Orlen SA (Czech Republic) Buy Hold or Sell Recommendation
| PKN Stock | 399.25 0.05 0.01% |
Assuming the 90 days trading horizon and your above-average risk tolerance, our recommendation regarding Orlen SA is 'Not Rated'. Macroaxis provides Orlen SA buy-hold-or-sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Orlen SA positions. The advice algorithm takes into account all of Orlen SA's available fundamental, technical, and predictive indicators you will find on this site.
A buy or sell recommendation provided by Macroaxis is an automated directive regarding whether to purchase or sell Orlen SA given historical horizon and risk tolerance towards Orlen SA. When Macroaxis issues a 'buy' or 'sell' recommendation for Orlen SA, the advice is generated through an automated system that utilizes algorithms and statistical models.
Orlen |
Execute Orlen SA Buy or Sell Advice
The Orlen recommendation should be used to complement the buy-or-sell advice compiled from the current analysts' consensus on Orlen SA. Macroaxis does not own or have any residual interests in Orlen SA or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute Orlen SA's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Strong Hold
Market Performance | OK | Details | |
Volatility | Very steady | Details | |
Hype Condition | Under hyped | Details | |
Current Valuation | Undervalued | Details | |
Economic Sensitivity | Barely shadows the market | Details | |
Reporting Quality (M-Score) | Inapplicable | Details |
Orlen SA Returns Distribution Density
The distribution of Orlen SA's historical returns is an attempt to chart the uncertainty of Orlen SA's future price movements. The chart of the probability distribution of Orlen SA daily returns describes the distribution of returns around its average expected value. We use Orlen SA price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of Orlen SA returns is essential to provide solid investment advice for Orlen SA.
| Mean Return | 0.24 | Value At Risk | -2.23 | Potential Upside | 2.65 | Standard Deviation | 1.69 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of Orlen SA historical returns presented in an easy-to-digest graphical form helps investors and money managers understand the risk-reward trade-off of different investement strategies.
Orlen SA Greeks
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Orlen SA or Orlen sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Orlen SA's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Orlen stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
α | Alpha over NYSE Composite | 0.22 | |
β | Beta against NYSE Composite | 0.14 | |
σ | Overall volatility | 1.72 | |
Ir | Information ratio | 0.09 |
Orlen SA Volatility Alert
Orlen SA has relatively low volatility with skewness of -0.28 and kurtosis of 1.02. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Orlen SA's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Orlen SA's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.Orlen SA Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as Orlen . With many 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.
Use Investing Ideas to Build Portfolios
In addition to having Orlen SA in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
Run Aircraft Thematic Idea Now
Aircraft
Fama and French investing themes focus on testing asset pricing under different economic assumptions. The Aircraft theme has 44 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Aircraft Theme or any other thematic opportunities.
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Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for Orlen Stock analysis
When running Orlen SA's price analysis, check to measure Orlen SA'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 Orlen SA is operating at the current time. Most of Orlen SA's value examination focuses on studying past and present price action to predict the probability of Orlen SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Orlen SA's price. Additionally, you may evaluate how the addition of Orlen SA to your portfolios can decrease your overall portfolio volatility.
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