Quantum Biopharma Stock Market Value
| QNTM Stock | 4.01 0.07 1.72% |
| Symbol | Quantum |
Is Biotechnology 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 Quantum BioPharma. If investors know Quantum 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 Quantum BioPharma listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Quantum BioPharma is measured differently than its book value, which is the value of Quantum that is recorded on the company's balance sheet. Investors also form their own opinion of Quantum BioPharma's value that differs from its market value or its book value, called intrinsic value, which is Quantum BioPharma'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 Quantum BioPharma's market value can be influenced by many factors that don't directly affect Quantum BioPharma'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 Quantum BioPharma's value and its price as these two are different measures arrived at by different means. Investors typically determine if Quantum BioPharma is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Quantum BioPharma'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.
Quantum BioPharma '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 BioPharma'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 Quantum BioPharma.
| 12/07/2024 |
| 01/06/2025 |
If you would invest 0.00 in Quantum BioPharma on December 7, 2024 and sell it all today you would earn a total of 0.00 from holding Quantum BioPharma or generate 0.0% return on investment in Quantum BioPharma over 30 days. Quantum BioPharma is related to or competes with Collegium Pharmaceutical, Phibro Animal, ANI Pharmaceuticals, Procaps Group, Regencell Bioscience, Lifecore Biomedical, and Petros Pharmaceuticals. Quantum BioPharma is entity of United States More
Quantum BioPharma 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 BioPharma'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 Quantum BioPharma upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.07 | |||
| Information Ratio | 0.0439 | |||
| Maximum Drawdown | 49.74 | |||
| Value At Risk | (13.29) | |||
| Potential Upside | 15.45 |
Quantum BioPharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantum BioPharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantum BioPharma's standard deviation. In reality, there are many statistical measures that can use Quantum BioPharma historical prices to predict the future Quantum BioPharma's volatility.| Risk Adjusted Performance | 0.0468 | |||
| Jensen Alpha | 0.3654 | |||
| Total Risk Alpha | 0.2456 | |||
| Sortino Ratio | 0.0505 | |||
| Treynor Ratio | 1.14 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quantum BioPharma'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.
Quantum BioPharma Backtested Returns
Quantum BioPharma appears to be very risky, given 3 months investment horizon. Quantum BioPharma maintains Sharpe Ratio (i.e., Efficiency) of 0.0336, which implies the firm had a 0.0336% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Quantum BioPharma, which you can use to evaluate the volatility of the company. Please evaluate Quantum BioPharma's Coefficient Of Variation of 2145.63, semi deviation of 6.66, and Risk Adjusted Performance of 0.0468 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Quantum BioPharma holds a performance score of 2. The company holds a Beta of 0.32, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Quantum BioPharma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quantum BioPharma is expected to be smaller as well. Please check Quantum BioPharma's value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether Quantum BioPharma's historical price patterns will revert.
Auto-correlation | -0.43 |
Modest reverse predictability
Quantum BioPharma has modest reverse predictability. Overlapping area represents the amount of predictability between Quantum BioPharma 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 BioPharma price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Quantum BioPharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Quantum BioPharma lagged returns against current returns
Autocorrelation, which is Quantum BioPharma 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 BioPharma's stock expected returns. We can calculate the autocorrelation of Quantum BioPharma returns to help us make a trade decision. For example, suppose you find that Quantum BioPharma 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 BioPharma 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 BioPharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantum BioPharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quantum BioPharma stock over time.
Current vs Lagged Prices |
| Timeline |
Quantum BioPharma Lagged Returns
When evaluating Quantum BioPharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantum BioPharma stock have on its future price. Quantum BioPharma 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 BioPharma autocorrelation shows the relationship between Quantum BioPharma stock current value and its past values and can show if there is a momentum factor associated with investing in Quantum BioPharma.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Quantum BioPharma Correlation, Quantum BioPharma Volatility and Quantum BioPharma Alpha and Beta module to complement your research on Quantum BioPharma. To learn how to invest in Quantum Stock, please use our How to Invest in Quantum BioPharma guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Quantum BioPharma technical stock 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, stock market cycles, or different charting patterns.