Quaker Chemical (Germany) Market Value
| QUC Stock | EUR 119.00 2.00 1.65% |
| Symbol | Quaker |
Quaker Chemical '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 Quaker Chemical'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 Quaker Chemical.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Quaker Chemical on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Quaker Chemical or generate 0.0% return on investment in Quaker Chemical over 90 days. Quaker Chemical is related to or competes with MUTUIONLINE, Micron Technology, Cleanaway Waste, CVW CLEANTECH, BOS BETTER, Lamar Advertising, and Gruppo Mutuionline. Quaker Chemical Corporation develops, produces, and markets various formulated chemical specialty products for a range o... More
Quaker Chemical 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 Quaker Chemical'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 Quaker Chemical upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 10.6 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 2.4 |
Quaker Chemical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quaker Chemical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quaker Chemical's standard deviation. In reality, there are many statistical measures that can use Quaker Chemical historical prices to predict the future Quaker Chemical's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 1.21 |
Quaker Chemical Backtested Returns
Quaker Chemical 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. Quaker Chemical exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Quaker Chemical's Variance of 3.54, risk adjusted performance of (0.14), and Coefficient Of Variation of (594.33) to confirm the risk estimate we provide. The company holds a Beta of -0.27, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Quaker Chemical are expected to decrease at a much lower rate. During the bear market, Quaker Chemical is likely to outperform the market. At this point, Quaker Chemical has a negative expected return of -0.29%. Please make sure to check Quaker Chemical's total risk alpha, kurtosis, and the relationship between the information ratio and potential upside , to decide if Quaker Chemical performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Quaker Chemical has insignificant reverse predictability. Overlapping area represents the amount of predictability between Quaker Chemical 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 Quaker Chemical price movement. The serial correlation of -0.2 indicates that over 20.0% of current Quaker Chemical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 9.95 |
Quaker Chemical lagged returns against current returns
Autocorrelation, which is Quaker Chemical 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 Quaker Chemical's stock expected returns. We can calculate the autocorrelation of Quaker Chemical returns to help us make a trade decision. For example, suppose you find that Quaker Chemical 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 |
Quaker Chemical 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 Quaker Chemical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quaker Chemical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quaker Chemical stock over time.
Current vs Lagged Prices |
| Timeline |
Quaker Chemical Lagged Returns
When evaluating Quaker Chemical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quaker Chemical stock have on its future price. Quaker Chemical 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, Quaker Chemical autocorrelation shows the relationship between Quaker Chemical stock current value and its past values and can show if there is a momentum factor associated with investing in Quaker Chemical.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Quaker Stock
When determining whether Quaker Chemical is a strong investment it is important to analyze Quaker Chemical'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 Quaker Chemical's future performance. For an informed investment choice regarding Quaker Stock, refer to the following important reports:Check out Quaker Chemical Correlation, Quaker Chemical Volatility and Quaker Chemical Alpha and Beta module to complement your research on Quaker Chemical. For more detail on how to invest in Quaker Stock please use our How to Invest in Quaker Chemical guide.You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Quaker Chemical 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.