Natural Grocers By Stock Market Value
| NGVC Stock | USD 45.60 9.35 25.79% |
| Symbol | Natural |
Natural Grocers by Price To Book Ratio
Is Consumer Staples Distribution & Retail 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 Natural Grocers. If investors know Natural 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 Natural Grocers 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 0.29 | Dividend Share 0.4 | Earnings Share 1.34 | Revenue Per Share 53.344 | Quarterly Revenue Growth 0.097 |
The market value of Natural Grocers by is measured differently than its book value, which is the value of Natural that is recorded on the company's balance sheet. Investors also form their own opinion of Natural Grocers' value that differs from its market value or its book value, called intrinsic value, which is Natural Grocers' 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 Natural Grocers' market value can be influenced by many factors that don't directly affect Natural Grocers' 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 Natural Grocers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Natural Grocers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Natural Grocers' 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.
Natural Grocers '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 Natural Grocers' 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 Natural Grocers.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Natural Grocers on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Natural Grocers by or generate 0.0% return on investment in Natural Grocers over 30 days. Natural Grocers is related to or competes with Hf Foods, Innovative Food, Calavo Growers, Chefs Warehouse, AMCON Distributing, Performance Food, and US Foods. Natural Grocers by Vitamin Cottage, Inc., together with its subsidiaries, retails natural and organic groceries, and die... More
Natural Grocers 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 Natural Grocers' 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 Natural Grocers by upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.82 | |||
| Information Ratio | 0.2128 | |||
| Maximum Drawdown | 16.25 | |||
| Value At Risk | (3.21) | |||
| Potential Upside | 6.3 |
Natural Grocers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natural Grocers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natural Grocers' standard deviation. In reality, there are many statistical measures that can use Natural Grocers historical prices to predict the future Natural Grocers' volatility.| Risk Adjusted Performance | 0.1952 | |||
| Jensen Alpha | 0.7743 | |||
| Total Risk Alpha | 0.3541 | |||
| Sortino Ratio | 0.3184 | |||
| Treynor Ratio | 0.5043 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natural Grocers' 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.
Natural Grocers by Backtested Returns
Natural Grocers is not too volatile given 3 months investment horizon. Natural Grocers by has Sharpe Ratio of 0.24, which conveys that the firm had a 0.24% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.01% are justified by taking the suggested risk. Use Natural Grocers by Risk Adjusted Performance of 0.1952, downside deviation of 2.82, and Mean Deviation of 2.36 to evaluate company specific risk that cannot be diversified away. Natural Grocers holds a performance score of 18 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 2.02, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Natural Grocers will likely underperform. Use Natural Grocers by expected short fall, and the relationship between the value at risk and daily balance of power , to analyze future returns on Natural Grocers by.
Auto-correlation | 0.85 |
Very good predictability
Natural Grocers by has very good predictability. Overlapping area represents the amount of predictability between Natural Grocers time series from 25th of October 2024 to 9th of November 2024 and 9th of November 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 Natural Grocers by price movement. The serial correlation of 0.85 indicates that around 85.0% of current Natural Grocers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 21.07 |
Natural Grocers by lagged returns against current returns
Autocorrelation, which is Natural Grocers 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 Natural Grocers' stock expected returns. We can calculate the autocorrelation of Natural Grocers returns to help us make a trade decision. For example, suppose you find that Natural Grocers 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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Natural Grocers 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 Natural Grocers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natural Grocers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natural Grocers stock over time.
Current vs Lagged Prices |
| Timeline |
Natural Grocers Lagged Returns
When evaluating Natural Grocers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natural Grocers stock have on its future price. Natural Grocers 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, Natural Grocers autocorrelation shows the relationship between Natural Grocers stock current value and its past values and can show if there is a momentum factor associated with investing in Natural Grocers by.
Regressed Prices |
| Timeline |
Also Currently Popular
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.When determining whether Natural Grocers by offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Natural Grocers' 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 Natural Grocers By Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Natural Grocers By Stock:Check out Natural Grocers Correlation, Natural Grocers Volatility and Natural Grocers Alpha and Beta module to complement your research on Natural Grocers. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Natural Grocers 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.