Qurate Retail Series Stock Market Value
| QRTEA Stock | USD 0.42 0.01 2.33% |
| Symbol | Qurate |
Qurate Retail Series Price To Book Ratio
Is Broadline Retail 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 Qurate Retail. If investors know Qurate 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 Qurate Retail listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.82) | Earnings Share (0.71) | Revenue Per Share 25.8 | Quarterly Revenue Growth (0.05) | Return On Assets 0.0348 |
The market value of Qurate Retail Series is measured differently than its book value, which is the value of Qurate that is recorded on the company's balance sheet. Investors also form their own opinion of Qurate Retail's value that differs from its market value or its book value, called intrinsic value, which is Qurate Retail'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 Qurate Retail's market value can be influenced by many factors that don't directly affect Qurate Retail'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 Qurate Retail's value and its price as these two are different measures arrived at by different means. Investors typically determine if Qurate Retail is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Qurate Retail'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.
Qurate Retail '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 Qurate Retail'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 Qurate Retail.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Qurate Retail on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Qurate Retail Series or generate 0.0% return on investment in Qurate Retail over 30 days. Qurate Retail is related to or competes with MercadoLibre, PDD Holdings, JD, Alibaba Group, Global E, Sea, and Etsy. Qurate Retail, Inc., together with its subsidiaries, engages in the video and online commerce industries in North Americ... More
Qurate Retail 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 Qurate Retail'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 Qurate Retail Series upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 29.54 | |||
| Value At Risk | (6.98) | |||
| Potential Upside | 7.69 |
Qurate Retail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qurate Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qurate Retail's standard deviation. In reality, there are many statistical measures that can use Qurate Retail historical prices to predict the future Qurate Retail's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.72) | |||
| Total Risk Alpha | (1.17) | |||
| Treynor Ratio | (0.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Qurate Retail'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.
Qurate Retail Series Backtested Returns
Qurate Retail Series maintains Sharpe Ratio (i.e., Efficiency) of -0.0733, which implies the firm had a -0.0733% return per unit of risk over the last 3 months. Qurate Retail Series exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Qurate Retail's Risk Adjusted Performance of (0.07), coefficient of variation of (1,031), and Variance of 22.07 to confirm the risk estimate we provide. The company holds a Beta of 2.2, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Qurate Retail will likely underperform. At this point, Qurate Retail Series has a negative expected return of -0.35%. Please make sure to check Qurate Retail's skewness and the relationship between the daily balance of power and relative strength index , to decide if Qurate Retail Series performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.52 |
Good reverse predictability
Qurate Retail Series has good reverse predictability. Overlapping area represents the amount of predictability between Qurate Retail time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 Qurate Retail Series price movement. The serial correlation of -0.52 indicates that about 52.0% of current Qurate Retail price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Qurate Retail Series lagged returns against current returns
Autocorrelation, which is Qurate Retail 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 Qurate Retail's stock expected returns. We can calculate the autocorrelation of Qurate Retail returns to help us make a trade decision. For example, suppose you find that Qurate Retail 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 |
Qurate Retail 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 Qurate Retail stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qurate Retail stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qurate Retail stock over time.
Current vs Lagged Prices |
| Timeline |
Qurate Retail Lagged Returns
When evaluating Qurate Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qurate Retail stock have on its future price. Qurate Retail 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, Qurate Retail autocorrelation shows the relationship between Qurate Retail stock current value and its past values and can show if there is a momentum factor associated with investing in Qurate Retail Series.
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 Qurate Retail Series offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Qurate Retail'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 Qurate Retail Series Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Qurate Retail Series Stock:Check out Qurate Retail Correlation, Qurate Retail Volatility and Qurate Retail Alpha and Beta module to complement your research on Qurate Retail. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Qurate Retail 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.