Natures Sunshine Products Stock Market Value
| NATR Stock | USD 16.30 0.30 1.88% |
| Symbol | Natures |
Natures Sunshine Products 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 Natures Sunshine. If investors know Natures 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 Natures Sunshine 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 0.554 | Earnings Share 0.88 | Revenue Per Share 23.749 | Quarterly Revenue Growth 0.031 | Return On Assets 0.0694 |
The market value of Natures Sunshine Products is measured differently than its book value, which is the value of Natures that is recorded on the company's balance sheet. Investors also form their own opinion of Natures Sunshine's value that differs from its market value or its book value, called intrinsic value, which is Natures Sunshine'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 Natures Sunshine's market value can be influenced by many factors that don't directly affect Natures Sunshine'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 Natures Sunshine's value and its price as these two are different measures arrived at by different means. Investors typically determine if Natures Sunshine is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Natures Sunshine'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.
Natures Sunshine '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 Natures Sunshine'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 Natures Sunshine.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Natures Sunshine on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Natures Sunshine Products or generate 0.0% return on investment in Natures Sunshine over 30 days. Natures Sunshine is related to or competes with Seneca Foods, Central Garden, Central Garden, Associated British, Seneca Foods, McCormick Company, and J J. Natures Sunshine Products, Inc., a natural health and wellness company, primarily manufactures and sells nutritional and... More
Natures Sunshine 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 Natures Sunshine'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 Natures Sunshine Products upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.0666 | |||
| Maximum Drawdown | 22.72 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 6.11 |
Natures Sunshine Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natures Sunshine's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natures Sunshine's standard deviation. In reality, there are many statistical measures that can use Natures Sunshine historical prices to predict the future Natures Sunshine's volatility.| Risk Adjusted Performance | 0.0893 | |||
| Jensen Alpha | 0.0731 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0983 | |||
| Treynor Ratio | 0.1539 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natures Sunshine'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.
Natures Sunshine Products Backtested Returns
Natures Sunshine appears to be not too volatile, given 3 months investment horizon. Natures Sunshine Products has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Natures Sunshine, which you can use to evaluate the volatility of the firm. Please exercise Natures Sunshine's Mean Deviation of 2.09, downside deviation of 2.22, and Risk Adjusted Performance of 0.0893 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Natures Sunshine holds a performance score of 8. The company secures a Beta (Market Risk) of 2.2, 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, Natures Sunshine will likely underperform. Please check Natures Sunshine's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Natures Sunshine's current price movements will revert.
Auto-correlation | 0.05 |
Virtually no predictability
Natures Sunshine Products has virtually no predictability. Overlapping area represents the amount of predictability between Natures Sunshine 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 Natures Sunshine Products price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Natures Sunshine price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Natures Sunshine Products lagged returns against current returns
Autocorrelation, which is Natures Sunshine 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 Natures Sunshine's stock expected returns. We can calculate the autocorrelation of Natures Sunshine returns to help us make a trade decision. For example, suppose you find that Natures Sunshine 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 |
Natures Sunshine 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 Natures Sunshine stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natures Sunshine stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natures Sunshine stock over time.
Current vs Lagged Prices |
| Timeline |
Natures Sunshine Lagged Returns
When evaluating Natures Sunshine's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natures Sunshine stock have on its future price. Natures Sunshine 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, Natures Sunshine autocorrelation shows the relationship between Natures Sunshine stock current value and its past values and can show if there is a momentum factor associated with investing in Natures Sunshine Products.
Regressed Prices |
| Timeline |
Pair Trading with Natures Sunshine
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Natures Sunshine position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Natures Sunshine will appreciate offsetting losses from the drop in the long position's value.Moving against Natures Stock
| 0.75 | UG | United Guardian | PairCorr |
| 0.68 | UL | Unilever PLC ADR | PairCorr |
| 0.67 | EL | Estee Lauder Companies | PairCorr |
| 0.52 | DSY | Big Tree Cloud | PairCorr |
| 0.5 | CL | Colgate Palmolive Fiscal Year End 24th of January 2025 | PairCorr |
The ability to find closely correlated positions to Natures Sunshine could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Natures Sunshine when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Natures Sunshine - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Natures Sunshine Products to buy it.
The correlation of Natures Sunshine is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Natures Sunshine moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Natures Sunshine Products moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Natures Sunshine can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Natures Stock Analysis
When running Natures Sunshine's price analysis, check to measure Natures Sunshine'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 Natures Sunshine is operating at the current time. Most of Natures Sunshine's value examination focuses on studying past and present price action to predict the probability of Natures Sunshine's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Natures Sunshine's price. Additionally, you may evaluate how the addition of Natures Sunshine to your portfolios can decrease your overall portfolio volatility.