Quantasing Group Limited Stock Market Value
| QSG Stock | 2.76 0.01 0.36% |
| Symbol | QuantaSing |
Is Hotels, Restaurants & Leisure 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 QuantaSing Group. If investors know QuantaSing 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 QuantaSing Group 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 QuantaSing Group is measured differently than its book value, which is the value of QuantaSing that is recorded on the company's balance sheet. Investors also form their own opinion of QuantaSing Group's value that differs from its market value or its book value, called intrinsic value, which is QuantaSing Group'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 QuantaSing Group's market value can be influenced by many factors that don't directly affect QuantaSing Group'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 QuantaSing Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if QuantaSing Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, QuantaSing 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.
QuantaSing 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 QuantaSing Group'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 QuantaSing Group.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in QuantaSing Group on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding QuantaSing Group Limited or generate 0.0% return on investment in QuantaSing Group over 90 days. QuantaSing Group is related to or competes with Golden Sun, Genius, Wah Fu, Lixiang Education, Jianzhi Education, Elite Education, and China Liberal. More
QuantaSing 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 QuantaSing Group'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 QuantaSing Group Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.72 | |||
| Information Ratio | 0.1453 | |||
| Maximum Drawdown | 18.05 | |||
| Value At Risk | (5.18) | |||
| Potential Upside | 7.69 |
QuantaSing Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for QuantaSing Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as QuantaSing Group's standard deviation. In reality, there are many statistical measures that can use QuantaSing Group historical prices to predict the future QuantaSing Group's volatility.| Risk Adjusted Performance | 0.1139 | |||
| Jensen Alpha | 0.5605 | |||
| Total Risk Alpha | 1.03 | |||
| Sortino Ratio | 0.1639 | |||
| Treynor Ratio | 0.9199 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of QuantaSing Group'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.
QuantaSing Group Backtested Returns
QuantaSing Group appears to be risky, given 3 months investment horizon. QuantaSing Group maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. By analyzing QuantaSing Group's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please evaluate QuantaSing Group's Risk Adjusted Performance of 0.1139, semi deviation of 3.08, and Coefficient Of Variation of 821.57 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, QuantaSing Group holds a performance score of 9. The company holds a Beta of 0.54, which implies possible diversification benefits within a given portfolio. As returns on the market increase, QuantaSing Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding QuantaSing Group is expected to be smaller as well. Please check QuantaSing Group's value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether QuantaSing Group's historical price patterns will revert.
Auto-correlation | 0.44 |
Average predictability
QuantaSing Group Limited has average predictability. Overlapping area represents the amount of predictability between QuantaSing Group time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 QuantaSing Group price movement. The serial correlation of 0.44 indicates that just about 44.0% of current QuantaSing Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
QuantaSing Group lagged returns against current returns
Autocorrelation, which is QuantaSing Group 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 QuantaSing Group's stock expected returns. We can calculate the autocorrelation of QuantaSing Group returns to help us make a trade decision. For example, suppose you find that QuantaSing Group 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 |
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QuantaSing 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 QuantaSing Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if QuantaSing Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in QuantaSing Group stock over time.
Current vs Lagged Prices |
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QuantaSing Group Lagged Returns
When evaluating QuantaSing Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of QuantaSing Group stock have on its future price. QuantaSing 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, QuantaSing Group autocorrelation shows the relationship between QuantaSing Group stock current value and its past values and can show if there is a momentum factor associated with investing in QuantaSing Group Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether QuantaSing Group is a strong investment it is important to analyze QuantaSing Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact QuantaSing Group's future performance. For an informed investment choice regarding QuantaSing Stock, refer to the following important reports:Check out QuantaSing Group Correlation, QuantaSing Group Volatility and QuantaSing Group Alpha and Beta module to complement your research on QuantaSing Group. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
QuantaSing Group 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.