Northann Corp Stock Market Value
| NCL Stock | 0.27 0.01 3.57% |
| Symbol | Northann |
Northann Corp Price To Book Ratio
Is Building 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 Northann Corp. If investors know Northann 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 Northann Corp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.21) | Revenue Per Share | Quarterly Revenue Growth (0.14) | Return On Assets | Return On Equity |
The market value of Northann Corp is measured differently than its book value, which is the value of Northann that is recorded on the company's balance sheet. Investors also form their own opinion of Northann Corp's value that differs from its market value or its book value, called intrinsic value, which is Northann Corp'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 Northann Corp's market value can be influenced by many factors that don't directly affect Northann Corp'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 Northann Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Northann Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Northann Corp'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.
Northann Corp '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 Northann Corp'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 Northann Corp.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Northann Corp on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Northann Corp or generate 0.0% return on investment in Northann Corp over 30 days. Northann Corp is related to or competes with Allegheny Technologies, GMS, Gfl Environmental, Nippon Steel, Uranium Energy, and Gerdau SA. Norwegian Cruise Line Holdings Ltd. operates as a cruise line company that offers various itineraries. More
Northann Corp 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 Northann Corp'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 Northann Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.38 | |||
| Information Ratio | 0.0987 | |||
| Maximum Drawdown | 75.0 | |||
| Value At Risk | (10.71) | |||
| Potential Upside | 21.21 |
Northann Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Northann Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Northann Corp's standard deviation. In reality, there are many statistical measures that can use Northann Corp historical prices to predict the future Northann Corp's volatility.| Risk Adjusted Performance | 0.098 | |||
| Jensen Alpha | 1.14 | |||
| Total Risk Alpha | 0.2518 | |||
| Sortino Ratio | 0.1148 | |||
| Treynor Ratio | 7.89 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Northann Corp'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.
Northann Corp Backtested Returns
Northann Corp is out of control given 3 months investment horizon. Northann Corp 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 were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.1% are justified by taking the suggested risk. Use Northann Corp Downside Deviation of 9.38, mean deviation of 7.32, and Risk Adjusted Performance of 0.098 to evaluate company specific risk that cannot be diversified away. Northann Corp holds a performance score of 8 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Northann Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Northann Corp is expected to be smaller as well. Use Northann Corp value at risk and the relationship between the expected short fall and market facilitation index , to analyze future returns on Northann Corp.
Auto-correlation | -0.27 |
Weak reverse predictability
Northann Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Northann Corp time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 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 Northann Corp price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Northann Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Northann Corp lagged returns against current returns
Autocorrelation, which is Northann Corp 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 Northann Corp's stock expected returns. We can calculate the autocorrelation of Northann Corp returns to help us make a trade decision. For example, suppose you find that Northann Corp 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 |
Northann Corp 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 Northann Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Northann Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Northann Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Northann Corp Lagged Returns
When evaluating Northann Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Northann Corp stock have on its future price. Northann Corp 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, Northann Corp autocorrelation shows the relationship between Northann Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Northann Corp.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Northann Corp Correlation, Northann Corp Volatility and Northann Corp Alpha and Beta module to complement your research on Northann Corp. For more information on how to buy Northann Stock please use our How to buy in Northann Stock guide.You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Northann Corp 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.