Qbeyond Ag Stock Volatility
| QSCGF Stock | USD 0.86 0.00 0.00% |
qbeyond AG maintains Sharpe Ratio (i.e., Efficiency) of -0.0512, which implies the firm had a -0.0512% return per unit of risk over the last 3 months. qbeyond AG exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Qbeyond AG's Variance of 0.8979, market risk adjusted performance of (0.29), and Coefficient Of Variation of (2,000) to confirm the risk estimate we provide. Key indicators related to Qbeyond AG's volatility include:
90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Qbeyond AG Pink Sheet volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Qbeyond daily returns, and it is calculated using variance and standard deviation. We also use Qbeyond's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Qbeyond AG volatility.
Qbeyond |
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Qbeyond AG can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of Qbeyond AG at lower prices to lower their average cost per share. Similarly, when the prices of Qbeyond AG's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving against Qbeyond Pink Sheet
| 0.63 | ACN | Accenture plc | PairCorr |
| 0.59 | IT | Gartner | PairCorr |
| 0.56 | FIS | Fidelity National Sell-off Trend | PairCorr |
| 0.56 | PLTR | Palantir Technologies Aggressive Push | PairCorr |
| 0.5 | IBM | International Business Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.49 | FISV | Fiserv Inc | PairCorr |
| 0.48 | WIT | Wipro Limited ADR | PairCorr |
| 0.47 | KB | KB Financial Group | PairCorr |
| 0.43 | ESRT | Empire State Realty | PairCorr |
Qbeyond AG Market Sensitivity And Downside Risk
Qbeyond AG's beta coefficient measures the volatility of Qbeyond pink sheet compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Qbeyond pink sheet's returns against your selected market. In other words, Qbeyond AG's beta of 0.19 provides an investor with an approximation of how much risk Qbeyond AG pink sheet can potentially add to one of your existing portfolios. qbeyond AG exhibits very low volatility with skewness of -4.68 and kurtosis of 42.64. qbeyond AG is a potential penny stock. Although Qbeyond AG may be in fact a good instrument to invest, many penny pink sheets are speculative in nature and are subject to artificial price hype. Please make sure you totally understand the upside potential and downside risk of investing in qbeyond AG. We encourage investors to look for signals such as email spams, message board hypes, claims of breakthroughs, volume upswings, sudden news releases, promotions that are not reported, or demotions released before SEC filings. Please also check biographies and work history of current and past company officers before investing in high volatility instruments, penny stocks, or equities with microcap classification. You can indeed make money on Qbeyond instrument if you perfectly time your entry and exit. However, remember that penny pink sheets that have been the subject of artificial hype usually unable to maintain their increased share price for more than just a few days. The price of a promoted high volatility instrument will almost always revert back. The only way to increase shareholder value is through legitimate performance backed up by solid fundamentals.
3 Months Beta |Analyze qbeyond AG Demand TrendCheck current 90 days Qbeyond AG correlation with market (Dow Jones Industrial)Qbeyond Beta |
Qbeyond standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 0.97 |
It is essential to understand the difference between upside risk (as represented by Qbeyond AG's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Qbeyond AG's daily returns or price. Since the actual investment returns on holding a position in qbeyond pink sheet tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Qbeyond AG.
qbeyond AG Pink Sheet Volatility Analysis
Volatility refers to the frequency at which Qbeyond AG pink sheet price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Qbeyond AG's price changes. Investors will then calculate the volatility of Qbeyond AG's pink sheet to predict their future moves. A pink sheet that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A pink sheet with relatively stable price changes has low volatility. A highly volatile pink sheet is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Qbeyond AG's volatility:
Historical Volatility
This type of pink sheet volatility measures Qbeyond AG's fluctuations based on previous trends. It's commonly used to predict Qbeyond AG's future behavior based on its past. However, it cannot conclusively determine the future direction of the pink sheet.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Qbeyond AG's current market price. This means that the pink sheet will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Qbeyond AG's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. qbeyond AG Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Qbeyond AG Projected Return Density Against Market
Assuming the 90 days horizon Qbeyond AG has a beta of 0.1938 indicating as returns on the market go up, Qbeyond AG average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding qbeyond AG will be expected to be much smaller as well.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 Qbeyond AG or Technology 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 Qbeyond AG's price will be affected by overall pink sheet 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 Qbeyond pink sheet'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.
