Quadient Sa Stock Market Value
| NPACF Stock | USD 23.65 0.00 0.00% |
| Symbol | Quadient |
Quadient '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 Quadient's pink sheet 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 Quadient.
| 12/22/2023 |
| 06/19/2024 |
If you would invest 0.00 in Quadient on December 22, 2023 and sell it all today you would earn a total of 0.00 from holding Quadient SA or generate 0.0% return on investment in Quadient over 180 days. Quadient is related to or competes with Salesforce, S A P, Intuit, ServiceNow, Uber Technologies, SAP SE, and Cadence Design. Quadient S.A. provides business solutions for customers through digital and physical channels in France and internationa... More
Quadient 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 Quadient's pink sheet 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 Quadient SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1153 | |||
| Maximum Drawdown | 12.62 |
Quadient Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quadient's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quadient's standard deviation. In reality, there are many statistical measures that can use Quadient historical prices to predict the future Quadient's volatility.| Risk Adjusted Performance | 0.0827 | |||
| Jensen Alpha | 0.1799 | |||
| Total Risk Alpha | 0.1761 | |||
| Treynor Ratio | 0.2825 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quadient'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.
Quadient SA Backtested Returns
Quadient appears to be very steady, given 3 months investment horizon. Quadient SA maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Quadient SA, which you can use to evaluate the volatility of the company. Please evaluate Quadient's Risk Adjusted Performance of 0.0827, variance of 2.41, and Coefficient Of Variation of 812.4 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Quadient holds a performance score of 9. The company holds a Beta of 0.64, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Quadient's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quadient is expected to be smaller as well. Please check Quadient's treynor ratio, and the relationship between the standard deviation and kurtosis , to make a quick decision on whether Quadient's historical price patterns will revert.
Auto-correlation | -92,233,720,368,547,760 |
Near perfect reversele predictability
Quadient SA has near perfect reversele predictability. Overlapping area represents the amount of predictability between Quadient time series from 22nd of December 2023 to 21st of March 2024 and 21st of March 2024 to 19th of June 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 Quadient SA price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current Quadient price fluctuation can be explain by its past prices.
| Correlation Coefficient | -92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 1.18 |
Quadient SA lagged returns against current returns
Autocorrelation, which is Quadient pink sheet'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 Quadient's pink sheet expected returns. We can calculate the autocorrelation of Quadient returns to help us make a trade decision. For example, suppose you find that Quadient has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Quadient 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 Quadient pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quadient pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quadient pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Quadient Lagged Returns
When evaluating Quadient's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quadient pink sheet have on its future price. Quadient 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, Quadient autocorrelation shows the relationship between Quadient pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Quadient SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Quadient Pink Sheet
Quadient financial ratios help investors to determine whether Quadient Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Quadient with respect to the benefits of owning Quadient security.