QSYS (Sweden) Market Value
| QSYS Stock | 62.00 1.10 1.81% |
| Symbol | QSYS |
QSYS '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 QSYS'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 QSYS.
| 01/10/2024 |
| 12/30/2025 |
If you would invest 0.00 in QSYS on January 10, 2024 and sell it all today you would earn a total of 0.00 from holding QSYS or generate 0.0% return on investment in QSYS over 720 days.
QSYS 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 QSYS'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 QSYS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | 0.0246 | |||
| Maximum Drawdown | 8.31 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 2.14 |
QSYS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for QSYS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as QSYS's standard deviation. In reality, there are many statistical measures that can use QSYS historical prices to predict the future QSYS's volatility.| Risk Adjusted Performance | 0.0609 | |||
| Jensen Alpha | 0.1181 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0248 | |||
| Treynor Ratio | (1.95) |
QSYS Backtested Returns
Currently, QSYS is very steady. QSYS maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for QSYS, which you can use to evaluate the volatility of the company. Please check QSYS's Risk Adjusted Performance of 0.0609, coefficient of variation of 1266.18, and Semi Deviation of 1.31 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. QSYS has a performance score of 9 on a scale of 0 to 100. The company holds a Beta of -0.0583, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning QSYS are expected to decrease at a much lower rate. During the bear market, QSYS is likely to outperform the market. QSYS presently holds a risk of 1.58%. Please check QSYS skewness, rate of daily change, and the relationship between the semi variance and accumulation distribution , to decide if QSYS will be following its historical price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
QSYS has no correlation between past and present. Overlapping area represents the amount of predictability between QSYS time series from 10th of January 2024 to 4th of January 2025 and 4th of January 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 QSYS price movement. The serial correlation of 0.0 indicates that just 0.0% of current QSYS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
QSYS lagged returns against current returns
Autocorrelation, which is QSYS 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 QSYS's stock expected returns. We can calculate the autocorrelation of QSYS returns to help us make a trade decision. For example, suppose you find that QSYS 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 |
QSYS 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 QSYS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if QSYS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in QSYS stock over time.
Current vs Lagged Prices |
| Timeline |
QSYS Lagged Returns
When evaluating QSYS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of QSYS stock have on its future price. QSYS 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, QSYS autocorrelation shows the relationship between QSYS stock current value and its past values and can show if there is a momentum factor associated with investing in QSYS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for QSYS Stock Analysis
When running QSYS's price analysis, check to measure QSYS'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 QSYS is operating at the current time. Most of QSYS's value examination focuses on studying past and present price action to predict the probability of QSYS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move QSYS's price. Additionally, you may evaluate how the addition of QSYS to your portfolios can decrease your overall portfolio volatility.