Natural Health (Germany) Market Value
| NAH Stock | 5.10 0.15 2.86% |
| Symbol | Natural |
Natural Health '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 Natural Health'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 Natural Health.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Natural Health on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Natural Health Trends or generate 0.0% return on investment in Natural Health over 540 days. Natural Health is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. More
Natural Health 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 Natural Health'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 Natural Health Trends upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 13.49 | |||
| Value At Risk | (3.71) | |||
| Potential Upside | 3.85 |
Natural Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natural Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natural Health's standard deviation. In reality, there are many statistical measures that can use Natural Health historical prices to predict the future Natural Health's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | (0.28) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natural Health'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.
Natural Health Trends Backtested Returns
Natural Health Trends has Sharpe Ratio of -0.0625, which conveys that the firm had a -0.0625% return per unit of risk over the last 3 months. Natural Health exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Natural Health's Mean Deviation of 1.89, standard deviation of 2.61, and Risk Adjusted Performance of (0.04) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.67, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Natural Health's returns are expected to increase less than the market. However, during the bear market, the loss of holding Natural Health is expected to be smaller as well. At this point, Natural Health Trends has a negative expected return of -0.17%. Please make sure to verify Natural Health's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Natural Health Trends performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.4 |
Poor reverse predictability
Natural Health Trends has poor reverse predictability. Overlapping area represents the amount of predictability between Natural Health time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 Natural Health Trends price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Natural Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Natural Health Trends lagged returns against current returns
Autocorrelation, which is Natural Health 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 Natural Health's stock expected returns. We can calculate the autocorrelation of Natural Health returns to help us make a trade decision. For example, suppose you find that Natural Health 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 |
Natural Health 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 Natural Health stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natural Health stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natural Health stock over time.
Current vs Lagged Prices |
| Timeline |
Natural Health Lagged Returns
When evaluating Natural Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natural Health stock have on its future price. Natural Health 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, Natural Health autocorrelation shows the relationship between Natural Health stock current value and its past values and can show if there is a momentum factor associated with investing in Natural Health Trends.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Natural Stock Analysis
When running Natural Health's price analysis, check to measure Natural Health'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 Natural Health is operating at the current time. Most of Natural Health's value examination focuses on studying past and present price action to predict the probability of Natural Health's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Natural Health's price. Additionally, you may evaluate how the addition of Natural Health to your portfolios can decrease your overall portfolio volatility.