- Sector
- Technology
- Industry
- Software - Infrastructure
Highlights
- Market Cap
- $88.73M
- Enterprise Value
- $84.01M
- EPS (TTM)
- -$2.33
- Total Revenue (TTM)
- $1.41M
- Gross Profit (TTM)
- -$3.59M
- EBITDA (TTM)
- -$11.67M
- Year Range
- $7.21 - $21.41
- ROA (TTM)
- -50.21%
- ROE (TTM)
- -56.50%
Share Price Chart
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Performance
ZSQR Performance Chart
Z Squared Inc. (ZSQR) is up 3.2% since the beginning of the year. At $15 per share, ZSQR is trading 31.3% below its 52-week high of $21. Investors who bought $1,000 worth of ZSQR shares 5 years ago would now be looking at an investment worth $74.
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Returns By Period
Z Squared Inc. (ZSQR) has returned 3.23% so far this year and 94.58% over the past 12 months.
Z Squared Inc.
- 1D
- -12.07%
- 1M
- 63.81%
- YTD
- 3.23%
- 6M
- -3.98%
- 1Y
- 94.58%
- 3Y*
- -21.83%
- 5Y*
- -40.54%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ZSQR Monthly Returns History
Based on dividend-adjusted daily data since Dec 17, 2020, ZSQR's average daily return is -0.01%, while the average monthly return is -0.36%.
Historically, 49% of months were positive and 51% were negative. The best month was Jan 2025 with a return of +135.5%, while the worst month was Nov 2022 at -71.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ZSQR closed higher 43% of trading days. The best single day was Dec 31, 2024 with a return of +77.4%, while the worst single day was Oct 31, 2022 at -45.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.74% | -13.17% | -6.77% | 42.25% | -41.67% | 58.00% | 3.23% | ||||||
| 2025 | 135.45% | -16.99% | -12.84% | -10.35% | 8.93% | -14.75% | 35.90% | 25.71% | 31.03% | -12.83% | 23.06% | -23.92% | 159.09% |
| 2024 | -27.29% | 1.74% | -48.72% | 4.71% | -13.17% | 6.88% | -16.51% | -15.33% | -11.94% | 11.17% | 0.00% | 37.50% | -64.92% |
| 2023 | 21.47% | -11.29% | -12.73% | -17.36% | 59.24% | -18.21% | -20.65% | -14.63% | 10.48% | 3.88% | -2.90% | -33.00% | -48.81% |
| 2022 | 0.40% | 0.10% | 0.40% | 0.10% | -0.40% | 0.20% | 0.60% | 0.39% | 0.10% | -36.21% | -71.54% | -17.22% | -84.69% |
| 2021 | -1.08% | 1.19% | -4.22% | 1.43% | -0.71% | 0.30% | -0.20% | 0.51% | 0.51% | 0.30% | 0.30% | -0.10% | -1.86% |
Benchmark Metrics
Z Squared Inc. has an annualized alpha of -9.32%, beta of 0.47, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since December 17, 2020.
- This stock participated in 39.95% of S&P 500 Index downside but only -84.57% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.47 may look defensive, but with R2 of 0.01 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
- R2 of 0.01 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -9.32%
- Beta
- 0.47
- R²
- 0.01
- Upside Capture
- -84.57%
- Downside Capture
- 39.95%
Return for Risk
Risk / Return Rank
ZSQR ranks 73 for risk / return — better than 73% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Z Squared Inc. (ZSQR) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZSQR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 2.78 | -1.10 |
| Martin ratioReturn relative to average drawdown | 3.68 | 12.44 | -8.76 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Z Squared Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Z Squared Inc. was 98.83%, occurring on Dec 23, 2024. The portfolio has not yet recovered.
The current Z Squared Inc. drawdown is 93.85%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2024 bear market2024 | -98.83%Dec 2024 | 2y 1mo | — | 3y 7moOct 2022 - now |
Bear market2022 | -22.91%Oct 2022 | 1y 9mo | 4d | 1y 10moDec 2020 - Oct 2022 |
Drawdown Indicators
| ZSQR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.83% | -56.78% | -42.05% |
Max Drawdown (1Y)Largest decline over 1 year | -56.60% | -9.10% | -47.50% |
Max Drawdown (3Y)Largest decline over 3 years | -91.79% | -18.90% | -72.89% |
Max Drawdown (5Y)Largest decline over 5 years | -98.83% | -25.43% | -73.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -93.85% | -1.80% | -92.05% |
Average DrawdownAverage peak-to-trough decline | -63.86% | -10.71% | -53.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.79% | 2.03% | +23.76% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Financials
Financial Performance
The chart below illustrates the trends in the financial health of Z Squared Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how Z Squared Inc. is priced in the market compared to other companies in the Software - Infrastructure industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for ZSQR relative to other companies in the Software - Infrastructure industry. Currently, ZSQR has a P/S ratio of 52.6. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.
PB Ratio
The chart illustrates the Price-to-Book (P/B) ratio for ZSQR in comparison with other companies in the Software - Infrastructure industry. Currently, ZSQR has a P/B value of 4.3. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.
Income Statement
| TTM | |
|---|---|
Revenue | — |
Total Revenue | — |
Cost Of Revenue | — |
Gross Profit | — |
Operating Expenses | — |
Selling, General & Admin Expenses | — |
R&D Expenses | — |
Depreciation And Amortization | — |
Total Operating Expenses | — |
Income | — |
Income Before Tax | — |
Operating Income | — |
EBITDA | — |
EBIT | — |
Earnings From Continuing Operations | — |
Net Income | — |
Income Tax Expense | — |
Other Non-Operating Income (Expenses) | — |
Extraordinary Items | — |
Discontinued Operations | — |
Effect Of Accounting Charges | — |
Non Recurring | — |
Minority Interest | — |
Other Items | — |
Interest Income | — |
Interest Expense | — |
Net Interest Income | — |
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