Netflix Stock Market Value
| NFLX Stock | USD 858.10 15.73 1.87% |
| Symbol | Netflix |
Netflix Price To Book Ratio
Is Movies & Entertainment 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 Netflix. If investors know Netflix 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 Netflix 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 0.448 | Earnings Share 17.61 | Revenue Per Share | Quarterly Revenue Growth 0.15 | Return On Assets |
The market value of Netflix is measured differently than its book value, which is the value of Netflix that is recorded on the company's balance sheet. Investors also form their own opinion of Netflix's value that differs from its market value or its book value, called intrinsic value, which is Netflix'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 Netflix's market value can be influenced by many factors that don't directly affect Netflix'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 Netflix's value and its price as these two are different measures arrived at by different means. Investors typically determine if Netflix is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Netflix'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.
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.
| 01/24/2024 |
| 01/18/2025 |
If you would invest 0.00 in Netflix on January 24, 2024 and sell it all today you would earn a total of 0.00 from holding Netflix or generate 0.0% return on investment in Netflix over 360 days. Netflix is related to or competes with Paramount Global, Roku, Warner Bros, AMC Entertainment, Disney, and Paramount Global. It offers TV series, documentaries, feature films, and mobile games across various genres and languages 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.62 | |||
| Information Ratio | 0.1219 | |||
| Maximum Drawdown | 15.35 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 2.54 |
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 | 0.1105 | |||
| Jensen Alpha | 0.2424 | |||
| Total Risk Alpha | 0.2499 | |||
| Sortino Ratio | 0.1514 | |||
| Treynor Ratio | 1.01 |
Netflix Backtested Returns
At this stage we consider Netflix Stock to be very steady. Netflix has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Netflix, which you can use to evaluate the volatility of the firm. Please verify Netflix's Mean Deviation of 1.32, risk adjusted performance of 0.1105, and Downside Deviation of 1.62 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. Netflix has a performance score of 9 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.24, which conveys not very significant fluctuations relative to the market. 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. Netflix right now secures a risk of 1.51%. Please verify Netflix total risk alpha, downside variance, as well as the relationship between the Downside Variance and daily balance of power , to decide if Netflix will be following its current price movements.
Auto-correlation | 0.83 |
Very good predictability
Netflix has very good predictability. Overlapping area represents the amount of predictability between Netflix time series from 24th of January 2024 to 22nd of July 2024 and 22nd of July 2024 to 18th 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 Netflix price movement. The serial correlation of 0.83 indicates that around 83.0% of current Netflix price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 10 K |
Netflix 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.
Regressed Prices |
| Timeline |
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Additional Tools for Netflix Stock Analysis
When running Netflix's price analysis, check to measure Netflix'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 Netflix is operating at the current time. Most of Netflix's value examination focuses on studying past and present price action to predict the probability of Netflix's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Netflix's price. Additionally, you may evaluate how the addition of Netflix to your portfolios can decrease your overall portfolio volatility.