Square (Germany) Market Value
| SQ3 Stock | EUR 62.58 1.41 2.31% |
| Symbol | Square |
Square '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 Square'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 Square.
| 06/20/2025 |
| 07/20/2025 |
If you would invest 0.00 in Square on June 20, 2025 and sell it all today you would earn a total of 0.00 from holding Square Inc or generate 0.0% return on investment in Square over 30 days. Square is related to or competes with Shopify, BYD Company, PayPal Holdings, and Palantir Technologies. Square, Inc., together with its subsidiaries, creates tools that enables sellers to accept card payments also provide re... More
Square 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 Square'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 Square Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.54 | |||
| Information Ratio | 0.0827 | |||
| Maximum Drawdown | 23.72 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 5.47 |
Square Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Square's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Square's standard deviation. In reality, there are many statistical measures that can use Square historical prices to predict the future Square's volatility.| Risk Adjusted Performance | 0.1201 | |||
| Jensen Alpha | 0.4565 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0679 | |||
| Treynor Ratio | (3.32) |
Square Inc Backtested Returns
Square appears to be very steady, given 3 months investment horizon. Square Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. By inspecting Square's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please review Square's Semi Deviation of 3.78, risk adjusted performance of 0.1201, and Coefficient Of Variation of 829.69 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Square holds a performance score of 10. The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Square are expected to decrease at a much lower rate. During the bear market, Square is likely to outperform the market. Please check Square's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Square's existing price patterns will revert.
Auto-correlation | 0.59 |
Modest predictability
Square Inc has modest predictability. Overlapping area represents the amount of predictability between Square time series from 20th of June 2025 to 5th of July 2025 and 5th of July 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 Square Inc price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Square price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 4.05 |
Square Inc lagged returns against current returns
Autocorrelation, which is Square 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 Square's stock expected returns. We can calculate the autocorrelation of Square returns to help us make a trade decision. For example, suppose you find that Square 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 |
Square 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 Square stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Square stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Square stock over time.
Current vs Lagged Prices |
| Timeline |
Square Lagged Returns
When evaluating Square's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Square stock have on its future price. Square 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, Square autocorrelation shows the relationship between Square stock current value and its past values and can show if there is a momentum factor associated with investing in Square Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Square Stock
Square financial ratios help investors to determine whether Square 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 Square with respect to the benefits of owning Square security.