NSI NV (Netherlands) Market Value
| NSI Stock | EUR 19.32 0.12 0.63% |
| Symbol | NSI |
NSI NV '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 NSI NV'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 NSI NV.
| 12/29/2022 |
| 12/18/2024 |
If you would invest 0.00 in NSI NV on December 29, 2022 and sell it all today you would earn a total of 0.00 from holding NSI NV or generate 0.0% return on investment in NSI NV over 720 days. NSI NV is related to or competes with Vastned Retail, Eurocommercial Properties, Wereldhave, Brunel International, and Van Lanschot. NSI N.V. is a specialist commercial property investor and the only listed real estate investment trust focused on well-l... More
NSI NV 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 NSI NV'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 NSI NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 4.93 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.03 |
NSI NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NSI NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NSI NV's standard deviation. In reality, there are many statistical measures that can use NSI NV historical prices to predict the future NSI NV's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | 2.45 |
NSI NV Backtested Returns
NSI NV has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15% return per unit of volatility over the last 3 months. NSI NV exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NSI NV's risk adjusted performance of (0.11), and Mean Deviation of 0.6066 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0529, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NSI NV are expected to decrease at a much lower rate. During the bear market, NSI NV is likely to outperform the market. At this point, NSI NV has a negative expected return of -0.12%. Please make sure to verify NSI NV's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if NSI NV performance from the past will be repeated at future time.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
NSI NV has almost perfect reverse predictability. Overlapping area represents the amount of predictability between NSI NV time series from 29th of December 2022 to 24th of December 2023 and 24th of December 2023 to 18th of December 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 NSI NV price movement. The serial correlation of -0.8 indicates that around 80.0% of current NSI NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 1.48 |
NSI NV lagged returns against current returns
Autocorrelation, which is NSI NV 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 NSI NV's stock expected returns. We can calculate the autocorrelation of NSI NV returns to help us make a trade decision. For example, suppose you find that NSI NV 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 |
NSI NV 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 NSI NV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NSI NV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NSI NV stock over time.
Current vs Lagged Prices |
| Timeline |
NSI NV Lagged Returns
When evaluating NSI NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NSI NV stock have on its future price. NSI NV 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, NSI NV autocorrelation shows the relationship between NSI NV stock current value and its past values and can show if there is a momentum factor associated with investing in NSI NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for NSI Stock Analysis
When running NSI NV's price analysis, check to measure NSI NV's 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 NSI NV is operating at the current time. Most of NSI NV's value examination focuses on studying past and present price action to predict the probability of NSI NV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NSI NV's price. Additionally, you may evaluate how the addition of NSI NV to your portfolios can decrease your overall portfolio volatility.