Quantgate Systems Stock Market Value
| QGSI Stock | USD 0.02 0 9.09% |
| Symbol | Quantgate |
Quantgate Systems '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 Quantgate Systems' otc 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 Quantgate Systems.
| 12/08/2023 |
| 12/02/2024 |
If you would invest 0.00 in Quantgate Systems on December 8, 2023 and sell it all today you would earn a total of 0.00 from holding Quantgate Systems or generate 0.0% return on investment in Quantgate Systems over 360 days. Quantgate Systems is related to or competes with Salesforce, S A P, ServiceNow, Intuit, Uber Technologies, Shopify, and Applovin Corp. QuantGate Systems Inc., a diversified fintech company, develops real-time market sentiment and perception analysis syste... More
Quantgate Systems 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 Quantgate Systems' otc 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 Quantgate Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 24.55 | |||
| Information Ratio | 0.167 | |||
| Maximum Drawdown | 116.41 | |||
| Value At Risk | (36.96) | |||
| Potential Upside | 43.33 |
Quantgate Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quantgate Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quantgate Systems' standard deviation. In reality, there are many statistical measures that can use Quantgate Systems historical prices to predict the future Quantgate Systems' volatility.| Risk Adjusted Performance | 0.1419 | |||
| Jensen Alpha | 4.46 | |||
| Total Risk Alpha | 0.1302 | |||
| Sortino Ratio | 0.1587 | |||
| Treynor Ratio | (1.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quantgate Systems' 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.
Quantgate Systems Backtested Returns
Quantgate Systems is out of control given 3 months investment horizon. Quantgate Systems maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the firm had a 0.14% return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-eight different technical indicators, which can help you to evaluate if expected returns of 3.1% are justified by taking the suggested risk. Use Quantgate Systems Semi Deviation of 15.34, risk adjusted performance of 0.1419, and Coefficient Of Variation of 578.23 to evaluate company specific risk that cannot be diversified away. Quantgate Systems holds a performance score of 11 on a scale of zero to a hundred. The company holds a Beta of -3.4, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Quantgate Systems are expected to decrease by larger amounts. On the other hand, during market turmoil, Quantgate Systems is expected to outperform it. Use Quantgate Systems jensen alpha and the relationship between the value at risk and day median price , to analyze future returns on Quantgate Systems.
Auto-correlation | 0.01 |
Virtually no predictability
Quantgate Systems has virtually no predictability. Overlapping area represents the amount of predictability between Quantgate Systems time series from 8th of December 2023 to 5th of June 2024 and 5th of June 2024 to 2nd 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 Quantgate Systems price movement. The serial correlation of 0.01 indicates that just 1.0% of current Quantgate Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Quantgate Systems lagged returns against current returns
Autocorrelation, which is Quantgate Systems otc 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 Quantgate Systems' otc stock expected returns. We can calculate the autocorrelation of Quantgate Systems returns to help us make a trade decision. For example, suppose you find that Quantgate Systems has exhibited high autocorrelation historically, and you observe that the otc 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 |
Quantgate Systems 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 Quantgate Systems otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quantgate Systems otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quantgate Systems otc stock over time.
Current vs Lagged Prices |
| Timeline |
Quantgate Systems Lagged Returns
When evaluating Quantgate Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quantgate Systems otc stock have on its future price. Quantgate Systems 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, Quantgate Systems autocorrelation shows the relationship between Quantgate Systems otc stock current value and its past values and can show if there is a momentum factor associated with investing in Quantgate Systems.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Quantgate OTC Stock
Quantgate Systems financial ratios help investors to determine whether Quantgate OTC 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 Quantgate with respect to the benefits of owning Quantgate Systems security.