Ninety One Group Stock Market Value
| NINTF Stock | USD 2.59 0.00 0.00% |
| Symbol | Ninety |
Ninety One '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 Ninety One's pink sheet 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 Ninety One.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Ninety One on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Ninety One Group or generate 0.0% return on investment in Ninety One over 180 days. Ninety One is related to or competes with FirstRand, TP ICAP, JTC PLC, Peugeot Invest, AmTrust Financial, Vontobel Holding, and Equitable. Ninety One Group operates as an independent global asset manager worldwide More
Ninety One 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 Ninety One's pink sheet 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 Ninety One Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 6.28 |
Ninety One Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ninety One's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ninety One's standard deviation. In reality, there are many statistical measures that can use Ninety One historical prices to predict the future Ninety One's volatility.| Risk Adjusted Performance | 0.0524 | |||
| Jensen Alpha | 0.0455 | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.69) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ninety One'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.
Ninety One Group Backtested Returns
At this point, Ninety One is somewhat reliable. Ninety One Group has Sharpe Ratio of 0.0748, which conveys that the firm had a 0.0748 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Ninety One, which you can use to evaluate the volatility of the firm. Please verify Ninety One's Standard Deviation of 0.6865, mean deviation of 0.196, and Risk Adjusted Performance of 0.0524 to check out if the risk estimate we provide is consistent with the expected return of 0.0513%. Ninety One has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0598, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ninety One are expected to decrease at a much lower rate. During the bear market, Ninety One is likely to outperform the market. Ninety One Group right now secures a risk of 0.69%. Please verify Ninety One Group information ratio and rate of daily change , to decide if Ninety One Group will be following its current price movements.
Auto-correlation | 0.30 |
Below average predictability
Ninety One Group has below average predictability. Overlapping area represents the amount of predictability between Ninety One time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Ninety One Group price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Ninety One price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ninety One Group lagged returns against current returns
Autocorrelation, which is Ninety One pink sheet'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 Ninety One's pink sheet expected returns. We can calculate the autocorrelation of Ninety One returns to help us make a trade decision. For example, suppose you find that Ninety One has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Ninety One 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 Ninety One pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ninety One pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ninety One pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ninety One Lagged Returns
When evaluating Ninety One's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ninety One pink sheet have on its future price. Ninety One 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, Ninety One autocorrelation shows the relationship between Ninety One pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ninety One Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| DD | Dupont De Nemours | |
| CRDO | Credo Technology Group | |
| GOOG | Alphabet Inc Class C | |
| BAC | Bank of America | |
| CRM | Salesforce |
Other Information on Investing in Ninety Pink Sheet
Ninety One financial ratios help investors to determine whether Ninety Pink Sheet 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 Ninety with respect to the benefits of owning Ninety One security.