Qualcomm (UK) Market Value
| 0QZ3 Stock | 153.00 0.14 0.09% |
| Symbol | Qualcomm |
Qualcomm '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 Qualcomm'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 Qualcomm.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Qualcomm on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Qualcomm or generate 0.0% return on investment in Qualcomm over 90 days. Qualcomm is related to or competes with Gaming Realms, Software Circle, Check Point, Sealed Air, Porvair Plc, Hochschild Mining, and Albion Technology. More
Qualcomm 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 Qualcomm'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 Qualcomm upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.77 | |||
| Information Ratio | 0.028 | |||
| Maximum Drawdown | 10.85 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 3.55 |
Qualcomm Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qualcomm's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qualcomm's standard deviation. In reality, there are many statistical measures that can use Qualcomm historical prices to predict the future Qualcomm's volatility.| Risk Adjusted Performance | 0.1026 | |||
| Jensen Alpha | 0.204 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0291 | |||
| Treynor Ratio | (1.10) |
Qualcomm Backtested Returns
Currently, Qualcomm is very steady. Qualcomm maintains Sharpe Ratio (i.e., Efficiency) of 0.1, which implies the firm had a 0.1 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Qualcomm, which you can use to evaluate the volatility of the company. Please check Qualcomm's Risk Adjusted Performance of 0.1026, coefficient of variation of 956.44, and Semi Deviation of 1.5 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Qualcomm has a performance score of 8 on a scale of 0 to 100. The company holds a Beta of -0.17, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Qualcomm are expected to decrease at a much lower rate. During the bear market, Qualcomm is likely to outperform the market. Qualcomm right now holds a risk of 1.84%. Please check Qualcomm market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Qualcomm will be following its historical price patterns.
Auto-correlation | 0.59 |
Modest predictability
Qualcomm has modest predictability. Overlapping area represents the amount of predictability between Qualcomm time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 Qualcomm price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Qualcomm price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 10.75 |
Qualcomm lagged returns against current returns
Autocorrelation, which is Qualcomm 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 Qualcomm's stock expected returns. We can calculate the autocorrelation of Qualcomm returns to help us make a trade decision. For example, suppose you find that Qualcomm 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 |
Qualcomm 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 Qualcomm stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qualcomm stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qualcomm stock over time.
Current vs Lagged Prices |
| Timeline |
Qualcomm Lagged Returns
When evaluating Qualcomm's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qualcomm stock have on its future price. Qualcomm 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, Qualcomm autocorrelation shows the relationship between Qualcomm stock current value and its past values and can show if there is a momentum factor associated with investing in Qualcomm.
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.Additional Tools for Qualcomm Stock Analysis
When running Qualcomm's price analysis, check to measure Qualcomm'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 Qualcomm is operating at the current time. Most of Qualcomm's value examination focuses on studying past and present price action to predict the probability of Qualcomm's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Qualcomm's price. Additionally, you may evaluate how the addition of Qualcomm to your portfolios can decrease your overall portfolio volatility.