Qed Connect Stock Market Value
| QEDN Stock | USD 0.0005 0.0001 25.00% |
| Symbol | Qed |
Qed Connect '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 Qed Connect'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 Qed Connect.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Qed Connect on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Qed Connect or generate 0.0% return on investment in Qed Connect over 30 days. Qed Connect is related to or competes with Artisan Consumer, A2 Milk, and General Mills. It operates StockProfile.com, an information portal for investors choosing to make their own investment decisions and fo... More
Qed Connect 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 Qed Connect'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 Qed Connect upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.2 | |||
| Information Ratio | (0.0007) | |||
| Maximum Drawdown | 40.0 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 20.0 |
Qed Connect Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qed Connect's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qed Connect's standard deviation. In reality, there are many statistical measures that can use Qed Connect historical prices to predict the future Qed Connect's volatility.| Risk Adjusted Performance | 0.0171 | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (1.82) | |||
| Sortino Ratio | (0.0005) | |||
| Treynor Ratio | 0.0416 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Qed Connect'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.
Qed Connect Backtested Returns
Qed Connect appears to be out of control, given 3 months investment horizon. Qed Connect maintains Sharpe Ratio (i.e., Efficiency) of 0.0383, which implies the firm had a 0.0383% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Qed Connect, which you can use to evaluate the volatility of the company. Please evaluate Qed Connect's Semi Deviation of 9.53, risk adjusted performance of 0.0171, and Coefficient Of Variation of 9989.35 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Qed Connect holds a performance score of 3. The company holds a Beta of 2.71, 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, Qed Connect will likely underperform. Please check Qed Connect's jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Qed Connect's historical price patterns will revert.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Qed Connect has insignificant reverse predictability. Overlapping area represents the amount of predictability between Qed Connect time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 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 Qed Connect price movement. The serial correlation of -0.2 indicates that over 20.0% of current Qed Connect price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Qed Connect lagged returns against current returns
Autocorrelation, which is Qed Connect 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 Qed Connect's pink sheet expected returns. We can calculate the autocorrelation of Qed Connect returns to help us make a trade decision. For example, suppose you find that Qed Connect 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 |
Qed Connect 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 Qed Connect pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qed Connect pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qed Connect pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Qed Connect Lagged Returns
When evaluating Qed Connect's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qed Connect pink sheet have on its future price. Qed Connect 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, Qed Connect autocorrelation shows the relationship between Qed Connect pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Qed Connect.
Regressed Prices |
| Timeline |
Pair Trading with Qed Connect
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 Qed Connect 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 Qed Connect will appreciate offsetting losses from the drop in the long position's value.Moving together with Qed Pink Sheet
Moving against Qed Pink Sheet
| 0.7 | ADSK | Autodesk | PairCorr |
| 0.68 | DXYZ | Destiny Tech100 | PairCorr |
| 0.67 | FMCB | Farmers Merchants Bancorp | PairCorr |
| 0.66 | FUWAF | Furukawa Electric | PairCorr |
| 0.66 | RCAT | Red Cat Holdings Trending | PairCorr |
The ability to find closely correlated positions to Qed Connect could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Qed Connect 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 Qed Connect - 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 Qed Connect to buy it.
The correlation of Qed Connect 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 Qed Connect moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Qed Connect 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 Qed Connect 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.Other Information on Investing in Qed Pink Sheet
Qed Connect financial ratios help investors to determine whether Qed 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 Qed with respect to the benefits of owning Qed Connect security.