Thursday's 1-1 draw with Kuban Krasnodar in the Europa League, which saw the Russian club grab a stoppage-time equaliser against the Swans for a second time in a fortnight, means Swansea have won just two of their last nine games in all competitions.
Ibrahima Balde's strike was particularly galling as it prevented the Welsh club nailing down a place in the last 32 of the tournament, and came just days after the crushing disappointment of the south Wales derby defeat at Cardiff.
The Wales international said: "We have not had much of a look at Stoke yet as we had the game in Russia to think about, but we will now fully concentrate on working to our strengths and the way we can beat them.
"It's been a hard week for us so it would be nice to finish it with three points on Sunday.
"It's an important game because it gives us a chance to get out of the mini-slump we are in and get the fans back on side.
"But every team will go through a difficult run this season, everybody is desperate for that win, but no-one is at the stage where they are panicking."
The manner of Steven Caulker's winner for Cardiff last Sunday again highlighted Swansea's occasional fragility from set-pieces, and left captain Ashley Williams fuming.
Stoke are likely to provide a similarly stern test in that facet of the game, but Davies believes there has been a significant improvement in how Swansea defend such situations.
"Everyone knows how good Stoke are at set-pieces," he said. "But we have only conceded one goal from set-pieces so far this season and that was a simple case of someone getting a run on their man and winning the header.
"We have looked pretty comfortable I think, it is something we need to keep going on Sunday and make sure we don't give them any chances.
"Having said that, we can't kid ourselves and say there has not been a problem over the last year and probably our one-on-one defending has not been strong enough.
"Our coaches are working us as hard as we can to sort it out and, if someone does score, make sure it is a proper fight for them."
Facing Stoke at the Liberty Stadium brings back fond memories for Davies as the 20-year-old scored his first senior goal in last season's fixture.
While not predicting a repeat on Sunday, the full-back, who played 90 minutes on his return from an ankle problem in Russia, is keen to chip in with his share of goals and make the most of his forays forward.
"I have some nice memories of that game, it was pretty clear what the goal meant to me. So I am looking forward to it, and hopefully maybe I can grab another one," he said.
"It's something I would like to add to my game and hopefully get a few more this season. Obviously it's not necessarily my job to do that but if I can chip in with a few it helps."