Natura City (Indonesia) Market Value
| CITY Stock | 126.00 8.00 6.78% |
| Symbol | Natura |
Natura City '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 Natura City'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 Natura City.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Natura City on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Natura City Developments or generate 0.0% return on investment in Natura City over 30 days. Natura City is related to or competes with Greenwood Sejahtera, Pollux Properti, PT Cahayasakti, Bekasi Asri, and Urban Jakarta. More
Natura City 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 Natura City'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 Natura City Developments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.94 | |||
| Information Ratio | 0.1721 | |||
| Maximum Drawdown | 58.01 | |||
| Value At Risk | (7.83) | |||
| Potential Upside | 26.67 |
Natura City Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natura City's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natura City's standard deviation. In reality, there are many statistical measures that can use Natura City historical prices to predict the future Natura City's volatility.| Risk Adjusted Performance | 0.1512 | |||
| Jensen Alpha | 1.33 | |||
| Total Risk Alpha | 0.2672 | |||
| Sortino Ratio | 0.291 | |||
| Treynor Ratio | 0.4343 |
Natura City Developments Backtested Returns
Natura City appears to be very steady, given 3 months investment horizon. Natura City Developments has Sharpe Ratio of 0.0562, which conveys that the firm had a 0.0562% return per unit of risk over the last 3 months. We have found thirty technical indicators for Natura City, which you can use to evaluate the volatility of the firm. Please exercise Natura City's Risk Adjusted Performance of 0.1512, mean deviation of 6.53, and Downside Deviation of 5.94 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Natura City holds a performance score of 4. The company secures a Beta (Market Risk) of 4.26, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Natura City will likely underperform. Please check Natura City's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Natura City's current price movements will revert.
Auto-correlation | 0.49 |
Average predictability
Natura City Developments has average predictability. Overlapping area represents the amount of predictability between Natura City time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 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 Natura City Developments price movement. The serial correlation of 0.49 indicates that about 49.0% of current Natura City price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.49 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 52.98 |
Natura City Developments lagged returns against current returns
Autocorrelation, which is Natura City 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 Natura City's stock expected returns. We can calculate the autocorrelation of Natura City returns to help us make a trade decision. For example, suppose you find that Natura City 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 |
Natura City 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 Natura City stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natura City stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natura City stock over time.
Current vs Lagged Prices |
| Timeline |
Natura City Lagged Returns
When evaluating Natura City's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natura City stock have on its future price. Natura City 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, Natura City autocorrelation shows the relationship between Natura City stock current value and its past values and can show if there is a momentum factor associated with investing in Natura City Developments.
Regressed Prices |
| Timeline |
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Natura City financial ratios help investors to determine whether Natura 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 Natura with respect to the benefits of owning Natura City security.