NB Private (UK) Market Value
| NBPE Stock | 1,544 4.00 0.26% |
| Symbol | NBPE |
NB Private '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 NB Private'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 NB Private.
| 09/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in NB Private on September 25, 2024 and sell it all today you would earn a total of 0.00 from holding NB Private Equity or generate 0.0% return on investment in NB Private over 60 days. NB Private is related to or competes with Herald Investment, Verizon Communications, Zoom Video, TR Property, Cairo Communication, Hansa Investment, and Kinnevik Investment. NB Private is entity of United Kingdom. It is traded as Stock on LSE exchange. More
NB Private 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 NB Private'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 NB Private Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 6.09 | |||
| Value At Risk | (2.12) | |||
| Potential Upside | 2.09 |
NB Private Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NB Private's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NB Private's standard deviation. In reality, there are many statistical measures that can use NB Private historical prices to predict the future NB Private's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | 0.2131 |
NB Private Equity Backtested Returns
NB Private Equity retains Efficiency (Sharpe Ratio) of -0.0412, which conveys that the company had a -0.0412% return per unit of price deviation over the last 3 months. NB Private exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NB Private's Market Risk Adjusted Performance of 0.2231, mean deviation of 1.11, and Information Ratio of (0.14) to check out the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning NB Private are expected to decrease at a much lower rate. During the bear market, NB Private is likely to outperform the market. At this point, NB Private Equity has a negative expected return of -0.0577%. Please make sure to verify NB Private's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if NB Private Equity performance from the past will be repeated sooner or later.
Auto-correlation | 0.27 |
Poor predictability
NB Private Equity has poor predictability. Overlapping area represents the amount of predictability between NB Private time series from 25th of September 2024 to 25th of October 2024 and 25th of October 2024 to 24th 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 NB Private Equity price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current NB Private price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 411.27 |
NB Private Equity lagged returns against current returns
Autocorrelation, which is NB Private 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 NB Private's stock expected returns. We can calculate the autocorrelation of NB Private returns to help us make a trade decision. For example, suppose you find that NB Private 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 |
NB Private 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 NB Private stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NB Private stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NB Private stock over time.
Current vs Lagged Prices |
| Timeline |
NB Private Lagged Returns
When evaluating NB Private's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NB Private stock have on its future price. NB Private 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, NB Private autocorrelation shows the relationship between NB Private stock current value and its past values and can show if there is a momentum factor associated with investing in NB Private Equity.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for NBPE Stock Analysis
When running NB Private's price analysis, check to measure NB Private'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 NB Private is operating at the current time. Most of NB Private's value examination focuses on studying past and present price action to predict the probability of NB Private's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NB Private's price. Additionally, you may evaluate how the addition of NB Private to your portfolios can decrease your overall portfolio volatility.