Qlucore AB (Sweden) Market Value
| QCORE Stock | 0.48 0.01 2.04% |
| Symbol | Qlucore |
Qlucore AB '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 Qlucore AB'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 Qlucore AB.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Qlucore AB on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Qlucore AB or generate 0.0% return on investment in Qlucore AB over 30 days.
Qlucore AB 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 Qlucore AB'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 Qlucore AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.13 | |||
| Information Ratio | 0.0083 | |||
| Maximum Drawdown | 23.72 | |||
| Value At Risk | (8.00) | |||
| Potential Upside | 9.52 |
Qlucore AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qlucore AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qlucore AB's standard deviation. In reality, there are many statistical measures that can use Qlucore AB historical prices to predict the future Qlucore AB's volatility.| Risk Adjusted Performance | 0.0281 | |||
| Jensen Alpha | 0.2026 | |||
| Total Risk Alpha | (0.50) | |||
| Sortino Ratio | 0.0088 | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Qlucore AB'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.
Qlucore AB Backtested Returns
Qlucore AB maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. Qlucore AB exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Qlucore AB's Semi Deviation of 4.3, coefficient of variation of 3814.63, and Risk Adjusted Performance of 0.0281 to confirm the risk estimate we provide. The company holds a Beta of -0.81, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Qlucore AB are expected to decrease at a much lower rate. During the bear market, Qlucore AB is likely to outperform the market. At this point, Qlucore AB has a negative expected return of -0.0226%. Please make sure to check Qlucore AB's potential upside and the relationship between the skewness and period momentum indicator , to decide if Qlucore AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.02 |
Very weak reverse predictability
Qlucore AB has very weak reverse predictability. Overlapping area represents the amount of predictability between Qlucore AB time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Qlucore AB price movement. The serial correlation of -0.02 indicates that only 2.0% of current Qlucore AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Qlucore AB lagged returns against current returns
Autocorrelation, which is Qlucore AB 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 Qlucore AB's stock expected returns. We can calculate the autocorrelation of Qlucore AB returns to help us make a trade decision. For example, suppose you find that Qlucore AB 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 |
Qlucore AB 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 Qlucore AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qlucore AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qlucore AB stock over time.
Current vs Lagged Prices |
| Timeline |
Qlucore AB Lagged Returns
When evaluating Qlucore AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qlucore AB stock have on its future price. Qlucore AB 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, Qlucore AB autocorrelation shows the relationship between Qlucore AB stock current value and its past values and can show if there is a momentum factor associated with investing in Qlucore AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Qlucore Stock Analysis
When running Qlucore AB's price analysis, check to measure Qlucore AB'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 Qlucore AB is operating at the current time. Most of Qlucore AB's value examination focuses on studying past and present price action to predict the probability of Qlucore AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Qlucore AB's price. Additionally, you may evaluate how the addition of Qlucore AB to your portfolios can decrease your overall portfolio volatility.