Quad Graphics Stock Market Value
| QUAD Stock | USD 7.22 0.02 0.28% |
| Symbol | Quad |
Quad Graphics Price To Book Ratio
Is Commercial Services & Supplies space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Quad Graphics. If investors know Quad will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Quad Graphics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 0.15 | Earnings Share (1.63) | Revenue Per Share 57.931 | Quarterly Revenue Growth (0.04) | Return On Assets 0.0493 |
The market value of Quad Graphics is measured differently than its book value, which is the value of Quad that is recorded on the company's balance sheet. Investors also form their own opinion of Quad Graphics' value that differs from its market value or its book value, called intrinsic value, which is Quad Graphics' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Quad Graphics' market value can be influenced by many factors that don't directly affect Quad Graphics' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Quad Graphics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Quad Graphics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Quad Graphics' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Quad Graphics '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 Quad Graphics' 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 Quad Graphics.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Quad Graphics on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Quad Graphics or generate 0.0% return on investment in Quad Graphics over 30 days. Quad Graphics is related to or competes with Maximus, CBIZ, First Advantage, Network 1, Performant Financial, Rentokil Initial, and Wilhelmina. The company operates through United States Print and Related Services, and International segments More
Quad Graphics 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 Quad Graphics' 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 Quad Graphics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.01 | |||
| Information Ratio | 0.1583 | |||
| Maximum Drawdown | 17.31 | |||
| Value At Risk | (4.13) | |||
| Potential Upside | 8.8 |
Quad Graphics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quad Graphics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quad Graphics' standard deviation. In reality, there are many statistical measures that can use Quad Graphics historical prices to predict the future Quad Graphics' volatility.| Risk Adjusted Performance | 0.1571 | |||
| Jensen Alpha | 0.5667 | |||
| Total Risk Alpha | 0.0952 | |||
| Sortino Ratio | 0.1966 | |||
| Treynor Ratio | 0.6001 |
Quad Graphics Backtested Returns
Quad Graphics appears to be slightly risky, given 3 months investment horizon. Quad Graphics maintains Sharpe Ratio (i.e., Efficiency) of 0.22, which implies the firm had a 0.22% return per unit of risk over the last 3 months. By analyzing Quad Graphics' technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please evaluate Quad Graphics' Coefficient Of Variation of 512.72, semi deviation of 2.52, and Risk Adjusted Performance of 0.1571 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Quad Graphics holds a performance score of 17. The company holds a Beta of 1.2, 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, Quad Graphics will likely underperform. Please check Quad Graphics' maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether Quad Graphics' historical price patterns will revert.
Auto-correlation | 0.09 |
Virtually no predictability
Quad Graphics has virtually no predictability. Overlapping area represents the amount of predictability between Quad Graphics time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Quad Graphics price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Quad Graphics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Quad Graphics lagged returns against current returns
Autocorrelation, which is Quad Graphics 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 Quad Graphics' stock expected returns. We can calculate the autocorrelation of Quad Graphics returns to help us make a trade decision. For example, suppose you find that Quad Graphics 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 |
Quad Graphics 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 Quad Graphics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quad Graphics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quad Graphics stock over time.
Current vs Lagged Prices |
| Timeline |
Quad Graphics Lagged Returns
When evaluating Quad Graphics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quad Graphics stock have on its future price. Quad Graphics 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, Quad Graphics autocorrelation shows the relationship between Quad Graphics stock current value and its past values and can show if there is a momentum factor associated with investing in Quad Graphics.
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.When determining whether Quad Graphics is a strong investment it is important to analyze Quad Graphics' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Quad Graphics' future performance. For an informed investment choice regarding Quad Stock, refer to the following important reports:Check out Quad Graphics Correlation, Quad Graphics Volatility and Quad Graphics Alpha and Beta module to complement your research on Quad Graphics. For information on how to trade Quad Stock refer to our How to Trade Quad Stock guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Quad Graphics technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.