Quantum Foods' market value is the price at which a share of Quantum Foods trades on a public exchange. It measures the collective expectations of Quantum Foods Holdings investors about its performance. Quantum Foods is trading at 916.00 as of the 6th of January 2025, a No Change since the beginning of the trading day. The stock's lowest day price was 916.0. With this module, you can estimate the performance of a buy and hold strategy of Quantum Foods Holdings and determine expected loss or profit from investing in Quantum Foods over a given investment horizon. Check out Quantum Foods Correlation, Quantum Foods Volatility and Quantum Foods Alpha and Beta module to complement your research on Quantum Foods.
Please note, there is a significant difference between Quantum Foods' value and its price as these two are different measures arrived at by different means. Investors typically determine if Quantum Foods is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Quantum Foods' 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.
Quantum Foods '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 Quantum Foods' 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 Quantum Foods.
0.00
12/07/2024
No Change 0.00
0.0
In 31 days
01/06/2025
0.00
If you would invest 0.00 in Quantum Foods on December 7, 2024 and sell it all today you would earn a total of 0.00 from holding Quantum Foods Holdings or generate 0.0% return on investment in Quantum Foods over 30 days. Quantum Foods is related to or competes with Harmony Gold, British Amer, Reinet Investments, CA Sales, Zeder Investments, and HomeChoice Investments. More
Quantum Foods 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 Quantum Foods' 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 Quantum Foods Holdings upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantum Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantum Foods' standard deviation. In reality, there are many statistical measures that can use Quantum Foods historical prices to predict the future Quantum Foods' volatility.
Quantum Foods Holdings maintains Sharpe Ratio (i.e., Efficiency) of -0.0846, which implies the firm had a -0.0846% return per unit of risk over the last 3 months. Quantum Foods Holdings exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Quantum Foods' Coefficient Of Variation of (1,346), variance of 36.63, and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The company holds a Beta of -0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Quantum Foods are expected to decrease at a much lower rate. During the bear market, Quantum Foods is likely to outperform the market. At this point, Quantum Foods Holdings has a negative expected return of -0.53%. Please make sure to check Quantum Foods' standard deviation, total risk alpha, kurtosis, as well as the relationship between the information ratio and potential upside , to decide if Quantum Foods Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation
0.03
Virtually no predictability
Quantum Foods Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Quantum Foods time series from 7th of December 2024 to 22nd of December 2024 and 22nd of December 2024 to 6th of January 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 Quantum Foods Holdings price movement. The serial correlation of 0.03 indicates that only 3.0% of current Quantum Foods price fluctuation can be explain by its past prices.
Correlation Coefficient
0.03
Spearman Rank Test
0.31
Residual Average
0.0
Price Variance
18.75
Quantum Foods Holdings lagged returns against current returns
Autocorrelation, which is Quantum Foods 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 Quantum Foods' stock expected returns. We can calculate the autocorrelation of Quantum Foods returns to help us make a trade decision. For example, suppose you find that Quantum Foods 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
Quantum Foods 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 Quantum Foods stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantum Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quantum Foods stock over time.
Current vs Lagged Prices
Timeline
Quantum Foods Lagged Returns
When evaluating Quantum Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantum Foods stock have on its future price. Quantum Foods 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, Quantum Foods autocorrelation shows the relationship between Quantum Foods stock current value and its past values and can show if there is a momentum factor associated with investing in Quantum Foods Holdings.
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.
Quantum Foods financial ratios help investors to determine whether Quantum 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 Quantum with respect to the benefits of owning Quantum Foods security.