NIO's market value is the price at which a share of NIO trades on a public exchange. It measures the collective expectations of NIO Inc investors about its performance. NIO is trading at 5.15 as of the 25th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 5.15. With this module, you can estimate the performance of a buy and hold strategy of NIO Inc and determine expected loss or profit from investing in NIO over a given investment horizon. Check out NIO Correlation, NIO Volatility and NIO Alpha and Beta module to complement your research on NIO.
Please note, there is a significant difference between NIO's value and its price as these two are different measures arrived at by different means. Investors typically determine if NIO is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NIO'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.
NIO '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 NIO'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 NIO.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure NIO'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 NIO Inc upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for NIO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NIO's standard deviation. In reality, there are many statistical measures that can use NIO historical prices to predict the future NIO's volatility.
NIO Inc has Sharpe Ratio of -0.2, which conveys that the firm had a -0.2 % return per unit of volatility over the last 3 months. NIO exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NIO's mean deviation of 1.76, and Risk Adjusted Performance of (0.12) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NIO's returns are expected to increase less than the market. However, during the bear market, the loss of holding NIO is expected to be smaller as well. At this point, NIO Inc has a negative expected return of -0.54%. Please make sure to verify NIO's information ratio, potential upside, as well as the relationship between the Potential Upside and day median price , to decide if NIO Inc performance from the past will be repeated at future time.
Auto-correlation
0.00
No correlation between past and present
NIO Inc has no correlation between past and present. Overlapping area represents the amount of predictability between NIO time series from 25th of November 2025 to 10th of December 2025 and 10th of December 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 NIO Inc price movement. The serial correlation of 0.0 indicates that just 0.0% of current NIO price fluctuation can be explain by its past prices.
Correlation Coefficient
0.0
Spearman Rank Test
-0.23
Residual Average
0.0
Price Variance
0.0
NIO Inc lagged returns against current returns
Autocorrelation, which is NIO 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 NIO's pink sheet expected returns. We can calculate the autocorrelation of NIO returns to help us make a trade decision. For example, suppose you find that NIO 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
NIO 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 NIO pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NIO pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NIO pink sheet over time.
Current vs Lagged Prices
Timeline
NIO Lagged Returns
When evaluating NIO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NIO pink sheet have on its future price. NIO 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, NIO autocorrelation shows the relationship between NIO pink sheet current value and its past values and can show if there is a momentum factor associated with investing in NIO Inc.
NIO financial ratios help investors to determine whether NIO 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 NIO with respect to the benefits of owning NIO security.