NKT A/S (Germany) Market Value
| NKT Stock | EUR 103.60 2.00 1.89% |
| Symbol | NKT |
NKT A/S '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 NKT A/S'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 NKT A/S.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in NKT A/S on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding NKT AS or generate 0.0% return on investment in NKT A/S over 90 days. NKT A/S is related to or competes with KB HOME, JAPAN TOBACCO, PURETECH HEALTH, National Health, Tri Pointe, Hisense Home, and Corporate Office. More
NKT A/S 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 NKT A/S'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 NKT AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.0039 | |||
| Maximum Drawdown | 20.73 | |||
| Value At Risk | (3.32) | |||
| Potential Upside | 3.06 |
NKT A/S Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NKT A/S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NKT A/S's standard deviation. In reality, there are many statistical measures that can use NKT A/S historical prices to predict the future NKT A/S's volatility.| Risk Adjusted Performance | 0.0313 | |||
| Jensen Alpha | 0.0628 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0052 | |||
| Treynor Ratio | 0.3334 |
NKT A/S January 24, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.0313 | |||
| Market Risk Adjusted Performance | 0.3434 | |||
| Mean Deviation | 1.7 | |||
| Semi Deviation | 2.0 | |||
| Downside Deviation | 2.05 | |||
| Coefficient Of Variation | 3055.48 | |||
| Standard Deviation | 2.72 | |||
| Variance | 7.39 | |||
| Information Ratio | 0.0039 | |||
| Jensen Alpha | 0.0628 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0052 | |||
| Treynor Ratio | 0.3334 | |||
| Maximum Drawdown | 20.73 | |||
| Value At Risk | (3.32) | |||
| Potential Upside | 3.06 | |||
| Downside Variance | 4.22 | |||
| Semi Variance | 4.0 | |||
| Expected Short fall | (1.79) | |||
| Skewness | 3.08 | |||
| Kurtosis | 17.89 |
NKT A/S Backtested Returns
Currently, NKT AS is very steady. NKT A/S has Sharpe Ratio of 0.0527, which conveys that the firm had a 0.0527 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for NKT A/S, which you can use to evaluate the volatility of the firm. Please verify NKT A/S's Mean Deviation of 1.7, market risk adjusted performance of 0.3434, and Risk Adjusted Performance of 0.0313 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. NKT A/S has a performance score of 4 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, NKT A/S's returns are expected to increase less than the market. However, during the bear market, the loss of holding NKT A/S is expected to be smaller as well. NKT A/S currently secures a risk of 2.76%. Please verify NKT AS treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if NKT AS will be following its current price movements.
Auto-correlation | 0.21 |
Weak predictability
NKT AS has weak predictability. Overlapping area represents the amount of predictability between NKT A/S time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of NKT A/S price movement. The serial correlation of 0.21 indicates that over 21.0% of current NKT A/S price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 5.36 |
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Additional Tools for NKT Stock Analysis
When running NKT A/S's price analysis, check to measure NKT A/S'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 NKT A/S is operating at the current time. Most of NKT A/S's value examination focuses on studying past and present price action to predict the probability of NKT A/S's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NKT A/S's price. Additionally, you may evaluate how the addition of NKT A/S to your portfolios can decrease your overall portfolio volatility.