Arqit Quantum Stock Market Value
| ARQQ Stock | USD 26.77 1.51 5.34% |
| Symbol | Arqit |
Arqit Quantum Price To Book Ratio
Is Application Software space 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 Arqit Quantum. If investors know Arqit 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 Arqit Quantum listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (4.74) | Revenue Per Share | Quarterly Revenue Growth 5.263 | Return On Assets | Return On Equity |
The market value of Arqit Quantum is measured differently than its book value, which is the value of Arqit that is recorded on the company's balance sheet. Investors also form their own opinion of Arqit Quantum's value that differs from its market value or its book value, called intrinsic value, which is Arqit Quantum'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 Arqit Quantum's market value can be influenced by many factors that don't directly affect Arqit Quantum'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 Arqit Quantum's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arqit Quantum is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arqit Quantum'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.
Arqit Quantum '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 Arqit Quantum'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 Arqit Quantum.
| 06/30/2023 |
| 01/20/2025 |
If you would invest 0.00 in Arqit Quantum on June 30, 2023 and sell it all today you would earn a total of 0.00 from holding Arqit Quantum or generate 0.0% return on investment in Arqit Quantum over 570 days. Arqit Quantum is related to or competes with Alarum Technologies, Nutanix, Palo Alto, GigaCloud Technology, Pagaya Technologies, Telos Corp, and Cemtrex. Arqit Quantum Inc. provides cybersecurity services through satellite and terrestrial platforms in the United Kingdom More
Arqit Quantum 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 Arqit Quantum'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 Arqit Quantum upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.75 | |||
| Information Ratio | 0.2534 | |||
| Maximum Drawdown | 81.53 | |||
| Value At Risk | (18.52) | |||
| Potential Upside | 37.35 |
Arqit Quantum Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arqit Quantum's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arqit Quantum's standard deviation. In reality, there are many statistical measures that can use Arqit Quantum historical prices to predict the future Arqit Quantum's volatility.| Risk Adjusted Performance | 0.2228 | |||
| Jensen Alpha | 3.99 | |||
| Total Risk Alpha | 3.65 | |||
| Sortino Ratio | 0.3407 | |||
| Treynor Ratio | 2.5 |
Arqit Quantum Backtested Returns
Arqit Quantum is slightly risky given 3 months investment horizon. Arqit Quantum secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. We were able to break down and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 3.22% are justified by taking the suggested risk. Use Arqit Quantum Downside Deviation of 11.75, risk adjusted performance of 0.2228, and Mean Deviation of 11.59 to evaluate company specific risk that cannot be diversified away. Arqit Quantum holds a performance score of 16 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.61, which signifies 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, Arqit Quantum will likely underperform. Use Arqit Quantum expected short fall, and the relationship between the maximum drawdown and rate of daily change , to analyze future returns on Arqit Quantum.
Auto-correlation | 0.20 |
Weak predictability
Arqit Quantum has weak predictability. Overlapping area represents the amount of predictability between Arqit Quantum time series from 30th of June 2023 to 10th of April 2024 and 10th of April 2024 to 20th of January 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 Arqit Quantum price movement. The serial correlation of 0.2 indicates that over 20.0% of current Arqit Quantum price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 73.03 |
Arqit Quantum lagged returns against current returns
Autocorrelation, which is Arqit Quantum 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 Arqit Quantum's stock expected returns. We can calculate the autocorrelation of Arqit Quantum returns to help us make a trade decision. For example, suppose you find that Arqit Quantum 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 |
Arqit Quantum 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 Arqit Quantum stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arqit Quantum stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arqit Quantum stock over time.
Current vs Lagged Prices |
| Timeline |
Arqit Quantum Lagged Returns
When evaluating Arqit Quantum's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arqit Quantum stock have on its future price. Arqit Quantum 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, Arqit Quantum autocorrelation shows the relationship between Arqit Quantum stock current value and its past values and can show if there is a momentum factor associated with investing in Arqit Quantum.
Regressed Prices |
| Timeline |
Pair Trading with Arqit Quantum
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Arqit Quantum position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Arqit Quantum will appreciate offsetting losses from the drop in the long position's value.Moving together with Arqit Stock
Moving against Arqit Stock
| 0.79 | VRNS | Varonis Systems | PairCorr |
| 0.7 | S | SentinelOne | PairCorr |
| 0.65 | DOCN | DigitalOcean Holdings | PairCorr |
| 0.6 | MQ | Marqeta | PairCorr |
| 0.46 | DTSS | Datasea | PairCorr |
The ability to find closely correlated positions to Arqit Quantum could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arqit Quantum when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Arqit Quantum - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Arqit Quantum to buy it.
The correlation of Arqit Quantum is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Arqit Quantum moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arqit Quantum moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Arqit Quantum can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Arqit Stock Analysis
When running Arqit Quantum's price analysis, check to measure Arqit Quantum'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 Arqit Quantum is operating at the current time. Most of Arqit Quantum's value examination focuses on studying past and present price action to predict the probability of Arqit Quantum's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arqit Quantum's price. Additionally, you may evaluate how the addition of Arqit Quantum to your portfolios can decrease your overall portfolio volatility.