Qwest 725 Market Value
| 912920AK1 | 97.84 2.14 2.14% |
| Symbol | Qwest |
Qwest '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 Qwest's bond 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 Qwest.
| 05/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Qwest on May 9, 2023 and sell it all today you would earn a total of 0.00 from holding Qwest 725 or generate 0.0% return on investment in Qwest over 570 days. Qwest is related to or competes with LB Foster, Hurco Companies, Cementos Pacasmayo, Ryanair Holdings, Griffon, Jacobs Solutions, and Proficient Auto. More
Qwest 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 Qwest's bond 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 Qwest 725 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 2.47 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.4918 |
Qwest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qwest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qwest's standard deviation. In reality, there are many statistical measures that can use Qwest historical prices to predict the future Qwest's volatility.| Risk Adjusted Performance | (0.07) | |||
| Total Risk Alpha | (0.12) |
Qwest 725 Backtested Returns
Qwest 725 maintains Sharpe Ratio (i.e., Efficiency) of -0.064, which implies the entity had a -0.064% return per unit of risk over the last 3 months. Qwest 725 exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Qwest's Risk Adjusted Performance of (0.07), information ratio of (0.33), and Standard Deviation of 0.4919 to confirm the risk estimate we provide. The bond holds a Beta of 0.0, which implies not very significant fluctuations relative to the market. the returns on MARKET and Qwest are completely uncorrelated.
Auto-correlation | 0.42 |
Average predictability
Qwest 725 has average predictability. Overlapping area represents the amount of predictability between Qwest time series from 9th of May 2023 to 18th of February 2024 and 18th of February 2024 to 29th 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 Qwest 725 price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Qwest price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.95 |
Qwest 725 lagged returns against current returns
Autocorrelation, which is Qwest bond'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 Qwest's bond expected returns. We can calculate the autocorrelation of Qwest returns to help us make a trade decision. For example, suppose you find that Qwest has exhibited high autocorrelation historically, and you observe that the bond 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 |
Qwest 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 Qwest bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qwest bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qwest bond over time.
Current vs Lagged Prices |
| Timeline |
Qwest Lagged Returns
When evaluating Qwest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qwest bond have on its future price. Qwest 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, Qwest autocorrelation shows the relationship between Qwest bond current value and its past values and can show if there is a momentum factor associated with investing in Qwest 725.
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.Other Information on Investing in Qwest Bond
Qwest financial ratios help investors to determine whether Qwest Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Qwest with respect to the benefits of owning Qwest security.