Quest Water Global Stock Market Value
| QWTR Stock | USD 0.04 0 2.50% |
| Symbol | Quest |
Quest Water '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 Quest Water's pink sheet 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 Quest Water.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Quest Water on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Quest Water Global or generate 0.0% return on investment in Quest Water over 180 days. Quest Water Global, Inc. operates as a water technology company in Canada More
Quest Water 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 Quest Water's pink sheet 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 Quest Water Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 31.9 | |||
| Information Ratio | 0.1235 | |||
| Maximum Drawdown | 157.22 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 33.33 |
Quest Water Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quest Water's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quest Water's standard deviation. In reality, there are many statistical measures that can use Quest Water historical prices to predict the future Quest Water's volatility.| Risk Adjusted Performance | 0.0992 | |||
| Jensen Alpha | 3.01 | |||
| Total Risk Alpha | 0.5821 | |||
| Sortino Ratio | 0.0838 | |||
| Treynor Ratio | (0.72) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quest Water'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.
Quest Water Global Backtested Returns
Quest Water is out of control given 3 months investment horizon. Quest Water Global 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. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.75% are justified by taking the suggested risk. Use Quest Water Coefficient Of Variation of 786.2, semi deviation of 12.66, and Risk Adjusted Performance of 0.0992 to evaluate company specific risk that cannot be diversified away. Quest Water holds a performance score of 10 on a scale of zero to a hundred. The company holds a Beta of -3.83, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Quest Water are expected to decrease by larger amounts. On the other hand, during market turmoil, Quest Water is expected to outperform it. Use Quest Water sortino ratio, as well as the relationship between the semi variance and rate of daily change , to analyze future returns on Quest Water.
Auto-correlation | -0.1 |
Very weak reverse predictability
Quest Water Global has very weak reverse predictability. Overlapping area represents the amount of predictability between Quest Water time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Quest Water Global price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Quest Water price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Quest Water Global lagged returns against current returns
Autocorrelation, which is Quest Water pink sheet'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 Quest Water's pink sheet expected returns. We can calculate the autocorrelation of Quest Water returns to help us make a trade decision. For example, suppose you find that Quest Water has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Quest Water 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 Quest Water pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quest Water pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quest Water pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Quest Water Lagged Returns
When evaluating Quest Water's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quest Water pink sheet have on its future price. Quest Water 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, Quest Water autocorrelation shows the relationship between Quest Water pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Quest Water Global.
Regressed Prices |
| Timeline |
Pair Trading with Quest Water
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 Quest Water 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 Quest Water will appreciate offsetting losses from the drop in the long position's value.Moving against Quest Pink Sheet
The ability to find closely correlated positions to Quest Water could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Quest Water 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 Quest Water - 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 Quest Water Global to buy it.
The correlation of Quest Water 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 Quest Water moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Quest Water Global 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 Quest Water 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 Quest Pink Sheet Analysis
When running Quest Water's price analysis, check to measure Quest Water'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 Quest Water is operating at the current time. Most of Quest Water's value examination focuses on studying past and present price action to predict the probability of Quest Water's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Quest Water's price. Additionally, you may evaluate how the addition of Quest Water to your portfolios can decrease your overall portfolio volatility.