Quant Market Value
| QNT Crypto | USD 76.29 1.31 1.75% |
| Symbol | Quant |
Quant '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 Quant's crypto coin 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 Quant.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Quant on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Quant or generate 0.0% return on investment in Quant over 90 days. Quant is related to or competes with Staked Ether, Phala Network, EigenLayer, Morpho, and DIA. Quant is peer-to-peer digital currency powered by the Blockchain technology.
Quant 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 Quant's crypto coin 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 Quant upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 26.62 | |||
| Value At Risk | (9.39) | |||
| Potential Upside | 8.69 |
Quant Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quant's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quant's standard deviation. In reality, there are many statistical measures that can use Quant historical prices to predict the future Quant's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.81) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 0.8312 |
Quant Backtested Returns
Quant maintains Sharpe Ratio (i.e., Efficiency) of -0.13, which implies digital coin had a -0.13 % return per unit of risk over the last 3 months. Quant exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Quant's Coefficient Of Variation of (752.55), variance of 28.02, and Risk Adjusted Performance of (0.11) to confirm the risk estimate we provide. The crypto holds a Beta of -0.86, which implies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Quant are expected to decrease slowly. On the other hand, during market turmoil, Quant is expected to outperform it slightly.
Auto-correlation | 0.33 |
Below average predictability
Quant has below average predictability. Overlapping area represents the amount of predictability between Quant time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Quant price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Quant price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 84.04 |
Quant lagged returns against current returns
Autocorrelation, which is Quant crypto coin'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 Quant's crypto coin expected returns. We can calculate the autocorrelation of Quant returns to help us make a trade decision. For example, suppose you find that Quant has exhibited high autocorrelation historically, and you observe that the crypto coin 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 |
Quant 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 Quant crypto coin is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quant crypto coin is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quant crypto coin over time.
Current vs Lagged Prices |
| Timeline |
Quant Lagged Returns
When evaluating Quant's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quant crypto coin have on its future price. Quant 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, Quant autocorrelation shows the relationship between Quant crypto coin current value and its past values and can show if there is a momentum factor associated with investing in Quant.
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.When determining whether Quant offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Quant's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Quant Crypto.Check out Quant Correlation, Quant Volatility and Investing Opportunities module to complement your research on Quant. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Quant technical crypto coin analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, crypto market cycles, or different charting patterns.