Profile Systems (Greece) Market Value
| PROF Stock | EUR 7.73 0.26 3.48% |
| Symbol | Profile |
Profile Systems '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 Profile Systems' 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 Profile Systems.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Profile Systems on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Profile Systems Software or generate 0.0% return on investment in Profile Systems over 90 days. Profile Systems is related to or competes with Mytilineos, Public Power, Autohellas, and Quest Holdings. Profile Systems Software A.E. develops and delivers software solutions primarily for the banking and investment manageme... More
Profile Systems 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 Profile Systems' 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 Profile Systems Software upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.3294 | |||
| Maximum Drawdown | 6.16 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 3.75 |
Profile Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Profile Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Profile Systems' standard deviation. In reality, there are many statistical measures that can use Profile Systems historical prices to predict the future Profile Systems' volatility.| Risk Adjusted Performance | 0.3962 | |||
| Jensen Alpha | 0.6206 | |||
| Total Risk Alpha | 0.4251 | |||
| Sortino Ratio | 0.4746 | |||
| Treynor Ratio | 3.79 |
Profile Systems Software Backtested Returns
Profile Systems appears to be not too volatile, given 3 months investment horizon. Profile Systems Software maintains Sharpe Ratio (i.e., Efficiency) of 0.41, which implies the firm had a 0.41 % return per unit of risk over the last 3 months. By analyzing Profile Systems' technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please evaluate Profile Systems' Downside Deviation of 1.08, risk adjusted performance of 0.3962, and Standard Deviation of 1.55 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Profile Systems holds a performance score of 32. The company holds a Beta of 0.17, which implies not very significant fluctuations relative to the market. As returns on the market increase, Profile Systems' returns are expected to increase less than the market. However, during the bear market, the loss of holding Profile Systems is expected to be smaller as well. Please check Profile Systems' maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Profile Systems' historical price patterns will revert.
Auto-correlation | 0.79 |
Good predictability
Profile Systems Software has good predictability. Overlapping area represents the amount of predictability between Profile Systems time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Profile Systems Software price movement. The serial correlation of 0.79 indicates that around 79.0% of current Profile Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Profile Systems Software lagged returns against current returns
Autocorrelation, which is Profile Systems 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 Profile Systems' stock expected returns. We can calculate the autocorrelation of Profile Systems returns to help us make a trade decision. For example, suppose you find that Profile Systems 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 |
Profile Systems 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 Profile Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Profile Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Profile Systems stock over time.
Current vs Lagged Prices |
| Timeline |
Profile Systems Lagged Returns
When evaluating Profile Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Profile Systems stock have on its future price. Profile Systems 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, Profile Systems autocorrelation shows the relationship between Profile Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Profile Systems Software.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Profile Stock Analysis
When running Profile Systems' price analysis, check to measure Profile Systems' 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 Profile Systems is operating at the current time. Most of Profile Systems' value examination focuses on studying past and present price action to predict the probability of Profile Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Profile Systems' price. Additionally, you may evaluate how the addition of Profile Systems to your portfolios can decrease your overall portfolio volatility.