Qualys Inc Stock Market Value
| QLYS Stock | USD 153.37 3.19 2.12% |
| Symbol | Qualys |
Qualys Inc Price To Book Ratio
Is Systems 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 Qualys. If investors know Qualys 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 Qualys listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 4.52 | Revenue Per Share 16.083 | Quarterly Revenue Growth 0.084 | Return On Assets 0.135 | Return On Equity 0.4409 |
The market value of Qualys Inc is measured differently than its book value, which is the value of Qualys that is recorded on the company's balance sheet. Investors also form their own opinion of Qualys' value that differs from its market value or its book value, called intrinsic value, which is Qualys' 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 Qualys' market value can be influenced by many factors that don't directly affect Qualys' 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 Qualys' value and its price as these two are different measures arrived at by different means. Investors typically determine if Qualys is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Qualys' 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.
Qualys '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 Qualys' 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 Qualys.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in Qualys on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding Qualys Inc or generate 0.0% return on investment in Qualys over 360 days. Qualys is related to or competes with GigaCloud Technology, Arqit Quantum, Cemtrex, Rapid7, Zuora, and Paysafe. Qualys, Inc. provides cloud-based information technology , security, and compliance solutions in the United States and i... More
Qualys 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 Qualys' 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 Qualys Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.69 | |||
| Information Ratio | 0.0759 | |||
| Maximum Drawdown | 26.78 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 3.17 |
Qualys Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qualys' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qualys' standard deviation. In reality, there are many statistical measures that can use Qualys historical prices to predict the future Qualys' volatility.| Risk Adjusted Performance | 0.0953 | |||
| Jensen Alpha | 0.0195 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.1539 | |||
| Treynor Ratio | 0.1273 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Qualys' 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.
Qualys Inc Backtested Returns
Qualys appears to be very steady, given 3 months investment horizon. Qualys Inc maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the firm had a 0.1% return per unit of risk over the last 3 months. We have found thirty technical indicators for Qualys Inc, which you can use to evaluate the volatility of the company. Please evaluate Qualys' Risk Adjusted Performance of 0.0953, semi deviation of 1.39, and Coefficient Of Variation of 876.09 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Qualys holds a performance score of 8. The company holds a Beta of 2.99, 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, Qualys will likely underperform. Please check Qualys' downside variance, and the relationship between the total risk alpha and daily balance of power , to make a quick decision on whether Qualys' historical price patterns will revert.
Auto-correlation | 0.27 |
Poor predictability
Qualys Inc has poor predictability. Overlapping area represents the amount of predictability between Qualys time series from 1st of December 2023 to 29th of May 2024 and 29th of May 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 Qualys Inc price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Qualys price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 102.23 |
Qualys Inc lagged returns against current returns
Autocorrelation, which is Qualys 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 Qualys' stock expected returns. We can calculate the autocorrelation of Qualys returns to help us make a trade decision. For example, suppose you find that Qualys 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 |
Qualys 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 Qualys stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qualys stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qualys stock over time.
Current vs Lagged Prices |
| Timeline |
Qualys Lagged Returns
When evaluating Qualys' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qualys stock have on its future price. Qualys 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, Qualys autocorrelation shows the relationship between Qualys stock current value and its past values and can show if there is a momentum factor associated with investing in Qualys Inc.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Qualys Stock Analysis
When running Qualys' price analysis, check to measure Qualys' 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 Qualys is operating at the current time. Most of Qualys' value examination focuses on studying past and present price action to predict the probability of Qualys' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Qualys' price. Additionally, you may evaluate how the addition of Qualys to your portfolios can decrease your overall portfolio volatility.