Quad Graphics Stock Market Value
| QUAD Stock | USD 4.49 0.11 2.39% |
| Symbol | Quad |
Quad Graphics Price To Book Ratio
Is Quad Graphics' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Quad Graphics. If investors know Quad will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Quad Graphics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.14) | Revenue Per Share 61.11 | Quarterly Revenue Growth (0.11) | Return On Assets 0.0408 | Return On Equity (0.38) |
The market value of Quad Graphics is measured differently than its book value, which is the value of Quad that is recorded on the company's balance sheet. Investors also form their own opinion of Quad Graphics' value that differs from its market value or its book value, called intrinsic value, which is Quad Graphics' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Quad Graphics' market value can be influenced by many factors that don't directly affect Quad Graphics' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Quad Graphics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Quad Graphics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Quad Graphics' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Quad Graphics '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 Quad Graphics' 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 Quad Graphics.
| 04/01/2024 |
| 05/01/2024 |
If you would invest 0.00 in Quad Graphics on April 1, 2024 and sell it all today you would earn a total of 0.00 from holding Quad Graphics or generate 0.0% return on investment in Quad Graphics over 30 days. Quad Graphics is related to or competes with Avalon Holdings, LanzaTech Global, Ambipar Emergency, BQE Water, BluMetric Environmental, and Agilyx AS. The company operates through United States Print and Related Services, and International segments More
Quad Graphics 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 Quad Graphics' 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 Quad Graphics upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 27.95 | |||
| Value At Risk | (5.25) | |||
| Potential Upside | 5.26 |
Quad Graphics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quad Graphics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quad Graphics' standard deviation. In reality, there are many statistical measures that can use Quad Graphics historical prices to predict the future Quad Graphics' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.56) | |||
| Treynor Ratio | 0.2063 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quad Graphics' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Quad Graphics Backtested Returns
Quad Graphics maintains Sharpe Ratio (i.e., Efficiency) of -0.0563, which implies the firm had a -0.0563% return per unit of risk over the last 3 months. Quad Graphics exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Quad Graphics' Risk Adjusted Performance of (0.03), coefficient of variation of (1,859), and Variance of 17.55 to confirm the risk estimate we provide. The company holds a Beta of -1.14, which implies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Quad Graphics are expected to decrease slowly. On the other hand, during market turmoil, Quad Graphics is expected to outperform it slightly. Quad Graphics has an expected return of -0.24%. Please make sure to check Quad Graphics skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Quad Graphics performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.47 |
Average predictability
Quad Graphics has average predictability. Overlapping area represents the amount of predictability between Quad Graphics time series from 1st of April 2024 to 16th of April 2024 and 16th of April 2024 to 1st of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Quad Graphics price movement. The serial correlation of 0.47 indicates that about 47.0% of current Quad Graphics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Quad Graphics lagged returns against current returns
Autocorrelation, which is Quad Graphics 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 Quad Graphics' stock expected returns. We can calculate the autocorrelation of Quad Graphics returns to help us make a trade decision. For example, suppose you find that Quad Graphics 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 |
Quad Graphics 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 Quad Graphics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quad Graphics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quad Graphics stock over time.
Current vs Lagged Prices |
| Timeline |
Quad Graphics Lagged Returns
When evaluating Quad Graphics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quad Graphics stock have on its future price. Quad Graphics 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, Quad Graphics autocorrelation shows the relationship between Quad Graphics stock current value and its past values and can show if there is a momentum factor associated with investing in Quad Graphics.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Quad Graphics in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Quad Graphics' short interest history, or implied volatility extrapolated from Quad Graphics options trading.
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Check out Quad Graphics Correlation, Quad Graphics Volatility and Quad Graphics Alpha and Beta module to complement your research on Quad Graphics. For information on how to trade Quad Stock refer to our How to Trade Quad Stock guide.Note that the Quad Graphics information on this page should be used as a complementary analysis to other Quad Graphics' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Complementary Tools for Quad Stock analysis
When running Quad Graphics' price analysis, check to measure Quad Graphics' 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 Quad Graphics is operating at the current time. Most of Quad Graphics' value examination focuses on studying past and present price action to predict the probability of Quad Graphics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Quad Graphics' price. Additionally, you may evaluate how the addition of Quad Graphics to your portfolios can decrease your overall portfolio volatility.
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Quad Graphics 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.