Nanosonics Limited Stock Market Value
| NNCSF Stock | USD 2.90 0.00 0.00% |
| Symbol | Nanosonics |
Nanosonics '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 Nanosonics' 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 Nanosonics.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Nanosonics on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Nanosonics Limited or generate 0.0% return on investment in Nanosonics over 30 days. Nanosonics is related to or competes with Safilo Group, Arjo AB, Safilo Group, LifeTech Scientific, Top GloveBhd, SMS, and Tobii Dynavox. Nanosonics Limited, together with its subsidiaries, operates as an infection prevention company in Australia and interna... More
Nanosonics 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 Nanosonics' 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 Nanosonics Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.7 | |||
| Information Ratio | 0.0245 | |||
| Maximum Drawdown | 24.59 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 6.23 |
Nanosonics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nanosonics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nanosonics' standard deviation. In reality, there are many statistical measures that can use Nanosonics historical prices to predict the future Nanosonics' volatility.| Risk Adjusted Performance | 0.043 | |||
| Jensen Alpha | 0.1645 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.01 | |||
| Treynor Ratio | (0.59) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nanosonics' 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.
Nanosonics Limited Backtested Returns
At this point, Nanosonics is unstable. Nanosonics Limited has Sharpe Ratio of 0.0351, which conveys that the firm had a 0.0351 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Nanosonics, which you can use to evaluate the volatility of the firm. Please verify Nanosonics' Risk Adjusted Performance of 0.043, downside deviation of 7.7, and Mean Deviation of 1.23 to check out if the risk estimate we provide is consistent with the expected return of 0.0852%. Nanosonics has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Nanosonics are expected to decrease at a much lower rate. During the bear market, Nanosonics is likely to outperform the market. Nanosonics Limited right now secures a risk of 2.43%. Please verify Nanosonics Limited treynor ratio, as well as the relationship between the downside variance and kurtosis , to decide if Nanosonics Limited will be following its current price movements.
Auto-correlation | 0.52 |
Modest predictability
Nanosonics Limited has modest predictability. Overlapping area represents the amount of predictability between Nanosonics time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Nanosonics Limited price movement. The serial correlation of 0.52 indicates that about 52.0% of current Nanosonics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nanosonics Limited lagged returns against current returns
Autocorrelation, which is Nanosonics 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 Nanosonics' pink sheet expected returns. We can calculate the autocorrelation of Nanosonics returns to help us make a trade decision. For example, suppose you find that Nanosonics 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 |
Nanosonics 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 Nanosonics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nanosonics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nanosonics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nanosonics Lagged Returns
When evaluating Nanosonics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nanosonics pink sheet have on its future price. Nanosonics 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, Nanosonics autocorrelation shows the relationship between Nanosonics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nanosonics Limited.
Regressed Prices |
| Timeline |
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Other Information on Investing in Nanosonics Pink Sheet
Nanosonics financial ratios help investors to determine whether Nanosonics 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 Nanosonics with respect to the benefits of owning Nanosonics security.