Quadient (France) Market Value
| QDT Stock | EUR 18.56 0.52 2.88% |
| Symbol | Quadient |
Quadient '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 Quadient'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 Quadient.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in Quadient on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding Quadient SA or generate 0.0% return on investment in Quadient over 30 days. Quadient is related to or competes with Vicat SA, Mtropole Tlvision, Derichebourg, SPIE SA, and Jacquet Metal. Quadient S.A. provides business solutions for customers through digital and physical channels worldwide More
Quadient 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 Quadient'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 Quadient SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.0236 | |||
| Maximum Drawdown | 10.0 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 2.42 |
Quadient Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quadient's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quadient's standard deviation. In reality, there are many statistical measures that can use Quadient historical prices to predict the future Quadient's volatility.| Risk Adjusted Performance | 0.0663 | |||
| Jensen Alpha | 0.1294 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0264 | |||
| Treynor Ratio | 117.72 |
Quadient SA Backtested Returns
At this point, Quadient is very steady. Quadient SA maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Quadient SA, which you can use to evaluate the volatility of the company. Please check Quadient's Risk Adjusted Performance of 0.0663, coefficient of variation of 1194.7, and Semi Deviation of 1.31 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Quadient has a performance score of 8 on a scale of 0 to 100. The company holds a Beta of 0.0011, which implies not very significant fluctuations relative to the market. As returns on the market increase, Quadient's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quadient is expected to be smaller as well. Quadient SA right now holds a risk of 1.65%. Please check Quadient SA maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Quadient SA will be following its historical price patterns.
Auto-correlation | 0.76 |
Good predictability
Quadient SA has good predictability. Overlapping area represents the amount of predictability between Quadient time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 Quadient SA price movement. The serial correlation of 0.76 indicates that around 76.0% of current Quadient price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Quadient SA lagged returns against current returns
Autocorrelation, which is Quadient 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 Quadient's stock expected returns. We can calculate the autocorrelation of Quadient returns to help us make a trade decision. For example, suppose you find that Quadient 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 |
Quadient 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 Quadient stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quadient stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quadient stock over time.
Current vs Lagged Prices |
| Timeline |
Quadient Lagged Returns
When evaluating Quadient's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quadient stock have on its future price. Quadient 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, Quadient autocorrelation shows the relationship between Quadient stock current value and its past values and can show if there is a momentum factor associated with investing in Quadient SA.
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 Quadient Stock
Quadient financial ratios help investors to determine whether Quadient 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 Quadient with respect to the benefits of owning Quadient security.