Quartix Holdings (UK) Market Value
| QTX Stock | 240.00 14.00 6.19% |
| Symbol | Quartix |
Quartix 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 Quartix 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 Quartix Holdings.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Quartix Holdings on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Quartix Holdings Plc or generate 0.0% return on investment in Quartix Holdings over 90 days. Quartix Holdings is related to or competes with Erste Group, Evolution Gaming, Games Workshop, Lendinvest PLC, British American, Raymond James, and Zurich Insurance. Quartix Holdings is entity of United Kingdom More
Quartix 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 Quartix 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 Quartix Holdings Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.86 | |||
| Information Ratio | 0.0854 | |||
| Maximum Drawdown | 13.76 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 5.29 |
Quartix Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quartix Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quartix Holdings' standard deviation. In reality, there are many statistical measures that can use Quartix Holdings historical prices to predict the future Quartix Holdings' volatility.| Risk Adjusted Performance | 0.1376 | |||
| Jensen Alpha | 0.3501 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0762 | |||
| Treynor Ratio | (41.06) |
Quartix Holdings Plc Backtested Returns
Quartix Holdings appears to be very steady, given 3 months investment horizon. Quartix Holdings Plc maintains Sharpe Ratio (i.e., Efficiency) of 0.0957, which implies the firm had a 0.0957 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Quartix Holdings Plc, which you can use to evaluate the volatility of the company. Please evaluate Quartix Holdings' Coefficient Of Variation of 711.72, risk adjusted performance of 0.1376, and Semi Deviation of 2.01 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Quartix Holdings holds a performance score of 7. The company holds a Beta of -0.0085, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Quartix Holdings are expected to decrease at a much lower rate. During the bear market, Quartix Holdings is likely to outperform the market. Please check Quartix Holdings' maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether Quartix Holdings' historical price patterns will revert.
Auto-correlation | -0.28 |
Weak reverse predictability
Quartix Holdings Plc has weak reverse predictability. Overlapping area represents the amount of predictability between Quartix Holdings 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 Quartix Holdings Plc price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Quartix Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 109.52 |
Quartix Holdings Plc lagged returns against current returns
Autocorrelation, which is Quartix 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 Quartix Holdings' stock expected returns. We can calculate the autocorrelation of Quartix Holdings returns to help us make a trade decision. For example, suppose you find that Quartix 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 |
Quartix 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 Quartix Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quartix Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quartix Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Quartix Holdings Lagged Returns
When evaluating Quartix Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quartix Holdings stock have on its future price. Quartix 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, Quartix Holdings autocorrelation shows the relationship between Quartix Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Quartix Holdings Plc.
Regressed Prices |
| Timeline |
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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.Other Information on Investing in Quartix Stock
Quartix Holdings financial ratios help investors to determine whether Quartix 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 Quartix with respect to the benefits of owning Quartix Holdings security.