIA 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 POLENERGIA'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 POLENERGIA S A upside and downside potential and time the market with a certain degree of confidence.

POLENERGIA Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for POLENERGIA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as POLENERGIA's standard deviation. In reality, there are many statistical measures that can use POLENERGIA historical prices to predict the future POLENERGIA's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of POLENERGIA'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. Please use the tools below to analyze the current value of POLENERGIA in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
15.0818.4021.72
Details
Intrinsic
Valuation
LowReal ValueHigh
12.7916.1119.43
Details
Naive
Forecast
LowNext ValueHigh
13.9117.2220.54
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.9519.1220.30
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as POLENERGIA. Your research has to be compared to or analyzed against POLENERGIA's peers to derive any actionable benefits. When done correctly, POLENERGIA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in POLENERGIA S A.

POLENERGIA S A Backtested Returns

We consider POLENERGIA not too volatile. POLENERGIA S A maintains Sharpe Ratio (i.e., Efficiency) of 0.0089, which implies the firm had 0.0089% of return per unit of volatility over the last 3 months. Our approach towards forecasting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for POLENERGIA S A, which you can use to evaluate the future volatility of the company. Please check POLENERGIA S A risk adjusted performance of (0.1) to confirm if the risk estimate we provide is consistent with the expected return of 0.0295%.
The company holds a Beta of -0.5501, which implies possible diversification benefits within a given portfolio. Let's try to break down what POLENERGIA's beta means in this case. As returns on the market increase, returns on owning POLENERGIA are expected to decrease at a much lower rate. During the bear market, POLENERGIA is likely to outperform the market. Although it is important to respect POLENERGIA S A current trending patterns, it is better to be realistic regarding the information on the equity's existing price patterns. The approach towards forecasting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting POLENERGIA S A technical indicators, you can now evaluate if the expected return of 0.0295% will be sustainable into the future. POLENERGIA S A currently holds a risk of 3.32%. Please check POLENERGIA S A semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio to decide if POLENERGIA S A will be following its historical price patterns.

Auto-correlation

    
  0.15  

Insignificant predictability

POLENERGIA S A has insignificant predictability. Overlapping area represents the amount of predictability between POLENERGIA time series from 30th of October 2022 to 14th of November 2022 and 14th of November 2022 to 29th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of POLENERGIA S A price movement. The serial correlation of 0.15 indicates that less than 15.0% of current POLENERGIA price fluctuation can be explain by its past prices.
Correlation Coefficient0.15
Spearman Rank Test0.2
Residual Average0.0
Price Variance0.11

POLENERGIA S A lagged returns against current returns

Autocorrelation, which is POLENERGIA 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 POLENERGIA's stock expected returns. We can calculate the autocorrelation of POLENERGIA returns to help us make a trade decision. For example, suppose you find that POLENERGIA stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

POLENERGIA 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 POLENERGIA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if POLENERGIA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in POLENERGIA stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

POLENERGIA Lagged Returns

When evaluating POLENERGIA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of POLENERGIA stock have on its future price. POLENERGIA 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, POLENERGIA autocorrelation shows the relationship between POLENERGIA stock current value and its past values and can show if there is a momentum factor associated with investing in POLENERGIA S A.
   Regressed Prices   
Share
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards POLENERGIA in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, POLENERGIA's short interest history, or implied volatility extrapolated from POLENERGIA options trading.

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Thematic Ideas
Explore Investing Ideas  
Please continue to POLENERGIA Correlation, POLENERGIA Volatility and POLENERGIA Alpha and Beta module to complement your research on POLENERGIA. You can also try Content Syndication module to quickly integrate customizable finance content to your own investment portal.

Other Tools for POLENERGIA Stock

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