Qwamplify (France) Market Value
| ALQWA Stock | 2.50 0.17 6.37% |
| Symbol | Qwamplify |
Qwamplify '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 Qwamplify'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 Qwamplify.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Qwamplify on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Qwamplify SA or generate 0.0% return on investment in Qwamplify over 390 days.
Qwamplify 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 Qwamplify'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 Qwamplify SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.81 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 18.98 | |||
| Value At Risk | (5.65) | |||
| Potential Upside | 6.82 |
Qwamplify Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qwamplify's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qwamplify's standard deviation. In reality, there are many statistical measures that can use Qwamplify historical prices to predict the future Qwamplify's volatility.| Risk Adjusted Performance | 0.0188 | |||
| Jensen Alpha | 0.0654 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.14) |
Qwamplify SA Backtested Returns
Currently, Qwamplify SA is very risky. Qwamplify SA maintains Sharpe Ratio (i.e., Efficiency) of 0.0174, which implies the firm had a 0.0174% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Qwamplify SA, which you can use to evaluate the volatility of the company. Please check Qwamplify's Coefficient Of Variation of 6525.41, semi deviation of 2.27, and Risk Adjusted Performance of 0.0188 to confirm if the risk estimate we provide is consistent with the expected return of 0.0553%. Qwamplify has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of -0.27, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Qwamplify are expected to decrease at a much lower rate. During the bear market, Qwamplify is likely to outperform the market. Qwamplify SA right now holds a risk of 3.18%. Please check Qwamplify SA value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if Qwamplify SA will be following its historical price patterns.
Auto-correlation | 0.06 |
Virtually no predictability
Qwamplify SA has virtually no predictability. Overlapping area represents the amount of predictability between Qwamplify time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Qwamplify SA price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Qwamplify price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Qwamplify SA lagged returns against current returns
Autocorrelation, which is Qwamplify 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 Qwamplify's stock expected returns. We can calculate the autocorrelation of Qwamplify returns to help us make a trade decision. For example, suppose you find that Qwamplify 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 |
Qwamplify 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 Qwamplify stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qwamplify stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qwamplify stock over time.
Current vs Lagged Prices |
| Timeline |
Qwamplify Lagged Returns
When evaluating Qwamplify's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qwamplify stock have on its future price. Qwamplify 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, Qwamplify autocorrelation shows the relationship between Qwamplify stock current value and its past values and can show if there is a momentum factor associated with investing in Qwamplify SA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Qwamplify Stock Analysis
When running Qwamplify's price analysis, check to measure Qwamplify'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 Qwamplify is operating at the current time. Most of Qwamplify's value examination focuses on studying past and present price action to predict the probability of Qwamplify's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Qwamplify's price. Additionally, you may evaluate how the addition of Qwamplify to your portfolios can decrease your overall portfolio volatility.