IQVIA Holdings (Germany) Market Value
| QTS Stock | EUR 164.60 4.85 3.04% |
| Symbol | IQVIA |
IQVIA Holdings '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 IQVIA Holdings' 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 IQVIA Holdings.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in IQVIA Holdings on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding IQVIA Holdings or generate 0.0% return on investment in IQVIA Holdings over 90 days. IQVIA Holdings is related to or competes with PRECISION DRILLING, Eidesvik Offshore, Pembina Pipeline, ARDAGH METAL, GOLDQUEST MINING, and GREENX METALS. IQVIA Holdings Inc. provides advanced analytics, technology solutions, and contract research services to the life scienc... More
IQVIA Holdings 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 IQVIA Holdings' 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 IQVIA Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | 0.0566 | |||
| Maximum Drawdown | 11.64 | |||
| Value At Risk | (3.58) | |||
| Potential Upside | 3.69 |
IQVIA Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IQVIA Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IQVIA Holdings' standard deviation. In reality, there are many statistical measures that can use IQVIA Holdings historical prices to predict the future IQVIA Holdings' volatility.| Risk Adjusted Performance | 0.1192 | |||
| Jensen Alpha | 0.3428 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | 0.0847 | |||
| Treynor Ratio | 2.0 |
IQVIA Holdings Backtested Returns
IQVIA Holdings appears to be very steady, given 3 months investment horizon. IQVIA Holdings holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for IQVIA Holdings, which you can use to evaluate the volatility of the firm. Please utilize IQVIA Holdings' market risk adjusted performance of 2.01, and Risk Adjusted Performance of 0.1192 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, IQVIA Holdings holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IQVIA Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding IQVIA Holdings is expected to be smaller as well. Please check IQVIA Holdings' maximum drawdown, semi variance, accumulation distribution, as well as the relationship between the potential upside and skewness , to make a quick decision on whether IQVIA Holdings' current trending patterns will revert.
Auto-correlation | -0.49 |
Modest reverse predictability
IQVIA Holdings has modest reverse predictability. Overlapping area represents the amount of predictability between IQVIA Holdings time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 IQVIA Holdings price movement. The serial correlation of -0.49 indicates that about 49.0% of current IQVIA Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 5.14 |
IQVIA Holdings lagged returns against current returns
Autocorrelation, which is IQVIA Holdings 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 IQVIA Holdings' stock expected returns. We can calculate the autocorrelation of IQVIA Holdings returns to help us make a trade decision. For example, suppose you find that IQVIA Holdings 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 |
IQVIA Holdings 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 IQVIA Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IQVIA Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IQVIA Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
IQVIA Holdings Lagged Returns
When evaluating IQVIA Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IQVIA Holdings stock have on its future price. IQVIA Holdings 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, IQVIA Holdings autocorrelation shows the relationship between IQVIA Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in IQVIA Holdings.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in IQVIA Stock
When determining whether IQVIA Holdings is a strong investment it is important to analyze IQVIA Holdings' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact IQVIA Holdings' future performance. For an informed investment choice regarding IQVIA Stock, refer to the following important reports:Check out IQVIA Holdings Correlation, IQVIA Holdings Volatility and IQVIA Holdings Alpha and Beta module to complement your research on IQVIA Holdings. For more detail on how to invest in IQVIA Stock please use our How to Invest in IQVIA Holdings guide.You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
IQVIA Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.