Quest Diagnostics Hype Analysis, Quest Diagnostics Correlation, Quest Diagnostics Valuation, Quest Diagnostics Volatility as well as analyze Quest Diagnostics Alpha and Beta and Quest Diagnostics Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Quest Diagnostics Incorporated and determine expected loss or profit from investing in Quest Diagnostics over given investment horizon. Additionally see
|Horizon||30 Days Login to change|
Quest Diagnostics 'What if' Analysis
November 17, 20180.00
January 16, 20190.00
If you would invest 0.00 in Quest Diagnostics on November 17, 2018 and sell it all today you would earn a total of 0.00 from holding Quest Diagnostics Incorporated or generate 0.0% return on investment in Quest Diagnostics over 60 days. Quest Diagnostics is related to or competes with Agilent Technologies, Guardant Health, Laboratory, DarioHealth Corp, DexCom, Exact Sciences, and Fluidigm. Quest Diagnostics Incorporated provides diagnostic testing information and services in the United States and internation...
Quest Diagnostics Upside/Downside Indicators
Quest Diagnostics Market Premium Indicators
Quest Diagnostics Backtested Returns
Macroaxis considers Quest Diagnostics to be not too risky. Quest Diagnostics maintains Sharpe Ratio (i.e. Efficiency) of -0.1115 which implies Quest Diagnostics had -0.1115% of return per unit of risk over the last 2 months. Macroaxis philosophy towards forecasting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Quest Diagnostics exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Quest Diagnostics Coefficient Of Variation of
(649.17) and Risk Adjusted Performance of (0.30) to confirm risk estimate we provide. Macroaxis gives Quest Diagnostics performance score of 0 on a scale of 0 to 100. The organization holds Beta of 0.3473 which implies as returns on market increase, Quest Diagnostics returns are expected to increase less than the market. However during bear market, the loss on holding Quest Diagnostics will be expected to be smaller as well. . Even though it is essential to pay attention to Quest Diagnostics current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Quest Diagnostics exposes twenty-eight different technical indicators which can help you to evaluate its performance. Quest Diagnostics has expected return of -0.2491%. Please be advised to check Quest Diagnostics Maximum Drawdown, and the relationship between Information Ratio and Expected Short fall to decide if Quest Diagnostics past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.39)|
|Spearman Rank Test||-0.38|
Quest Diagnostics lagged returns against current returns
Current and Lagged Values
Quest Diagnostics regressed lagged prices vs. current prices
Current vs Lagged Prices
Quest Diagnostics Lagged Returns
Additionally see Quest Diagnostics Hype Analysis, Quest Diagnostics Correlation, Quest Diagnostics Valuation, Quest Diagnostics Volatility as well as analyze Quest Diagnostics Alpha and Beta and Quest Diagnostics Performance. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.