QNATECHNO (Poland) Market Value
| QNA Stock | 27.00 0.30 1.10% |
| Symbol | QNATECHNO |
QNATECHNO '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 QNATECHNO'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 QNATECHNO.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in QNATECHNO on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding QNATECHNO or generate 0.0% return on investment in QNATECHNO over 30 days.
QNATECHNO 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 QNATECHNO'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 QNATECHNO upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 14.1 | |||
| Value At Risk | (4.59) | |||
| Potential Upside | 6.15 |
QNATECHNO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for QNATECHNO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as QNATECHNO's standard deviation. In reality, there are many statistical measures that can use QNATECHNO historical prices to predict the future QNATECHNO's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | 0.4508 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of QNATECHNO'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.
QNATECHNO Backtested Returns
QNATECHNO retains Efficiency (Sharpe Ratio) of -0.0591, which implies the firm had a -0.0591 % return per unit of risk over the last 3 months. QNATECHNO exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check QNATECHNO's coefficient of variation of (1,758), and Market Risk Adjusted Performance of 0.4608 to confirm the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.41, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning QNATECHNO are expected to decrease at a much lower rate. During the bear market, QNATECHNO is likely to outperform the market. At this point, QNATECHNO has a negative expected return of -0.19%. Please make sure to check QNATECHNO's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if QNATECHNO performance from the past will be repeated in the future.
Auto-correlation | -0.16 |
Insignificant reverse predictability
QNATECHNO has insignificant reverse predictability. Overlapping area represents the amount of predictability between QNATECHNO time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of QNATECHNO price movement. The serial correlation of -0.16 indicates that over 16.0% of current QNATECHNO price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.73 |
QNATECHNO lagged returns against current returns
Autocorrelation, which is QNATECHNO 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 QNATECHNO's stock expected returns. We can calculate the autocorrelation of QNATECHNO returns to help us make a trade decision. For example, suppose you find that QNATECHNO 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 |
QNATECHNO 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 QNATECHNO stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if QNATECHNO stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in QNATECHNO stock over time.
Current vs Lagged Prices |
| Timeline |
QNATECHNO Lagged Returns
When evaluating QNATECHNO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of QNATECHNO stock have on its future price. QNATECHNO 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, QNATECHNO autocorrelation shows the relationship between QNATECHNO stock current value and its past values and can show if there is a momentum factor associated with investing in QNATECHNO.
Regressed Prices |
| Timeline |
Pair Trading with QNATECHNO
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 QNATECHNO 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 QNATECHNO will appreciate offsetting losses from the drop in the long position's value.Moving against QNATECHNO Stock
| 0.75 | WWL | WAWEL SA | PairCorr |
| 0.74 | PKN | Polski Koncern Naftowy | PairCorr |
| 0.7 | TOR | Torpol SA | PairCorr |
| 0.63 | PEO | Bank Polska Kasa | PairCorr |
| 0.47 | OPL | OrangePL | PairCorr |
The ability to find closely correlated positions to QNATECHNO could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace QNATECHNO 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 QNATECHNO - 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 QNATECHNO to buy it.
The correlation of QNATECHNO 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 QNATECHNO moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if QNATECHNO 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 QNATECHNO 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.Additional Tools for QNATECHNO Stock Analysis
When running QNATECHNO's price analysis, check to measure QNATECHNO'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 QNATECHNO is operating at the current time. Most of QNATECHNO's value examination focuses on studying past and present price action to predict the probability of QNATECHNO's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move QNATECHNO's price. Additionally, you may evaluate how the addition of QNATECHNO to your portfolios can decrease your overall portfolio volatility.