Questor Technology Stock Market Value
| QST Stock | CAD 0.33 0.01 2.94% |
| Symbol | Questor |
Questor Technology Price To Book Ratio
Questor Technology '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 Questor Technology'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 Questor Technology.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Questor Technology on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Questor Technology or generate 0.0% return on investment in Questor Technology over 30 days. Questor Technology is related to or competes with Firan Technology, and Baylin Technologies. Questor Technology Inc., an environmental cleantech company, focuses on clean air technologies in Canada and internation... More
Questor Technology 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 Questor Technology'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 Questor Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.27 | |||
| Information Ratio | 0.0526 | |||
| Maximum Drawdown | 29.41 | |||
| Value At Risk | (8.11) | |||
| Potential Upside | 9.38 |
Questor Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Questor Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Questor Technology's standard deviation. In reality, there are many statistical measures that can use Questor Technology historical prices to predict the future Questor Technology's volatility.| Risk Adjusted Performance | 0.0477 | |||
| Jensen Alpha | 0.2498 | |||
| Total Risk Alpha | 0.2923 | |||
| Sortino Ratio | 0.0408 | |||
| Treynor Ratio | 4.82 |
Questor Technology Backtested Returns
Questor Technology appears to be out of control, given 3 months investment horizon. Questor Technology maintains Sharpe Ratio (i.e., Efficiency) of 0.0561, which implies the firm had a 0.0561 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Questor Technology, which you can use to evaluate the volatility of the company. Please evaluate Questor Technology's Coefficient Of Variation of 1876.72, risk adjusted performance of 0.0477, and Semi Deviation of 3.66 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Questor Technology holds a performance score of 4. The company holds a Beta of 0.0518, which implies not very significant fluctuations relative to the market. As returns on the market increase, Questor Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Questor Technology is expected to be smaller as well. Please check Questor Technology's total risk alpha and the relationship between the potential upside and price action indicator , to make a quick decision on whether Questor Technology's historical price patterns will revert.
Auto-correlation | 0.14 |
Insignificant predictability
Questor Technology has insignificant predictability. Overlapping area represents the amount of predictability between Questor Technology time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Questor Technology price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Questor Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Questor Technology lagged returns against current returns
Autocorrelation, which is Questor Technology 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 Questor Technology's stock expected returns. We can calculate the autocorrelation of Questor Technology returns to help us make a trade decision. For example, suppose you find that Questor Technology 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 |
Questor Technology 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 Questor Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Questor Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Questor Technology stock over time.
Current vs Lagged Prices |
| Timeline |
Questor Technology Lagged Returns
When evaluating Questor Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Questor Technology stock have on its future price. Questor Technology 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, Questor Technology autocorrelation shows the relationship between Questor Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Questor Technology.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Questor Stock Analysis
When running Questor Technology's price analysis, check to measure Questor Technology'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 Questor Technology is operating at the current time. Most of Questor Technology's value examination focuses on studying past and present price action to predict the probability of Questor Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Questor Technology's price. Additionally, you may evaluate how the addition of Questor Technology to your portfolios can decrease your overall portfolio volatility.