Quaker Chemical Stock Market Value
KWR Stock | USD 205.25 2.22 1.07% |
Symbol | Quaker |
Quaker Chemical Price To Book Ratio
Is Quaker Chemical's industry 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 Quaker Chemical. If investors know Quaker 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 Quaker Chemical listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.299 | Dividend Share 1.78 | Earnings Share 6.2 | Revenue Per Share 109.17 | Quarterly Revenue Growth (0.04) |
The market value of Quaker Chemical is measured differently than its book value, which is the value of Quaker that is recorded on the company's balance sheet. Investors also form their own opinion of Quaker Chemical's value that differs from its market value or its book value, called intrinsic value, which is Quaker Chemical'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 Quaker Chemical's market value can be influenced by many factors that don't directly affect Quaker Chemical'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 Quaker Chemical's value and its price as these two are different measures arrived at by different means. Investors typically determine if Quaker Chemical is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Quaker Chemical'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.
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.
04/09/2022 |
| 03/29/2024 |
If you would invest 0.00 in Quaker Chemical on April 9, 2022 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 720 days. Quaker Chemical is related to or competes with Chemours, Dupont De, FutureFuel Corp, Danimer Scientific, Ecovyst, Ingevity Corp, and WD 40. 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 | 6.68 | |||
Value At Risk | (3.26) | |||
Potential Upside | 2.05 |
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 | (0.01) | |||
Jensen Alpha | (0.31) | |||
Total Risk Alpha | (0.42) | |||
Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quaker Chemical'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.
Quaker Chemical Backtested Returns
Quaker Chemical maintains Sharpe Ratio (i.e., Efficiency) of -0.0231, which implies the firm had a -0.0231% return per unit of risk over the last 3 months. Quaker Chemical exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Quaker Chemical's Risk Adjusted Performance of (0.01), coefficient of variation of (3,178), and Variance of 2.57 to confirm the risk estimate we provide. The company holds a Beta of 1.98, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Quaker Chemical will likely underperform. Quaker Chemical has an expected return of -0.0369%. Please make sure to check Quaker Chemical treynor ratio, as well as the relationship between the accumulation distribution and price action indicator , to decide if Quaker Chemical performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Quaker Chemical has insignificant predictability. Overlapping area represents the amount of predictability between Quaker Chemical time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th of March 2024. 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 0.11 indicates that less than 11.0% of current Quaker Chemical price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.11 | |
Spearman Rank Test | 0.08 | |
Residual Average | 0.0 | |
Price Variance | 344.11 |
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 |
Quaker Chemical Investors Sentiment
The influence of Quaker Chemical's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Quaker. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Quaker Chemical's public news can be used to forecast risks associated with an investment in Quaker. The trend in average sentiment can be used to explain how an investor holding Quaker can time the market purely based on public headlines and social activities around Quaker Chemical. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Quaker Chemical's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Quaker Chemical's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Quaker Chemical's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Quaker Chemical.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Quaker Chemical in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Quaker Chemical's short interest history, or implied volatility extrapolated from Quaker Chemical options trading.
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Try AI Portfolio ArchitectCheck out Quaker Chemical Correlation, Quaker Chemical Volatility and Quaker Chemical Alpha and Beta module to complement your research on Quaker Chemical. To learn how to invest in Quaker Stock, please use our How to Invest in Quaker Chemical guide.You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for Quaker Stock analysis
When running Quaker Chemical's price analysis, check to measure Quaker Chemical'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 Quaker Chemical is operating at the current time. Most of Quaker Chemical's value examination focuses on studying past and present price action to predict the probability of Quaker Chemical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Quaker Chemical's price. Additionally, you may evaluate how the addition of Quaker Chemical to your portfolios can decrease your overall portfolio volatility.
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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.