Qyou Media Stock Market Value
| QYOU Stock | CAD 0.04 0.01 12.50% |
| Symbol | Qyou |
Qyou Media Price To Book Ratio
Qyou Media '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 Qyou Media'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 Qyou Media.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Qyou Media on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Qyou Media or generate 0.0% return on investment in Qyou Media over 30 days. Qyou Media is related to or competes with Thunderbird Entertainment, VerticalScope Holdings, WildBrain, IShares Canadian, Altagas Cum, European Residential, and RBC Discount. QYOU Media Inc., together with its subsidiaries, focuses on the curation, programming, and distribution of digital first... More
Qyou Media 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 Qyou Media'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 Qyou Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.9 | |||
| Information Ratio | 0.0022 | |||
| Maximum Drawdown | 42.86 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 14.29 |
Qyou Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qyou Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qyou Media's standard deviation. In reality, there are many statistical measures that can use Qyou Media historical prices to predict the future Qyou Media's volatility.| Risk Adjusted Performance | 0.0229 | |||
| Jensen Alpha | 0.0616 | |||
| Total Risk Alpha | (1.30) | |||
| Sortino Ratio | 0.0015 | |||
| Treynor Ratio | 0.2204 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Qyou Media'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.
Qyou Media Backtested Returns
At this stage we consider Qyou Stock to be out of control. Qyou Media maintains Sharpe Ratio (i.e., Efficiency) of 0.0144, which implies the firm had a 0.0144% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Qyou Media, which you can use to evaluate the volatility of the company. Please check Qyou Media's Risk Adjusted Performance of 0.0229, semi deviation of 6.07, and Coefficient Of Variation of 5528.62 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Qyou Media has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.66, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Qyou Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding Qyou Media is expected to be smaller as well. Qyou Media right now holds a risk of 8.32%. Please check Qyou Media treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Qyou Media will be following its historical price patterns.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Qyou Media has insignificant reverse predictability. Overlapping area represents the amount of predictability between Qyou Media time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Qyou Media price movement. The serial correlation of -0.18 indicates that over 18.0% of current Qyou Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Qyou Media lagged returns against current returns
Autocorrelation, which is Qyou Media 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 Qyou Media's stock expected returns. We can calculate the autocorrelation of Qyou Media returns to help us make a trade decision. For example, suppose you find that Qyou Media 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 |
Qyou Media 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 Qyou Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qyou Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qyou Media stock over time.
Current vs Lagged Prices |
| Timeline |
Qyou Media Lagged Returns
When evaluating Qyou Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qyou Media stock have on its future price. Qyou Media 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, Qyou Media autocorrelation shows the relationship between Qyou Media stock current value and its past values and can show if there is a momentum factor associated with investing in Qyou Media.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Qyou Stock Analysis
When running Qyou Media's price analysis, check to measure Qyou Media'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 Qyou Media is operating at the current time. Most of Qyou Media's value examination focuses on studying past and present price action to predict the probability of Qyou Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Qyou Media's price. Additionally, you may evaluate how the addition of Qyou Media to your portfolios can decrease your overall portfolio volatility.