Sqs Software (Germany) Market Value
| SQS Stock | 4.52 0.22 4.64% |
| Symbol | Sqs |
Sqs Software '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 Sqs Software'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 Sqs Software.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Sqs Software on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Sqs Software Quality or generate 0.0% return on investment in Sqs Software over 90 days. Sqs Software is related to or competes with Take-Two Interactive, GBS Software, Axway Software, FORMPIPE SOFTWARE, Carsales, and Cars. More
Sqs Software 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 Sqs Software'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 Sqs Software Quality upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.77 | |||
| Information Ratio | 0.2273 | |||
| Maximum Drawdown | 19.9 | |||
| Value At Risk | (4.09) | |||
| Potential Upside | 5.37 |
Sqs Software Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sqs Software's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sqs Software's standard deviation. In reality, there are many statistical measures that can use Sqs Software historical prices to predict the future Sqs Software's volatility.| Risk Adjusted Performance | 0.181 | |||
| Jensen Alpha | 0.5958 | |||
| Total Risk Alpha | 1.13 | |||
| Sortino Ratio | 0.2899 | |||
| Treynor Ratio | (0.78) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sqs Software'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.
Sqs Software Quality Backtested Returns
Sqs Software appears to be unstable, given 3 months investment horizon. Sqs Software Quality owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. By inspecting Sqs Software's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please review Sqs Software's Risk Adjusted Performance of 0.181, coefficient of variation of 502.01, and Semi Deviation of 2.27 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sqs Software holds a performance score of 14. The entity has a beta of -0.89, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Sqs Software are expected to decrease slowly. On the other hand, during market turmoil, Sqs Software is expected to outperform it slightly. Please check Sqs Software's downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to make a quick decision on whether Sqs Software's existing price patterns will revert.
Auto-correlation | -0.03 |
Very weak reverse predictability
Sqs Software Quality has very weak reverse predictability. Overlapping area represents the amount of predictability between Sqs Software time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Sqs Software Quality price movement. The serial correlation of -0.03 indicates that only 3.0% of current Sqs Software price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Sqs Software Quality lagged returns against current returns
Autocorrelation, which is Sqs Software 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 Sqs Software's stock expected returns. We can calculate the autocorrelation of Sqs Software returns to help us make a trade decision. For example, suppose you find that Sqs Software 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 |
Sqs Software 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 Sqs Software stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sqs Software stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sqs Software stock over time.
Current vs Lagged Prices |
| Timeline |
Sqs Software Lagged Returns
When evaluating Sqs Software's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sqs Software stock have on its future price. Sqs Software 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, Sqs Software autocorrelation shows the relationship between Sqs Software stock current value and its past values and can show if there is a momentum factor associated with investing in Sqs Software Quality.
Regressed Prices |
| Timeline |
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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.Additional Tools for Sqs Stock Analysis
When running Sqs Software's price analysis, check to measure Sqs Software'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 Sqs Software is operating at the current time. Most of Sqs Software's value examination focuses on studying past and present price action to predict the probability of Sqs Software's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sqs Software's price. Additionally, you may evaluate how the addition of Sqs Software to your portfolios can decrease your overall portfolio volatility.