Quebecor Stock Market Value
| QBCAF Stock | USD 29.04 0.00 0.00% |
| Symbol | Quebecor |
Quebecor '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 Quebecor's 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 Quebecor.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Quebecor on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Quebecor or generate 0.0% return on investment in Quebecor over 90 days. Quebecor is related to or competes with Telus Corp, Rogers Communications, BCE, Globalstar, Common, Petro Rio, Hemnet Group, and Linamar. Quebecor Inc., together with its subsidiaries, operates in the telecommunications, media, and sports and entertainment b... More
Quebecor 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 Quebecor's 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 Quebecor upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.77 | |||
| Potential Upside | 0.6543 |
Quebecor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quebecor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quebecor's standard deviation. In reality, there are many statistical measures that can use Quebecor historical prices to predict the future Quebecor's volatility.| Risk Adjusted Performance | 0.1569 | |||
| Jensen Alpha | 0.1552 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (17.88) |
Quebecor Backtested Returns
At this point, Quebecor is very steady. Quebecor maintains Sharpe Ratio (i.e., Efficiency) of 0.18, which implies the firm had a 0.18 % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Quebecor, which you can use to evaluate the volatility of the company. Please check Quebecor's Coefficient Of Variation of 576.89, variance of 0.8924, and Risk Adjusted Performance of 0.1569 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Quebecor has a performance score of 13 on a scale of 0 to 100. The company holds a Beta of -0.0086, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Quebecor are expected to decrease at a much lower rate. During the bear market, Quebecor is likely to outperform the market. Quebecor right now holds a risk of 0.97%. Please check Quebecor potential upside, day median price, and the relationship between the jensen alpha and kurtosis , to decide if Quebecor will be following its historical price patterns.
Auto-correlation | 0.11 |
Insignificant predictability
Quebecor has insignificant predictability. Overlapping area represents the amount of predictability between Quebecor time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Quebecor price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Quebecor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.97 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Quebecor lagged returns against current returns
Autocorrelation, which is Quebecor 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 Quebecor's pink sheet expected returns. We can calculate the autocorrelation of Quebecor returns to help us make a trade decision. For example, suppose you find that Quebecor 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 |
Quebecor 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 Quebecor pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quebecor pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quebecor pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Quebecor Lagged Returns
When evaluating Quebecor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quebecor pink sheet have on its future price. Quebecor 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, Quebecor autocorrelation shows the relationship between Quebecor pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Quebecor.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Quebecor Pink Sheet
Quebecor financial ratios help investors to determine whether Quebecor Pink Sheet 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 Quebecor with respect to the benefits of owning Quebecor security.