QRF SCA (Belgium) Market Value
| QRF Stock | EUR 10.50 0.20 1.94% |
| Symbol | QRF |
QRF SCA '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 QRF SCA'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 QRF SCA.
| 01/04/2025 |
| 02/03/2025 |
If you would invest 0.00 in QRF SCA on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding QRF SCA or generate 0.0% return on investment in QRF SCA over 30 days. QRF SCA is related to or competes with Retail Estates, Wereldhav, Vastned Retail, and Home Invest. Qrf Comm operates under REIT - Retail classification in Belgium and is traded on Brussels Stock Exchange More
QRF SCA 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 QRF SCA'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 QRF SCA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 6.61 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.86 |
QRF SCA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for QRF SCA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as QRF SCA's standard deviation. In reality, there are many statistical measures that can use QRF SCA historical prices to predict the future QRF SCA's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.15) |
QRF SCA Backtested Returns
QRF SCA maintains Sharpe Ratio (i.e., Efficiency) of -0.0257, which implies the firm had a -0.0257 % return per unit of volatility over the last 3 months. QRF SCA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check QRF SCA's risk adjusted performance of (0.03), and Coefficient Of Variation of (2,221) to confirm the risk estimate we provide. The company holds a Beta of 0.46, which implies possible diversification benefits within a given portfolio. As returns on the market increase, QRF SCA's returns are expected to increase less than the market. However, during the bear market, the loss of holding QRF SCA is expected to be smaller as well. At this point, QRF SCA has a negative expected return of -0.0359%. Please make sure to check QRF SCA's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if QRF SCA performance from the past will be repeated at future time.
Auto-correlation | -0.1 |
Very weak reverse predictability
QRF SCA has very weak reverse predictability. Overlapping area represents the amount of predictability between QRF SCA time series from 4th of January 2025 to 19th of January 2025 and 19th of January 2025 to 3rd of February 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 QRF SCA price movement. The serial correlation of -0.1 indicates that less than 10.0% of current QRF SCA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
QRF SCA lagged returns against current returns
Autocorrelation, which is QRF SCA 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 QRF SCA's stock expected returns. We can calculate the autocorrelation of QRF SCA returns to help us make a trade decision. For example, suppose you find that QRF SCA 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 |
QRF SCA 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 QRF SCA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if QRF SCA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in QRF SCA stock over time.
Current vs Lagged Prices |
| Timeline |
QRF SCA Lagged Returns
When evaluating QRF SCA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of QRF SCA stock have on its future price. QRF SCA 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, QRF SCA autocorrelation shows the relationship between QRF SCA stock current value and its past values and can show if there is a momentum factor associated with investing in QRF SCA.
Regressed Prices |
| Timeline |
Additional Tools for QRF Stock Analysis
When running QRF SCA's price analysis, check to measure QRF SCA'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 QRF SCA is operating at the current time. Most of QRF SCA's value examination focuses on studying past and present price action to predict the probability of QRF SCA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move QRF SCA's price. Additionally, you may evaluate how the addition of QRF SCA to your portfolios can decrease your overall portfolio volatility.