Natural Alternatives International Stock Market Value
| NAII Stock | USD 4.25 0.17 3.85% |
| Symbol | Natural |
Natural Alternatives Price To Book Ratio
Is Personal Care Products 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 Natural Alternatives. If investors know Natural 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 Natural Alternatives listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.741 | Earnings Share (1.44) | Revenue Per Share 19.383 | Quarterly Revenue Growth 0.265 | Return On Assets (0.04) |
The market value of Natural Alternatives is measured differently than its book value, which is the value of Natural that is recorded on the company's balance sheet. Investors also form their own opinion of Natural Alternatives' value that differs from its market value or its book value, called intrinsic value, which is Natural Alternatives' 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 Natural Alternatives' market value can be influenced by many factors that don't directly affect Natural Alternatives' 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 Natural Alternatives' value and its price as these two are different measures arrived at by different means. Investors typically determine if Natural Alternatives is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Natural Alternatives' 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.
Natural Alternatives '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 Alternatives' 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 Alternatives.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Natural Alternatives on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Natural Alternatives International or generate 0.0% return on investment in Natural Alternatives over 30 days. Natural Alternatives is related to or competes with Seneca Foods, Central Garden, Central Garden, Associated British, McCormick Company, J J, and Bridgford Foods. Natural Alternatives International, Inc. engages in formulating, manufacturing, and marketing nutritional supplements in... More
Natural Alternatives 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 Alternatives' 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 Alternatives International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 30.71 | |||
| Value At Risk | (6.12) | |||
| Potential Upside | 7.14 |
Natural Alternatives Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natural Alternatives' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natural Alternatives' standard deviation. In reality, there are many statistical measures that can use Natural Alternatives historical prices to predict the future Natural Alternatives' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.90) | |||
| Treynor Ratio | (1.42) |
Natural Alternatives Backtested Returns
Natural Alternatives has Sharpe Ratio of -0.0623, which conveys that the firm had a -0.0623% return per unit of risk over the last 3 months. Natural Alternatives exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Natural Alternatives' Mean Deviation of 3.13, risk adjusted performance of (0.04), and Standard Deviation of 4.63 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Natural Alternatives' returns are expected to increase less than the market. However, during the bear market, the loss of holding Natural Alternatives is expected to be smaller as well. At this point, Natural Alternatives has a negative expected return of -0.29%. Please make sure to verify Natural Alternatives' kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Natural Alternatives performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Natural Alternatives International has very weak reverse predictability. Overlapping area represents the amount of predictability between Natural Alternatives time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Alternatives price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Natural Alternatives price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Natural Alternatives lagged returns against current returns
Autocorrelation, which is Natural Alternatives 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 Alternatives' stock expected returns. We can calculate the autocorrelation of Natural Alternatives returns to help us make a trade decision. For example, suppose you find that Natural Alternatives 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 Alternatives 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 Alternatives stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natural Alternatives stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natural Alternatives stock over time.
Current vs Lagged Prices |
| Timeline |
Natural Alternatives Lagged Returns
When evaluating Natural Alternatives' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natural Alternatives stock have on its future price. Natural Alternatives 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 Alternatives autocorrelation shows the relationship between Natural Alternatives stock current value and its past values and can show if there is a momentum factor associated with investing in Natural Alternatives International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Natural Alternatives offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Natural Alternatives' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Natural Alternatives International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Natural Alternatives International Stock:Check out Natural Alternatives Correlation, Natural Alternatives Volatility and Natural Alternatives Alpha and Beta module to complement your research on Natural Alternatives. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Natural Alternatives 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.