National Cinemedia Stock Market Value
| NCMI Stock | USD 6.71 0.03 0.45% |
| Symbol | National |
National CineMedia Price To Book Ratio
Is Advertising 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 National CineMedia. If investors know National 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 National CineMedia 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 (0.67) | Earnings Share (7.34) | Revenue Per Share | Quarterly Revenue Growth 1.526 | Return On Assets |
The market value of National CineMedia is measured differently than its book value, which is the value of National that is recorded on the company's balance sheet. Investors also form their own opinion of National CineMedia's value that differs from its market value or its book value, called intrinsic value, which is National CineMedia'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 National CineMedia's market value can be influenced by many factors that don't directly affect National CineMedia'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 National CineMedia's value and its price as these two are different measures arrived at by different means. Investors typically determine if National CineMedia is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, National CineMedia'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.
National CineMedia '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 National CineMedia'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 National CineMedia.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in National CineMedia on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding National CineMedia or generate 0.0% return on investment in National CineMedia over 30 days. National CineMedia is related to or competes with MGO Global, Baosheng Media, and ZW Data. National CineMedia, Inc., through its subsidiary, National CineMedia, LLC, operates cinema advertising network in North ... More
National CineMedia 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 National CineMedia'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 National CineMedia upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 13.08 | |||
| Value At Risk | (3.53) | |||
| Potential Upside | 3.68 |
National CineMedia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for National CineMedia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as National CineMedia's standard deviation. In reality, there are many statistical measures that can use National CineMedia historical prices to predict the future National CineMedia's volatility.| Risk Adjusted Performance | 0.0031 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.05) |
National CineMedia Backtested Returns
National CineMedia has Sharpe Ratio of -0.0277, which conveys that the firm had a -0.0277 % return per unit of risk over the last 3 months. National CineMedia exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify National CineMedia's Risk Adjusted Performance of 0.0031, standard deviation of 2.58, and Mean Deviation of 1.82 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.41, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, National CineMedia's returns are expected to increase less than the market. However, during the bear market, the loss of holding National CineMedia is expected to be smaller as well. At this point, National CineMedia has a negative expected return of -0.0746%. Please make sure to verify National CineMedia's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day median price , to decide if National CineMedia performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.53 |
Good reverse predictability
National CineMedia has good reverse predictability. Overlapping area represents the amount of predictability between National CineMedia time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 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 National CineMedia price movement. The serial correlation of -0.53 indicates that about 53.0% of current National CineMedia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
National CineMedia lagged returns against current returns
Autocorrelation, which is National CineMedia 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 National CineMedia's stock expected returns. We can calculate the autocorrelation of National CineMedia returns to help us make a trade decision. For example, suppose you find that National CineMedia 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 |
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National CineMedia 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 National CineMedia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if National CineMedia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in National CineMedia stock over time.
Current vs Lagged Prices |
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National CineMedia Lagged Returns
When evaluating National CineMedia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of National CineMedia stock have on its future price. National CineMedia 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, National CineMedia autocorrelation shows the relationship between National CineMedia stock current value and its past values and can show if there is a momentum factor associated with investing in National CineMedia.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether National CineMedia offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of National CineMedia's 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 National Cinemedia Stock. Outlined below are crucial reports that will aid in making a well-informed decision on National Cinemedia Stock:Check out National CineMedia Correlation, National CineMedia Volatility and National CineMedia Alpha and Beta module to complement your research on National CineMedia. For more detail on how to invest in National Stock please use our How to Invest in National CineMedia guide.You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
National CineMedia 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.