HIGH QUALITY (Germany) Market Value
| L24 Stock | 0.54 0.02 3.85% |
| Symbol | HIGH |
HIGH QUALITY '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 HIGH QUALITY'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 HIGH QUALITY.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in HIGH QUALITY on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding HIGH QUALITY FOOD or generate 0.0% return on investment in HIGH QUALITY over 90 days. HIGH QUALITY is related to or competes with Rogers Communications, Pentair Plc, LAir Liquide, Westinghouse Air, Corsair Gaming, and Alaska Air. More
HIGH QUALITY 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 HIGH QUALITY'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 HIGH QUALITY FOOD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.55 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 22.05 | |||
| Value At Risk | (5.17) | |||
| Potential Upside | 3.7 |
HIGH QUALITY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HIGH QUALITY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HIGH QUALITY's standard deviation. In reality, there are many statistical measures that can use HIGH QUALITY historical prices to predict the future HIGH QUALITY's volatility.| Risk Adjusted Performance | 0.0302 | |||
| Jensen Alpha | 0.1325 | |||
| Total Risk Alpha | (0.38) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.14) |
HIGH QUALITY FOOD Backtested Returns
At this point, HIGH QUALITY is abnormally volatile. HIGH QUALITY FOOD holds Efficiency (Sharpe) Ratio of 0.0248, which attests that the entity had a 0.0248 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for HIGH QUALITY FOOD, which you can use to evaluate the volatility of the firm. Please check out HIGH QUALITY's Risk Adjusted Performance of 0.0302, market risk adjusted performance of (0.13), and Semi Deviation of 2.05 to validate if the risk estimate we provide is consistent with the expected return of 0.0792%. HIGH QUALITY has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning HIGH QUALITY are expected to decrease at a much lower rate. During the bear market, HIGH QUALITY is likely to outperform the market. HIGH QUALITY FOOD now retains a risk of 3.2%. Please check out HIGH QUALITY standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if HIGH QUALITY will be following its current trending patterns.
Auto-correlation | -0.51 |
Good reverse predictability
HIGH QUALITY FOOD has good reverse predictability. Overlapping area represents the amount of predictability between HIGH QUALITY time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 HIGH QUALITY FOOD price movement. The serial correlation of -0.51 indicates that about 51.0% of current HIGH QUALITY price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
HIGH QUALITY FOOD lagged returns against current returns
Autocorrelation, which is HIGH QUALITY 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 HIGH QUALITY's stock expected returns. We can calculate the autocorrelation of HIGH QUALITY returns to help us make a trade decision. For example, suppose you find that HIGH QUALITY 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 |
HIGH QUALITY 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 HIGH QUALITY stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HIGH QUALITY stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HIGH QUALITY stock over time.
Current vs Lagged Prices |
| Timeline |
HIGH QUALITY Lagged Returns
When evaluating HIGH QUALITY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HIGH QUALITY stock have on its future price. HIGH QUALITY 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, HIGH QUALITY autocorrelation shows the relationship between HIGH QUALITY stock current value and its past values and can show if there is a momentum factor associated with investing in HIGH QUALITY FOOD.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in HIGH Stock
HIGH QUALITY financial ratios help investors to determine whether HIGH Stock 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 HIGH with respect to the benefits of owning HIGH QUALITY security.