Quaker Chemical Stock Market Value
| KWR Stock | USD 138.96 5.45 3.77% |
| Symbol | Quaker |
Quaker Chemical Price To Book Ratio
Is Specialty Chemicals 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 Quaker Chemical. If investors know Quaker 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 Quaker Chemical listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.29) | Earnings Share 6.83 | Revenue Per Share | Quarterly Revenue Growth (0.05) | Return On Assets |
The market value of Quaker Chemical is measured differently than its book value, which is the value of Quaker that is recorded on the company's balance sheet. Investors also form their own opinion of Quaker Chemical's value that differs from its market value or its book value, called intrinsic value, which is Quaker Chemical's 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 Quaker Chemical's market value can be influenced by many factors that don't directly affect Quaker Chemical's 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 Quaker Chemical's value and its price as these two are different measures arrived at by different means. Investors typically determine if Quaker Chemical is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Quaker Chemical's 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.
Quaker Chemical '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 Quaker Chemical'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 Quaker Chemical.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Quaker Chemical on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Quaker Chemical or generate 0.0% return on investment in Quaker Chemical over 30 days. Quaker Chemical is related to or competes with Minerals Technologies, Innospec, H B, Cabot, Oil Dri, Sensient Technologies, and Northern Technologies. Quaker Chemical Corporation develops, produces, and markets various formulated chemical specialty products for a range o... More
Quaker Chemical 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 Quaker Chemical'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 Quaker Chemical upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 8.76 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 2.61 |
Quaker Chemical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quaker Chemical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quaker Chemical's standard deviation. In reality, there are many statistical measures that can use Quaker Chemical historical prices to predict the future Quaker Chemical's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quaker Chemical's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Quaker Chemical Backtested Returns
Quaker Chemical maintains Sharpe Ratio (i.e., Efficiency) of -0.0669, which implies the firm had a -0.0669 % return per unit of risk over the last 3 months. Quaker Chemical exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Quaker Chemical's Risk Adjusted Performance of (0.07), variance of 3.48, and Coefficient Of Variation of (940.34) to confirm the risk estimate we provide. The company holds a Beta of 1.01, which implies a somewhat significant risk relative to the market. Quaker Chemical returns are very sensitive to returns on the market. As the market goes up or down, Quaker Chemical is expected to follow. At this point, Quaker Chemical has a negative expected return of -0.13%. Please make sure to check Quaker Chemical's total risk alpha, as well as the relationship between the daily balance of power and relative strength index , to decide if Quaker Chemical performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.59 |
Good reverse predictability
Quaker Chemical has good reverse predictability. Overlapping area represents the amount of predictability between Quaker Chemical time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Quaker Chemical price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Quaker Chemical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 5.15 |
Quaker Chemical lagged returns against current returns
Autocorrelation, which is Quaker Chemical 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 Quaker Chemical's stock expected returns. We can calculate the autocorrelation of Quaker Chemical returns to help us make a trade decision. For example, suppose you find that Quaker Chemical 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 |
Quaker Chemical 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 Quaker Chemical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quaker Chemical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quaker Chemical stock over time.
Current vs Lagged Prices |
| Timeline |
Quaker Chemical Lagged Returns
When evaluating Quaker Chemical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quaker Chemical stock have on its future price. Quaker Chemical 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, Quaker Chemical autocorrelation shows the relationship between Quaker Chemical stock current value and its past values and can show if there is a momentum factor associated with investing in Quaker Chemical.
Regressed Prices |
| Timeline |
Pair Trading with Quaker Chemical
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 Quaker Chemical 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 Quaker Chemical will appreciate offsetting losses from the drop in the long position's value.Moving together with Quaker Stock
The ability to find closely correlated positions to Quaker Chemical could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Quaker Chemical 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 Quaker Chemical - 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 Quaker Chemical to buy it.
The correlation of Quaker Chemical 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 Quaker Chemical moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Quaker Chemical 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 Quaker Chemical 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.Additional Tools for Quaker Stock Analysis
When running Quaker Chemical's price analysis, check to measure Quaker Chemical'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 Quaker Chemical is operating at the current time. Most of Quaker Chemical's value examination focuses on studying past and present price action to predict the probability of Quaker Chemical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Quaker Chemical's price. Additionally, you may evaluate how the addition of Quaker Chemical to your portfolios can decrease your overall portfolio volatility.