Queens Road Capital Stock Market Value
| QRC Stock | 7.08 0.07 0.98% |
| Symbol | Queens |
Queens Road Capital Price To Book Ratio
Queens Road '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 Queens Road'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 Queens Road.
| 06/13/2025 |
| 07/13/2025 |
If you would invest 0.00 in Queens Road on June 13, 2025 and sell it all today you would earn a total of 0.00 from holding Queens Road Capital or generate 0.0% return on investment in Queens Road over 30 days. Queens Road is related to or competes with Clairvest, Fiera Capital, Mineros SA, Premium Income, and Triple Flag. Queens Road is entity of Canada. It is traded as Stock on TO exchange. More
Queens Road 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 Queens Road'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 Queens Road Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | 0.0379 | |||
| Maximum Drawdown | 13.59 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 3.65 |
Queens Road Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Queens Road's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Queens Road's standard deviation. In reality, there are many statistical measures that can use Queens Road historical prices to predict the future Queens Road's volatility.| Risk Adjusted Performance | 0.2236 | |||
| Jensen Alpha | 0.3322 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0438 | |||
| Treynor Ratio | (3.69) |
Queens Road Capital Backtested Returns
Queens Road appears to be somewhat reliable, given 3 months investment horizon. Queens Road Capital maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Queens Road Capital, which you can use to evaluate the volatility of the company. Please evaluate Queens Road's Semi Deviation of 1.02, risk adjusted performance of 0.2236, and Coefficient Of Variation of 627.5 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Queens Road holds a performance score of 12. The company holds a Beta of -0.0847, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Queens Road are expected to decrease at a much lower rate. During the bear market, Queens Road is likely to outperform the market. Please check Queens Road's jensen alpha, semi variance, price action indicator, as well as the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Queens Road's historical price patterns will revert.
Auto-correlation | -0.46 |
Modest reverse predictability
Queens Road Capital has modest reverse predictability. Overlapping area represents the amount of predictability between Queens Road time series from 13th of June 2025 to 28th of June 2025 and 28th of June 2025 to 13th 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 Queens Road Capital price movement. The serial correlation of -0.46 indicates that about 46.0% of current Queens Road price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Queens Road Capital lagged returns against current returns
Autocorrelation, which is Queens Road 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 Queens Road's stock expected returns. We can calculate the autocorrelation of Queens Road returns to help us make a trade decision. For example, suppose you find that Queens Road 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 |
Queens Road 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 Queens Road stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Queens Road stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Queens Road stock over time.
Current vs Lagged Prices |
| Timeline |
Queens Road Lagged Returns
When evaluating Queens Road's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Queens Road stock have on its future price. Queens Road 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, Queens Road autocorrelation shows the relationship between Queens Road stock current value and its past values and can show if there is a momentum factor associated with investing in Queens Road Capital.
Regressed Prices |
| Timeline |
Other Information on Investing in Queens Stock
Queens Road financial ratios help investors to determine whether Queens 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 Queens with respect to the benefits of owning Queens Road security.