Quadrise Plc (UK) Market Value
| QED Stock | 3.60 0.30 9.09% |
| Symbol | Quadrise |
Quadrise Plc '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 Quadrise Plc'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 Quadrise Plc.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Quadrise Plc on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Quadrise Plc or generate 0.0% return on investment in Quadrise Plc over 180 days. Quadrise Plc is related to or competes with Fulcrum Metals, Herald Investment, Capital Metals, Mercantile Investment, AMG Advanced, Oakley Capital, and Kinnevik Investment. Quadrise Plc is entity of United Kingdom More
Quadrise Plc 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 Quadrise Plc'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 Quadrise Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.22 | |||
| Information Ratio | 0.1338 | |||
| Maximum Drawdown | 69.84 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 17.95 |
Quadrise Plc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quadrise Plc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quadrise Plc's standard deviation. In reality, there are many statistical measures that can use Quadrise Plc historical prices to predict the future Quadrise Plc's volatility.| Risk Adjusted Performance | 0.1228 | |||
| Jensen Alpha | 0.9941 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.237 | |||
| Treynor Ratio | 0.4697 |
Quadrise Plc Backtested Returns
Quadrise Plc is dangerous given 3 months investment horizon. Quadrise Plc maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.4% are justified by taking the suggested risk. Use Quadrise Plc Risk Adjusted Performance of 0.1228, semi deviation of 3.94, and Coefficient Of Variation of 672.8 to evaluate company specific risk that cannot be diversified away. Quadrise Plc holds a performance score of 11 on a scale of zero to a hundred. The company holds a Beta of 2.91, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Quadrise Plc will likely underperform. Use Quadrise Plc downside deviation, total risk alpha, value at risk, as well as the relationship between the information ratio and treynor ratio , to analyze future returns on Quadrise Plc.
Auto-correlation | -0.42 |
Modest reverse predictability
Quadrise Plc has modest reverse predictability. Overlapping area represents the amount of predictability between Quadrise Plc time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd 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 Quadrise Plc price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Quadrise Plc price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Quadrise Plc lagged returns against current returns
Autocorrelation, which is Quadrise Plc 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 Quadrise Plc's stock expected returns. We can calculate the autocorrelation of Quadrise Plc returns to help us make a trade decision. For example, suppose you find that Quadrise Plc 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 |
Quadrise Plc 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 Quadrise Plc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quadrise Plc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quadrise Plc stock over time.
Current vs Lagged Prices |
| Timeline |
Quadrise Plc Lagged Returns
When evaluating Quadrise Plc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quadrise Plc stock have on its future price. Quadrise Plc 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, Quadrise Plc autocorrelation shows the relationship between Quadrise Plc stock current value and its past values and can show if there is a momentum factor associated with investing in Quadrise Plc.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Quadrise Stock
Quadrise Plc financial ratios help investors to determine whether Quadrise 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 Quadrise with respect to the benefits of owning Quadrise Plc security.