QUALCOMM Incorporated (Mexico) Market Value
| QCOM Stock | MXN 2,865 6.00 0.21% |
| Symbol | QUALCOMM |
QUALCOMM Incorporated '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 Incorporated'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 Incorporated.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in QUALCOMM Incorporated on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding QUALCOMM Incorporated or generate 0.0% return on investment in QUALCOMM Incorporated over 90 days. QUALCOMM Incorporated is related to or competes with NVIDIA, Taiwan Semiconductor, Texas Instruments, Advanced Micro, Intel, and Micron Technology. QUALCOMM Incorporated designs, develops, manufactures, and markets digital communication products worldwide More
QUALCOMM Incorporated 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 Incorporated'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 Incorporated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.47 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 7.37 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 2.36 |
QUALCOMM Incorporated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for QUALCOMM Incorporated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as QUALCOMM Incorporated's standard deviation. In reality, there are many statistical measures that can use QUALCOMM Incorporated historical prices to predict the future QUALCOMM Incorporated's volatility.| Risk Adjusted Performance | 0.0412 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1207 |
QUALCOMM Incorporated Backtested Returns
At this stage we consider QUALCOMM Stock to be very steady. QUALCOMM Incorporated retains Efficiency (Sharpe Ratio) of 0.0956, which implies the firm had a 0.0956 % return per unit of risk over the last 3 months. We have found thirty technical indicators for QUALCOMM Incorporated, which you can use to evaluate the volatility of the company. Please check QUALCOMM Incorporated's market risk adjusted performance of 0.1307, and Semi Deviation of 1.34 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. QUALCOMM Incorporated has a performance score of 7 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.43, which implies possible diversification benefits within a given portfolio. As returns on the market increase, QUALCOMM Incorporated's returns are expected to increase less than the market. However, during the bear market, the loss of holding QUALCOMM Incorporated is expected to be smaller as well. QUALCOMM Incorporated currently owns a risk of 1.52%. Please check QUALCOMM Incorporated semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if QUALCOMM Incorporated will be following its current price history.
Auto-correlation | 0.60 |
Good predictability
QUALCOMM Incorporated has good predictability. Overlapping area represents the amount of predictability between QUALCOMM Incorporated 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 QUALCOMM Incorporated price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current QUALCOMM Incorporated price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 3036.23 |
QUALCOMM Incorporated lagged returns against current returns
Autocorrelation, which is QUALCOMM Incorporated 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 Incorporated's stock expected returns. We can calculate the autocorrelation of QUALCOMM Incorporated returns to help us make a trade decision. For example, suppose you find that QUALCOMM Incorporated 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 Incorporated 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 Incorporated stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if QUALCOMM Incorporated stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in QUALCOMM Incorporated stock over time.
Current vs Lagged Prices |
| Timeline |
QUALCOMM Incorporated Lagged Returns
When evaluating QUALCOMM Incorporated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of QUALCOMM Incorporated stock have on its future price. QUALCOMM Incorporated 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 Incorporated autocorrelation shows the relationship between QUALCOMM Incorporated stock current value and its past values and can show if there is a momentum factor associated with investing in QUALCOMM Incorporated.
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 Incorporated's price analysis, check to measure QUALCOMM Incorporated'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 Incorporated is operating at the current time. Most of QUALCOMM Incorporated's value examination focuses on studying past and present price action to predict the probability of QUALCOMM Incorporated'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 Incorporated's price. Additionally, you may evaluate how the addition of QUALCOMM Incorporated to your portfolios can decrease your overall portfolio volatility.