Netflix Inc Cdr Stock Market Value
| NFLX Stock | 35.88 0.01 0.03% |
| Symbol | Netflix |
Netflix '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 Netflix'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 Netflix.
| 09/30/2025 |
| 12/29/2025 |
If you would invest 0.00 in Netflix on September 30, 2025 and sell it all today you would earn a total of 0.00 from holding Netflix Inc CDR or generate 0.0% return on investment in Netflix over 90 days. Netflix is related to or competes with Bank of Nova Scotia, US Financial, Western Investment, Intact Financial, CNJ Capital, Financial, and Canadian General. Netflix is entity of Canada. It is traded as Stock on NEO exchange. More
Netflix 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 Netflix'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 Netflix Inc CDR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 13.33 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 2.73 |
Netflix Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Netflix's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Netflix's standard deviation. In reality, there are many statistical measures that can use Netflix historical prices to predict the future Netflix's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.42) | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | (1.03) |
Netflix Inc CDR Backtested Returns
Netflix Inc CDR has Sharpe Ratio of -0.17, which conveys that the firm had a -0.17 % return per unit of risk over the last 3 months. Netflix exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Netflix's Risk Adjusted Performance of (0.12), mean deviation of 1.52, and Standard Deviation of 2.17 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Netflix's returns are expected to increase less than the market. However, during the bear market, the loss of holding Netflix is expected to be smaller as well. At this point, Netflix Inc CDR has a negative expected return of -0.37%. Please make sure to verify Netflix's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Netflix Inc CDR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.79 |
Good predictability
Netflix Inc CDR has good predictability. Overlapping area represents the amount of predictability between Netflix time series from 30th of September 2025 to 14th of November 2025 and 14th of November 2025 to 29th of December 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 Netflix Inc CDR price movement. The serial correlation of 0.79 indicates that around 79.0% of current Netflix price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 7.0 |
Netflix Inc CDR lagged returns against current returns
Autocorrelation, which is Netflix 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 Netflix's stock expected returns. We can calculate the autocorrelation of Netflix returns to help us make a trade decision. For example, suppose you find that Netflix 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 |
Netflix 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 Netflix stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Netflix stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Netflix stock over time.
Current vs Lagged Prices |
| Timeline |
Netflix Lagged Returns
When evaluating Netflix's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Netflix stock have on its future price. Netflix 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, Netflix autocorrelation shows the relationship between Netflix stock current value and its past values and can show if there is a momentum factor associated with investing in Netflix Inc CDR.
Regressed Prices |
| Timeline |
Pair Trading with Netflix
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 Netflix 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 Netflix will appreciate offsetting losses from the drop in the long position's value.Moving together with Netflix Stock
Moving against Netflix Stock
| 0.94 | TD | Toronto Dominion Bank | PairCorr |
| 0.9 | IGM | IGM Financial | PairCorr |
| 0.9 | GMG | Graphene Manufacturing | PairCorr |
| 0.9 | PD | Precision Drilling | PairCorr |
| 0.86 | POW | Power | PairCorr |
The ability to find closely correlated positions to Netflix could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Netflix 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 Netflix - 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 Netflix Inc CDR to buy it.
The correlation of Netflix 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 Netflix moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Netflix Inc CDR 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 Netflix 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.Other Information on Investing in Netflix Stock
Netflix financial ratios help investors to determine whether Netflix Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Netflix with respect to the benefits of owning Netflix security.