Qinetiq Group Plc Stock Market Value

QNTQY Stock  USD 28.11  0.67  2.44%   
Qinetiq Group's market value is the price at which a share of Qinetiq Group trades on a public exchange. It measures the collective expectations of Qinetiq Group PLC investors about its performance. Qinetiq Group is trading at 28.11 as of the 15th of March 2025; that is 2.44% increase since the beginning of the trading day. The stock's open price was 27.44.
With this module, you can estimate the performance of a buy and hold strategy of Qinetiq Group PLC and determine expected loss or profit from investing in Qinetiq Group over a given investment horizon. Check out Qinetiq Group Correlation, Qinetiq Group Volatility and Qinetiq Group Alpha and Beta module to complement your research on Qinetiq Group.
Symbol

Please note, there is a significant difference between Qinetiq Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Qinetiq Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Qinetiq Group'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.

Qinetiq Group '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 Qinetiq Group's pink sheet 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 Qinetiq Group.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Qinetiq Group on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Qinetiq Group PLC or generate 0.0% return on investment in Qinetiq Group over 90 days. Qinetiq Group is related to or competes with Northrop Grumman, L3Harris Technologies, General Dynamics, Curtiss Wright, Hexcel, Kratos Defense, and Axon Enterprise. QinetiQ Group plc operates as a science and engineering company primarily in the defense, security, and infrastructure m... More

Qinetiq Group 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 Qinetiq Group's pink sheet 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 Qinetiq Group PLC upside and downside potential and time the market with a certain degree of confidence.

Qinetiq Group Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Qinetiq Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qinetiq Group's standard deviation. In reality, there are many statistical measures that can use Qinetiq Group historical prices to predict the future Qinetiq Group's volatility.
Hype
Prediction
LowEstimatedHigh
25.2328.9432.65
Details
Intrinsic
Valuation
LowRealHigh
18.0121.7230.92
Details

Qinetiq Group PLC Backtested Returns

Qinetiq Group appears to be not too volatile, given 3 months investment horizon. Qinetiq Group PLC maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15 % return per unit of risk over the last 3 months. By analyzing Qinetiq Group's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please evaluate Qinetiq Group's Coefficient Of Variation of 845.76, semi deviation of 2.3, and Risk Adjusted Performance of 0.1075 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Qinetiq Group holds a performance score of 11. The company holds a Beta of -0.52, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Qinetiq Group are expected to decrease at a much lower rate. During the bear market, Qinetiq Group is likely to outperform the market. Please check Qinetiq Group's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Qinetiq Group's historical price patterns will revert.

Auto-correlation

    
  -0.6  

Good reverse predictability

Qinetiq Group PLC has good reverse predictability. Overlapping area represents the amount of predictability between Qinetiq Group 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 Qinetiq Group PLC price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Qinetiq Group price fluctuation can be explain by its past prices.
Correlation Coefficient-0.6
Spearman Rank Test-0.64
Residual Average0.0
Price Variance11.46

Qinetiq Group PLC lagged returns against current returns

Autocorrelation, which is Qinetiq Group pink sheet'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 Qinetiq Group's pink sheet expected returns. We can calculate the autocorrelation of Qinetiq Group returns to help us make a trade decision. For example, suppose you find that Qinetiq Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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  

Qinetiq Group 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 Qinetiq Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qinetiq Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qinetiq Group pink sheet over time.
   Current vs Lagged Prices   
       Timeline  

Qinetiq Group Lagged Returns

When evaluating Qinetiq Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qinetiq Group pink sheet have on its future price. Qinetiq Group 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, Qinetiq Group autocorrelation shows the relationship between Qinetiq Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Qinetiq Group PLC.
   Regressed Prices   
       Timeline  

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Additional Tools for Qinetiq Pink Sheet Analysis

When running Qinetiq Group's price analysis, check to measure Qinetiq Group'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 Qinetiq Group is operating at the current time. Most of Qinetiq Group's value examination focuses on studying past and present price action to predict the probability of Qinetiq Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Qinetiq Group's price. Additionally, you may evaluate how the addition of Qinetiq Group to your portfolios can decrease your overall portfolio volatility.