SANOK RUBBER's market value is the price at which a share of SANOK RUBBER trades on a public exchange. It measures the collective expectations of SANOK RUBBER ZY investors about its performance. SANOK RUBBER is trading at 5.10 as of the 12th of July 2025. This is a 0.39% down since the beginning of the trading day. The stock's lowest day price was 5.1. With this module, you can estimate the performance of a buy and hold strategy of SANOK RUBBER ZY and determine expected loss or profit from investing in SANOK RUBBER over a given investment horizon. Check out SANOK RUBBER Correlation, SANOK RUBBER Volatility and SANOK RUBBER Alpha and Beta module to complement your research on SANOK RUBBER.
Please note, there is a significant difference between SANOK RUBBER's value and its price as these two are different measures arrived at by different means. Investors typically determine if SANOK RUBBER is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SANOK RUBBER'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.
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.
0.00
01/13/2025
No Change 0.00
0.0
In 5 months and 30 days
07/12/2025
0.00
If you would invest 0.00 in SANOK RUBBER on January 13, 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 180 days. SANOK RUBBER is related to or competes with Jupiter Fund, ANGLER GAMING, International Game, Hochschild Mining, TSOGO SUN, and Corporate Travel. 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.
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.
SANOK RUBBER appears to be slightly risky, given 3 months investment horizon. SANOK RUBBER ZY owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the company had a 0.1 % 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 review SANOK RUBBER's Downside Deviation of 2.78, risk adjusted performance of 0.0959, and Market Risk Adjusted Performance of 1.04 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SANOK RUBBER holds a performance score of 8. The firm has a beta of 0.14, 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. Please check SANOK RUBBER's downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to make a quick decision on whether SANOK RUBBER's existing price patterns will revert.
Auto-correlation
0.20
Weak predictability
SANOK RUBBER ZY has weak predictability. Overlapping area represents the amount of predictability between SANOK RUBBER time series from 13th of January 2025 to 13th of April 2025 and 13th of April 2025 to 12th 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 SANOK RUBBER ZY price movement. The serial correlation of 0.2 indicates that over 20.0% of current SANOK RUBBER price fluctuation can be explain by its past prices.
Correlation Coefficient
0.2
Spearman Rank Test
-0.02
Residual Average
0.0
Price Variance
0.06
SANOK RUBBER ZY lagged returns against current returns
Autocorrelation, which is SANOK RUBBER 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 SANOK RUBBER's stock expected returns. We can calculate the autocorrelation of SANOK RUBBER returns to help us make a trade decision. For example, suppose you find that SANOK RUBBER 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
SANOK RUBBER 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 SANOK RUBBER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SANOK RUBBER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SANOK RUBBER stock over time.
Current vs Lagged Prices
Timeline
SANOK RUBBER Lagged Returns
When evaluating SANOK RUBBER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SANOK RUBBER stock have on its future price. SANOK RUBBER 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, SANOK RUBBER autocorrelation shows the relationship between SANOK RUBBER stock current value and its past values and can show if there is a momentum factor associated with investing in SANOK RUBBER ZY.
SANOK RUBBER financial ratios help investors to determine whether SANOK 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 SANOK with respect to the benefits of owning SANOK RUBBER security.