Quality Reliability (Greece) Market Value
| QUAL Stock | EUR 1.22 0.00 0.00% |
| Symbol | Quality |
Quality Reliability '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 Quality Reliability'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 Quality Reliability.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Quality Reliability on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Quality Reliability ABEE or generate 0.0% return on investment in Quality Reliability over 30 days. Quality Reliability is related to or competes with Piraeus Financial, Elton International, Interlife General, Intracom Constructions, and Bank of Greece. Quality Reliability A.B.E.E, together with its subsidiaries, delivers integrated information systems for large and mid-s... More
Quality Reliability 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 Quality Reliability'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 Quality Reliability ABEE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 9.69 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 3.6 |
Quality Reliability Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quality Reliability's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quality Reliability's standard deviation. In reality, there are many statistical measures that can use Quality Reliability historical prices to predict the future Quality Reliability's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.97) |
Quality Reliability ABEE Backtested Returns
Quality Reliability ABEE maintains Sharpe Ratio (i.e., Efficiency) of -0.13, which implies the firm had a -0.13 % return per unit of risk over the last 3 months. Quality Reliability ABEE exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Quality Reliability's Variance of 3.39, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,019) to confirm the risk estimate we provide. The company holds a Beta of 0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, Quality Reliability's returns are expected to increase less than the market. However, during the bear market, the loss of holding Quality Reliability is expected to be smaller as well. At this point, Quality Reliability ABEE has a negative expected return of -0.23%. Please make sure to check Quality Reliability's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , to decide if Quality Reliability ABEE performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.54 |
Modest predictability
Quality Reliability ABEE has modest predictability. Overlapping area represents the amount of predictability between Quality Reliability time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 Quality Reliability ABEE price movement. The serial correlation of 0.54 indicates that about 54.0% of current Quality Reliability price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Quality Reliability ABEE lagged returns against current returns
Autocorrelation, which is Quality Reliability 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 Quality Reliability's stock expected returns. We can calculate the autocorrelation of Quality Reliability returns to help us make a trade decision. For example, suppose you find that Quality Reliability 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 |
Quality Reliability 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 Quality Reliability stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quality Reliability stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quality Reliability stock over time.
Current vs Lagged Prices |
| Timeline |
Quality Reliability Lagged Returns
When evaluating Quality Reliability's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quality Reliability stock have on its future price. Quality Reliability 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, Quality Reliability autocorrelation shows the relationship between Quality Reliability stock current value and its past values and can show if there is a momentum factor associated with investing in Quality Reliability ABEE.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Quality Stock Analysis
When running Quality Reliability's price analysis, check to measure Quality Reliability'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 Quality Reliability is operating at the current time. Most of Quality Reliability's value examination focuses on studying past and present price action to predict the probability of Quality Reliability's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Quality Reliability's price. Additionally, you may evaluate how the addition of Quality Reliability to your portfolios can decrease your overall portfolio volatility.