POLENERGIA's market value is the price at which a share of POLENERGIA trades on a public exchange. It measures the collective expectations of POLENERGIA SA ZY investors about its performance. POLENERGIA is trading at 13.62 as of the 23rd of July 2025. This is a 5.42% down since the beginning of the trading day. The stock's lowest day price was 13.62. With this module, you can estimate the performance of a buy and hold strategy of POLENERGIA SA ZY and determine expected loss or profit from investing in POLENERGIA over a given investment horizon. Check out POLENERGIA Correlation, POLENERGIA Volatility and POLENERGIA Alpha and Beta module to complement your research on POLENERGIA.
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 if POLENERGIA is a good investment 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
04/24/2025
No Change 0.00
0.0
In 3 months and 1 day
07/23/2025
0.00
If you would invest 0.00 in POLENERGIA on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding POLENERGIA SA ZY or generate 0.0% return on investment in POLENERGIA over 90 days. POLENERGIA is related to or competes with Motorcar Parts, National Bank, CARSALESCOM, Webster Financial, Nordic Semiconductor, CVB Financial, and Magnachip Semiconductor. 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 SA ZY upside and downside potential and time the market with a certain degree of confidence.
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.
POLENERGIA SA ZY maintains Sharpe Ratio (i.e., Efficiency) of -0.0524, which implies the firm had a -0.0524 % return per unit of volatility over the last 3 months. POLENERGIA SA ZY exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check POLENERGIA's coefficient of variation of (1,909), and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The company holds a Beta of -0.45, which implies possible diversification benefits within a given portfolio. 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. At this point, POLENERGIA SA ZY has a negative expected return of -0.14%. Please make sure to check POLENERGIA's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if POLENERGIA SA ZY performance from the past will be repeated at future time.
Auto-correlation
-0.77
Almost perfect reverse predictability
POLENERGIA SA ZY has almost perfect reverse predictability. Overlapping area represents the amount of predictability between POLENERGIA time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. 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 SA ZY price movement. The serial correlation of -0.77 indicates that around 77.0% of current POLENERGIA price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.77
Spearman Rank Test
-0.31
Residual Average
0.0
Price Variance
0.43
POLENERGIA SA ZY 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 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 price movement to match the lagging time series.
Current and Lagged Values
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
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 SA ZY.
Other Information on Investing in POLENERGIA Stock
POLENERGIA financial ratios help investors to determine whether POLENERGIA 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 POLENERGIA with respect to the benefits of owning POLENERGIA security.