Qatar Natl's market value is the price at which a share of Qatar Natl trades on a public exchange. It measures the collective expectations of Qatar Natl Bank investors about its performance. Qatar Natl is trading at 30.07 as of the 31st of January 2025. This is a 0.23 percent decrease since the beginning of the trading day. The stock's lowest day price was 30.01. With this module, you can estimate the performance of a buy and hold strategy of Qatar Natl Bank and determine expected loss or profit from investing in Qatar Natl over a given investment horizon. Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.
Symbol
Qatar
Qatar Natl '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 Qatar Natl'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 Qatar Natl.
0.00
02/11/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/31/2025
0.00
If you would invest 0.00 in Qatar Natl on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Qatar Natl Bank or generate 0.0% return on investment in Qatar Natl over 720 days.
Qatar Natl 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 Qatar Natl'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 Qatar Natl Bank upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qatar Natl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qatar Natl's standard deviation. In reality, there are many statistical measures that can use Qatar Natl historical prices to predict the future Qatar Natl's volatility.
Qatar Natl Bank maintains Sharpe Ratio (i.e., Efficiency) of -0.0772, which implies the firm had a -0.0772 % return per unit of risk over the last 3 months. Qatar Natl Bank exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Qatar Natl's Variance of 2.66, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,295) to confirm the risk estimate we provide. The company holds a Beta of 0.15, which implies not very significant fluctuations relative to the market. As returns on the market increase, Qatar Natl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Qatar Natl is expected to be smaller as well. At this point, Qatar Natl Bank has a negative expected return of -0.13%. Please make sure to check Qatar Natl's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Qatar Natl Bank performance from the past will be repeated at some point in the near future.
Auto-correlation
0.05
Virtually no predictability
Qatar Natl Bank has virtually no predictability. Overlapping area represents the amount of predictability between Qatar Natl time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st of January 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 Qatar Natl Bank price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Qatar Natl price fluctuation can be explain by its past prices.
Correlation Coefficient
0.05
Spearman Rank Test
-0.11
Residual Average
0.0
Price Variance
10.55
Qatar Natl Bank lagged returns against current returns
Autocorrelation, which is Qatar Natl 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 Qatar Natl's stock expected returns. We can calculate the autocorrelation of Qatar Natl returns to help us make a trade decision. For example, suppose you find that Qatar Natl 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
Qatar Natl 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 Qatar Natl stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qatar Natl stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qatar Natl stock over time.
Current vs Lagged Prices
Timeline
Qatar Natl Lagged Returns
When evaluating Qatar Natl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qatar Natl stock have on its future price. Qatar Natl 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, Qatar Natl autocorrelation shows the relationship between Qatar Natl stock current value and its past values and can show if there is a momentum factor associated with investing in Qatar Natl Bank.
Regressed Prices
Timeline
Also Currently Popular
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.