Navient Sr Stock Market Value
| JSM Stock | USD 19.13 0.07 0.36% |
| Symbol | Navient |
Navient SR Price To Book Ratio
Is Oil & Gas Exploration & Production space 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 Navient SR. If investors know Navient 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 Navient SR listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 0.64 |
The market value of Navient SR is measured differently than its book value, which is the value of Navient that is recorded on the company's balance sheet. Investors also form their own opinion of Navient SR's value that differs from its market value or its book value, called intrinsic value, which is Navient SR's 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 Navient SR's market value can be influenced by many factors that don't directly affect Navient SR's 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 Navient SR's value and its price as these two are different measures arrived at by different means. Investors typically determine if Navient SR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Navient SR's 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.
Navient SR '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 Navient SR'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 Navient SR.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Navient SR on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Navient SR or generate 0.0% return on investment in Navient SR over 30 days. Navient SR is related to or competes with Fifth Third, Popular Capital, SLM Corp, and CHS. Navient Corporation provides asset management and business processing services to education, health care, and government... More
Navient SR 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 Navient SR'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 Navient SR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 6.8 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.34 |
Navient SR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Navient SR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Navient SR's standard deviation. In reality, there are many statistical measures that can use Navient SR historical prices to predict the future Navient SR's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Navient SR's 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.
Navient SR Backtested Returns
Navient SR has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. Navient SR exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Navient SR's Mean Deviation of 0.8052, risk adjusted performance of (0.04), and Standard Deviation of 1.13 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.28, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Navient SR's returns are expected to increase less than the market. However, during the bear market, the loss of holding Navient SR is expected to be smaller as well. At this point, Navient SR has a negative expected return of -0.0109%. Please make sure to verify Navient SR's maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Navient SR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.25 |
Poor predictability
Navient SR has poor predictability. Overlapping area represents the amount of predictability between Navient SR time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Navient SR price movement. The serial correlation of 0.25 indicates that over 25.0% of current Navient SR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Navient SR lagged returns against current returns
Autocorrelation, which is Navient SR 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 Navient SR's stock expected returns. We can calculate the autocorrelation of Navient SR returns to help us make a trade decision. For example, suppose you find that Navient SR 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 |
Navient SR 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 Navient SR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Navient SR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Navient SR stock over time.
Current vs Lagged Prices |
| Timeline |
Navient SR Lagged Returns
When evaluating Navient SR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Navient SR stock have on its future price. Navient SR 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, Navient SR autocorrelation shows the relationship between Navient SR stock current value and its past values and can show if there is a momentum factor associated with investing in Navient SR.
Regressed Prices |
| Timeline |
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Navient SR 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.