Qbeyond AG has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives a Qbeyond AG Price Volatility?
Several factors can influence a pink sheet's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Qbeyond AG Pink Sheet Risk Measures
Assuming the 90 days horizon the coefficient of variation of Qbeyond AG is -1954.59. The daily returns are distributed with a variance of 0.94 and standard deviation of 0.97. The mean deviation of qbeyond AG is currently at 0.21. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.76
α | Alpha over Dow Jones | -0.08 | |
β | Beta against Dow Jones | 0.19 | |
σ | Overall volatility | 0.97 | |
Ir | Information ratio | -0.2 |
Qbeyond AG Pink Sheet Return Volatility
Qbeyond AG historical daily return volatility represents how much of Qbeyond AG pink sheet's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company shows 0.9702% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7502% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
About Qbeyond AG Volatility
Volatility is a rate at which the price of Qbeyond AG or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Qbeyond AG may increase or decrease. In other words, similar to Qbeyond's beta indicator, it measures the risk of Qbeyond AG and helps estimate the fluctuations that may happen in a short period of time. So if prices of Qbeyond AG fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.q.beyond AG engages in the cloud, SAP, and Internet of Things businesses in Germany and internationally. The company was formerly known as QSC AG and changed its name to q.beyond AG in September 2020. q.beyond AG was founded in 1997 and is based in Cologne, Germany. Q Beyond operates under Information Technology Services classification in the United States and is traded on OTC Exchange. It employs 1144 people.
Qbeyond AG's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Qbeyond Pink Sheet over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Qbeyond AG's price varies over time.
3 ways to utilize Qbeyond AG's volatility to invest better
Higher Qbeyond AG's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of qbeyond AG stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. qbeyond AG stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of qbeyond AG investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Qbeyond AG's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Qbeyond AG's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Qbeyond AG Investment Opportunity
qbeyond AG has a volatility of 0.97 and is 1.29 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of qbeyond AG is lower than 8 percent of all global equities and portfolios over the last 90 days. You can use qbeyond AG to protect your portfolios against small market fluctuations. The pink sheet experiences a normal downward fluctuation but is a risky buy. Check odds of Qbeyond AG to be traded at $0.8514 in 90 days.Average diversification
The correlation between qbeyond AG and DJI is 0.16 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding qbeyond AG and DJI in the same portfolio, assuming nothing else is changed.
Qbeyond AG Additional Risk Indicators
The analysis of Qbeyond AG's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Qbeyond AG's investment and either accepting that risk or mitigating it. Along with some common measures of Qbeyond AG pink sheet's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | (0.04) | |||
| Market Risk Adjusted Performance | (0.29) | |||
| Mean Deviation | 0.2029 | |||
| Coefficient Of Variation | (2,000) | |||
| Standard Deviation | 0.9476 | |||
| Variance | 0.8979 | |||
| Information Ratio | (0.20) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential pink sheets, we recommend comparing similar pink sheets with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Qbeyond AG Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
| Bank of America vs. Qbeyond AG | ||
| Visa vs. Qbeyond AG | ||
| Ford vs. Qbeyond AG | ||
| Microsoft vs. Qbeyond AG | ||
| Salesforce vs. Qbeyond AG | ||
| Alphabet vs. Qbeyond AG | ||
| Dupont De vs. Qbeyond AG | ||
| Citigroup vs. Qbeyond AG |
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Qbeyond AG as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Qbeyond AG's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Qbeyond AG's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to qbeyond AG.
Complementary Tools for Qbeyond Pink Sheet analysis
When running Qbeyond AG's price analysis, check to measure Qbeyond AG'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 Qbeyond AG is operating at the current time. Most of Qbeyond AG's value examination focuses on studying past and present price action to predict the probability of Qbeyond AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Qbeyond AG's price. Additionally, you may evaluate how the addition of Qbeyond AG to your portfolios can decrease your overall portfolio volatility.
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world |