Quilter PLC (UK) Market Value
| QLT Stock | 141.20 3.80 2.62% |
| Symbol | Quilter |
Quilter PLC '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 Quilter PLC'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 Quilter PLC.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Quilter PLC on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Quilter PLC or generate 0.0% return on investment in Quilter PLC over 30 days. Quilter PLC is related to or competes with Catalyst Media, Oncimmune Holdings, Invesco Health, Coor Service, Surgical Science, Mereo BioPharma, and SPDR SP. Quilter PLC is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Quilter PLC 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 Quilter PLC'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 Quilter PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.27 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 6.42 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 1.75 |
Quilter PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quilter PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quilter PLC's standard deviation. In reality, there are many statistical measures that can use Quilter PLC historical prices to predict the future Quilter PLC's volatility.| Risk Adjusted Performance | 0.0407 | |||
| Jensen Alpha | 0.0362 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.4349 |
Quilter PLC Backtested Returns
At this point, Quilter PLC is very steady. Quilter PLC maintains Sharpe Ratio (i.e., Efficiency) of 0.0416, which implies the firm had a 0.0416% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Quilter PLC, which you can use to evaluate the volatility of the company. Please check Quilter PLC's Risk Adjusted Performance of 0.0407, semi deviation of 1.18, and Coefficient Of Variation of 2073.49 to confirm if the risk estimate we provide is consistent with the expected return of 0.0529%. Quilter PLC has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of 0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, Quilter PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quilter PLC is expected to be smaller as well. Quilter PLC right now holds a risk of 1.27%. Please check Quilter PLC downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to decide if Quilter PLC will be following its historical price patterns.
Auto-correlation | 0.41 |
Average predictability
Quilter PLC has average predictability. Overlapping area represents the amount of predictability between Quilter PLC time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th 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 Quilter PLC price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Quilter PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 1.68 |
Quilter PLC lagged returns against current returns
Autocorrelation, which is Quilter PLC 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 Quilter PLC's stock expected returns. We can calculate the autocorrelation of Quilter PLC returns to help us make a trade decision. For example, suppose you find that Quilter PLC 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 |
Quilter PLC 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 Quilter PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quilter PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quilter PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Quilter PLC Lagged Returns
When evaluating Quilter PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quilter PLC stock have on its future price. Quilter PLC 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, Quilter PLC autocorrelation shows the relationship between Quilter PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Quilter PLC.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Quilter Stock
Quilter PLC financial ratios help investors to determine whether Quilter 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 Quilter with respect to the benefits of owning Quilter PLC security.