Stolt Nielsen (Norway) Market Value
| SNI Stock | NOK 272.50 17.00 5.87% |
| Symbol | Stolt |
Stolt Nielsen '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 Stolt Nielsen'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 Stolt Nielsen.
| 06/21/2024 |
| 12/18/2024 |
If you would invest 0.00 in Stolt Nielsen on June 21, 2024 and sell it all today you would earn a total of 0.00 from holding Stolt Nielsen Limited or generate 0.0% return on investment in Stolt Nielsen over 180 days. Stolt Nielsen is related to or competes with Eidesvik Offshore, Kitron ASA, Havila Shipping, and Arendals Fossekompani. Stolt-Nielsen Limited, together with its subsidiaries, provides transportation, storage, and distribution solutions for ... More
Stolt Nielsen 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 Stolt Nielsen'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 Stolt Nielsen Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 8.66 | |||
| Value At Risk | (3.86) | |||
| Potential Upside | 3.14 |
Stolt Nielsen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stolt Nielsen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stolt Nielsen's standard deviation. In reality, there are many statistical measures that can use Stolt Nielsen historical prices to predict the future Stolt Nielsen's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.53) | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | (0.92) |
Stolt Nielsen Limited Backtested Returns
Stolt Nielsen Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.24, which indicates the firm had a -0.24% return per unit of risk over the last 3 months. Stolt Nielsen Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stolt Nielsen's Risk Adjusted Performance of (0.17), variance of 4.19, and Coefficient Of Variation of (420.85) to confirm the risk estimate we provide. The entity has a beta of 0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stolt Nielsen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stolt Nielsen is expected to be smaller as well. At this point, Stolt Nielsen Limited has a negative expected return of -0.51%. Please make sure to validate Stolt Nielsen's accumulation distribution, and the relationship between the potential upside and day median price , to decide if Stolt Nielsen Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.91 |
Excellent predictability
Stolt Nielsen Limited has excellent predictability. Overlapping area represents the amount of predictability between Stolt Nielsen time series from 21st of June 2024 to 19th of September 2024 and 19th of September 2024 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 Stolt Nielsen Limited price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Stolt Nielsen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 1055.0 |
Stolt Nielsen Limited lagged returns against current returns
Autocorrelation, which is Stolt Nielsen 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 Stolt Nielsen's stock expected returns. We can calculate the autocorrelation of Stolt Nielsen returns to help us make a trade decision. For example, suppose you find that Stolt Nielsen 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 |
Stolt Nielsen 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 Stolt Nielsen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stolt Nielsen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stolt Nielsen stock over time.
Current vs Lagged Prices |
| Timeline |
Stolt Nielsen Lagged Returns
When evaluating Stolt Nielsen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stolt Nielsen stock have on its future price. Stolt Nielsen 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, Stolt Nielsen autocorrelation shows the relationship between Stolt Nielsen stock current value and its past values and can show if there is a momentum factor associated with investing in Stolt Nielsen Limited.
Regressed Prices |
| Timeline |
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Stolt Nielsen financial ratios help investors to determine whether Stolt 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 Stolt with respect to the benefits of owning Stolt Nielsen security.