SPEAR Investments (Netherlands) Market Value
| QEV Stock | 6.90 0.00 0.00% |
| Symbol | SPEAR |
SPEAR Investments '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 SPEAR Investments' 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 SPEAR Investments.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in SPEAR Investments on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding SPEAR Investments I or generate 0.0% return on investment in SPEAR Investments over 90 days.
SPEAR Investments 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 SPEAR Investments' 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 SPEAR Investments I upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 17.78 |
SPEAR Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPEAR Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SPEAR Investments' standard deviation. In reality, there are many statistical measures that can use SPEAR Investments historical prices to predict the future SPEAR Investments' volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.72) | |||
| Treynor Ratio | 0.5332 |
SPEAR Investments Backtested Returns
SPEAR Investments owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.16, which indicates the firm had a -0.16 % return per unit of volatility over the last 3 months. SPEAR Investments I exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SPEAR Investments' variance of 5.74, and Risk Adjusted Performance of (0.14) to confirm the risk estimate we provide. The entity has a beta of -0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SPEAR Investments are expected to decrease at a much lower rate. During the bear market, SPEAR Investments is likely to outperform the market. At this point, SPEAR Investments has a negative expected return of -0.39%. Please make sure to validate SPEAR Investments' information ratio, maximum drawdown, and the relationship between the variance and treynor ratio , to decide if SPEAR Investments performance from the past will be repeated at future time.
Auto-correlation | 1.00 |
Perfect predictability
SPEAR Investments I has perfect predictability. Overlapping area represents the amount of predictability between SPEAR Investments 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 SPEAR Investments price movement. The serial correlation of 1.0 indicates that 100.0% of current SPEAR Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
SPEAR Investments lagged returns against current returns
Autocorrelation, which is SPEAR Investments 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 SPEAR Investments' stock expected returns. We can calculate the autocorrelation of SPEAR Investments returns to help us make a trade decision. For example, suppose you find that SPEAR Investments 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 |
SPEAR Investments 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 SPEAR Investments stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SPEAR Investments stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SPEAR Investments stock over time.
Current vs Lagged Prices |
| Timeline |
SPEAR Investments Lagged Returns
When evaluating SPEAR Investments' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SPEAR Investments stock have on its future price. SPEAR Investments 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, SPEAR Investments autocorrelation shows the relationship between SPEAR Investments stock current value and its past values and can show if there is a momentum factor associated with investing in SPEAR Investments I.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SPEAR Stock Analysis
When running SPEAR Investments' price analysis, check to measure SPEAR Investments' 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 SPEAR Investments is operating at the current time. Most of SPEAR Investments' value examination focuses on studying past and present price action to predict the probability of SPEAR Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SPEAR Investments' price. Additionally, you may evaluate how the addition of SPEAR Investments to your portfolios can decrease your overall portfolio volatility.