Qyou Media (Germany) Market Value
| 0QY Stock | EUR 0.02 0.0004 2.41% |
| Symbol | Qyou |
Qyou Media '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 Qyou Media'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 Qyou Media.
| 12/29/2022 |
| 12/18/2024 |
If you would invest 0.00 in Qyou Media on December 29, 2022 and sell it all today you would earn a total of 0.00 from holding Qyou Media or generate 0.0% return on investment in Qyou Media over 720 days. Qyou Media is related to or competes with Live Nation, Toho, Superior Plus, NMI Holdings, SIVERS SEMICONDUCTORS, NorAm Drilling, and BANK HANDLOWY. QYOU Media Inc., together with its subsidiaries, focuses on the curation, programming, and distribution of digital first... More
Qyou Media 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 Qyou Media'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 Qyou Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 29.83 | |||
| Information Ratio | 0.1676 | |||
| Maximum Drawdown | 404.9 | |||
| Value At Risk | (35.59) | |||
| Potential Upside | 92.31 |
Qyou Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qyou Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qyou Media's standard deviation. In reality, there are many statistical measures that can use Qyou Media historical prices to predict the future Qyou Media's volatility.| Risk Adjusted Performance | 0.1435 | |||
| Jensen Alpha | 8.62 | |||
| Total Risk Alpha | 7.34 | |||
| Sortino Ratio | 0.2865 | |||
| Treynor Ratio | (3.03) |
Qyou Media Backtested Returns
Qyou Media is out of control given 3 months investment horizon. Qyou Media maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the firm had a 0.17% return per unit of risk over the last 3 months. We were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 8.98% are justified by taking the suggested risk. Use Qyou Media Coefficient Of Variation of 594.81, semi deviation of 20.9, and Risk Adjusted Performance of 0.1435 to evaluate company specific risk that cannot be diversified away. Qyou Media holds a performance score of 13 on a scale of zero to a hundred. The company holds a Beta of -2.83, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Qyou Media are expected to decrease by larger amounts. On the other hand, during market turmoil, Qyou Media is expected to outperform it. Use Qyou Media sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to analyze future returns on Qyou Media.
Auto-correlation | 0.68 |
Good predictability
Qyou Media has good predictability. Overlapping area represents the amount of predictability between Qyou Media time series from 29th of December 2022 to 24th of December 2023 and 24th of December 2023 to 18th of December 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 Qyou Media price movement. The serial correlation of 0.68 indicates that around 68.0% of current Qyou Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Qyou Media lagged returns against current returns
Autocorrelation, which is Qyou Media 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 Qyou Media's stock expected returns. We can calculate the autocorrelation of Qyou Media returns to help us make a trade decision. For example, suppose you find that Qyou Media 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 |
Qyou Media 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 Qyou Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qyou Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qyou Media stock over time.
Current vs Lagged Prices |
| Timeline |
Qyou Media Lagged Returns
When evaluating Qyou Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qyou Media stock have on its future price. Qyou Media 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, Qyou Media autocorrelation shows the relationship between Qyou Media stock current value and its past values and can show if there is a momentum factor associated with investing in Qyou Media.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Qyou Stock
Qyou Media financial ratios help investors to determine whether Qyou Stock 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 Qyou with respect to the benefits of owning Qyou Media security.