Q Capital (Korea) Market Value
| 016600 Stock | 249.00 19.00 8.26% |
| Symbol | 016600 |
Q Capital '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 Q Capital'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 Q Capital.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Q Capital on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Q Capital Partners or generate 0.0% return on investment in Q Capital over 30 days. Q Capital is related to or competes with KB Financial, Shinhan Financial, Hana Financial, Woori Financial, Samsung Electronics, Samsung Electronics, and Industrial Bank. Q Capital Partners Co., Ltd. is a private equity and VC firm specializing in corporate restructurings, buyouts, and VC investments. More
Q Capital 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 Q Capital'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 Q Capital Partners upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 11.5 | |||
| Value At Risk | (2.80) | |||
| Potential Upside | 1.84 |
Q Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Q Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Q Capital's standard deviation. In reality, there are many statistical measures that can use Q Capital historical prices to predict the future Q Capital's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.67) | |||
| Treynor Ratio | (1.06) |
Q Capital Partners Backtested Returns
Q Capital Partners retains Efficiency (Sharpe Ratio) of -0.23, which implies the company had a -0.23% return per unit of risk over the last 3 months. Q Capital exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Q Capital's market risk adjusted performance of (1.05), and Coefficient Of Variation of (444.70) to confirm the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.37, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Q Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Q Capital is expected to be smaller as well. At this point, Q Capital Partners has a negative expected return of -0.41%. Please make sure to check Q Capital's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Q Capital Partners performance from the past will be repeated sooner or later.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Q Capital Partners has insignificant reverse predictability. Overlapping area represents the amount of predictability between Q Capital time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Q Capital Partners price movement. The serial correlation of -0.16 indicates that over 16.0% of current Q Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 228.19 |
Q Capital Partners lagged returns against current returns
Autocorrelation, which is Q Capital 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 Q Capital's stock expected returns. We can calculate the autocorrelation of Q Capital returns to help us make a trade decision. For example, suppose you find that Q Capital 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 |
Q Capital 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 Q Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Q Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Q Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Q Capital Lagged Returns
When evaluating Q Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Q Capital stock have on its future price. Q Capital 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, Q Capital autocorrelation shows the relationship between Q Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Q Capital Partners.
Regressed Prices |
| Timeline |
Pair Trading with Q Capital
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Q Capital position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Q Capital will appreciate offsetting losses from the drop in the long position's value.Moving together with 016600 Stock
Moving against 016600 Stock
The ability to find closely correlated positions to Q Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Q Capital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Q Capital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Q Capital Partners to buy it.
The correlation of Q Capital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Q Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Q Capital Partners moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Q Capital can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in 016600 Stock
Q Capital financial ratios help investors to determine whether 016600 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 016600 with respect to the benefits of owning Q Capital security.