SQZ Biotechnologies' market value is the price at which a share of SQZ Biotechnologies trades on a public exchange. It measures the collective expectations of SQZ Biotechnologies investors about its performance. SQZ Biotechnologies is trading at 0.024 as of the 27th of December 2025, a 4.35% up since the beginning of the trading day. The stock's open price was 0.023. With this module, you can estimate the performance of a buy and hold strategy of SQZ Biotechnologies and determine expected loss or profit from investing in SQZ Biotechnologies over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
SQZ
SQZ Biotechnologies '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 SQZ Biotechnologies' 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 SQZ Biotechnologies.
0.00
01/12/2023
No Change 0.00
0.0
In 2 years 11 months and 15 days
12/27/2025
0.00
If you would invest 0.00 in SQZ Biotechnologies on January 12, 2023 and sell it all today you would earn a total of 0.00 from holding SQZ Biotechnologies or generate 0.0% return on investment in SQZ Biotechnologies over 1080 days.
SQZ Biotechnologies 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 SQZ Biotechnologies' 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 SQZ Biotechnologies upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for SQZ Biotechnologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SQZ Biotechnologies' standard deviation. In reality, there are many statistical measures that can use SQZ Biotechnologies historical prices to predict the future SQZ Biotechnologies' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SQZ Biotechnologies. Your research has to be compared to or analyzed against SQZ Biotechnologies' peers to derive any actionable benefits. When done correctly, SQZ Biotechnologies' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in SQZ Biotechnologies.
SQZ Biotechnologies Backtested Returns
SQZ Biotechnologies owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. SQZ Biotechnologies exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SQZ Biotechnologies' Coefficient Of Variation of (29,661), risk adjusted performance of 0.0065, and Variance of 42.41 to confirm the risk estimate we provide. The entity has a beta of -0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SQZ Biotechnologies are expected to decrease at a much lower rate. During the bear market, SQZ Biotechnologies is likely to outperform the market. At this point, SQZ Biotechnologies has a negative expected return of -0.023%. Please make sure to validate SQZ Biotechnologies' information ratio, as well as the relationship between the skewness and day typical price , to decide if SQZ Biotechnologies performance from the past will be repeated at some future point.
Auto-correlation
-0.26
Weak reverse predictability
SQZ Biotechnologies has weak reverse predictability. Overlapping area represents the amount of predictability between SQZ Biotechnologies time series from 12th of January 2023 to 5th of July 2024 and 5th of July 2024 to 27th 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 SQZ Biotechnologies price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current SQZ Biotechnologies price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.26
Spearman Rank Test
-0.14
Residual Average
0.0
Price Variance
0.0
SQZ Biotechnologies lagged returns against current returns
Autocorrelation, which is SQZ Biotechnologies 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 SQZ Biotechnologies' pink sheet expected returns. We can calculate the autocorrelation of SQZ Biotechnologies returns to help us make a trade decision. For example, suppose you find that SQZ Biotechnologies 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
SQZ Biotechnologies 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 SQZ Biotechnologies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SQZ Biotechnologies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SQZ Biotechnologies pink sheet over time.
Current vs Lagged Prices
Timeline
SQZ Biotechnologies Lagged Returns
When evaluating SQZ Biotechnologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SQZ Biotechnologies pink sheet have on its future price. SQZ Biotechnologies 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, SQZ Biotechnologies autocorrelation shows the relationship between SQZ Biotechnologies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SQZ Biotechnologies.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.