Qleanair Holding (Sweden) Market Value
| QAIR Stock | SEK 20.10 0.10 0.50% |
| Symbol | Qleanair |
Qleanair Holding '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 Qleanair Holding'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 Qleanair Holding.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Qleanair Holding on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Qleanair Holding AB or generate 0.0% return on investment in Qleanair Holding over 90 days. Qleanair Holding is related to or competes with CECO Environmental, Hexatronic Group, Stillfront Group, and Storytel. QleanAir Holding AB provides air cleaners, cleanrooms, and solutions for protection against passive smoking worldwide More
Qleanair Holding 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 Qleanair Holding'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 Qleanair Holding AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.72 | |||
| Information Ratio | 0.1612 | |||
| Maximum Drawdown | 11.36 | |||
| Value At Risk | (3.89) | |||
| Potential Upside | 5.59 |
Qleanair Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Qleanair Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Qleanair Holding's standard deviation. In reality, there are many statistical measures that can use Qleanair Holding historical prices to predict the future Qleanair Holding's volatility.| Risk Adjusted Performance | 0.201 | |||
| Jensen Alpha | 0.5013 | |||
| Total Risk Alpha | 0.1946 | |||
| Sortino Ratio | 0.1786 | |||
| Treynor Ratio | 0.698 |
Qleanair Holding Backtested Returns
Qleanair Holding appears to be not too volatile, given 3 months investment horizon. Qleanair Holding maintains Sharpe Ratio (i.e., Efficiency) of 0.22, which implies the firm had a 0.22 % return per unit of risk over the last 3 months. By analyzing Qleanair Holding's technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please evaluate Qleanair Holding's Semi Deviation of 2.19, coefficient of variation of 481.09, and Risk Adjusted Performance of 0.201 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Qleanair Holding holds a performance score of 16. The company holds a Beta of 0.88, which implies possible diversification benefits within a given portfolio. Qleanair Holding returns are very sensitive to returns on the market. As the market goes up or down, Qleanair Holding is expected to follow. Please check Qleanair Holding's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Qleanair Holding's historical price patterns will revert.
Auto-correlation | 0.82 |
Very good predictability
Qleanair Holding AB has very good predictability. Overlapping area represents the amount of predictability between Qleanair Holding time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Qleanair Holding price movement. The serial correlation of 0.82 indicates that around 82.0% of current Qleanair Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 3.39 |
Qleanair Holding lagged returns against current returns
Autocorrelation, which is Qleanair Holding 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 Qleanair Holding's stock expected returns. We can calculate the autocorrelation of Qleanair Holding returns to help us make a trade decision. For example, suppose you find that Qleanair Holding 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 |
Qleanair Holding 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 Qleanair Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Qleanair Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Qleanair Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Qleanair Holding Lagged Returns
When evaluating Qleanair Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Qleanair Holding stock have on its future price. Qleanair Holding 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, Qleanair Holding autocorrelation shows the relationship between Qleanair Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Qleanair Holding AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Qleanair Stock Analysis
When running Qleanair Holding's price analysis, check to measure Qleanair Holding'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 Qleanair Holding is operating at the current time. Most of Qleanair Holding's value examination focuses on studying past and present price action to predict the probability of Qleanair Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Qleanair Holding's price. Additionally, you may evaluate how the addition of Qleanair Holding to your portfolios can decrease your overall portfolio volatility.