Nanoco Group Plc Stock Market Value
| NNOCF Stock | USD 0.09 0.01 7.50% |
| Symbol | Nanoco |
Nanoco Group '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 Nanoco Group'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 Nanoco Group.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Nanoco Group on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Nanoco Group plc or generate 0.0% return on investment in Nanoco Group over 30 days. Nanoco Group is related to or competes with ParkerVision, Solitron Devices, Netcoins Holdings, VERSES AI, Baylin Technologies, and Nowigence. Nanoco Group plc, together with its subsidiaries, engages in the research, development, manufacture, and licensing of no... More
Nanoco Group 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 Nanoco Group'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 Nanoco Group plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 22.05 | |||
| Information Ratio | 0.0094 | |||
| Maximum Drawdown | 68.94 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 7.69 |
Nanoco Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nanoco Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nanoco Group's standard deviation. In reality, there are many statistical measures that can use Nanoco Group historical prices to predict the future Nanoco Group's volatility.| Risk Adjusted Performance | 0.022 | |||
| Jensen Alpha | 0.2499 | |||
| Total Risk Alpha | (0.75) | |||
| Sortino Ratio | 0.0039 | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nanoco Group'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.
Nanoco Group plc Backtested Returns
Nanoco Group plc has Sharpe Ratio of -0.0297, which conveys that the firm had a -0.0297 % return per unit of risk over the last 3 months. Nanoco Group exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nanoco Group's Mean Deviation of 3.21, risk adjusted performance of 0.022, and Downside Deviation of 22.05 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -1.34, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Nanoco Group are expected to decrease by larger amounts. On the other hand, during market turmoil, Nanoco Group is expected to outperform it. At this point, Nanoco Group plc has a negative expected return of -0.26%. Please make sure to verify Nanoco Group's semi variance, day median price, and the relationship between the value at risk and kurtosis , to decide if Nanoco Group plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.26 |
Poor predictability
Nanoco Group plc has poor predictability. Overlapping area represents the amount of predictability between Nanoco Group 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 Nanoco Group plc price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Nanoco Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nanoco Group plc lagged returns against current returns
Autocorrelation, which is Nanoco Group 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 Nanoco Group's pink sheet expected returns. We can calculate the autocorrelation of Nanoco Group returns to help us make a trade decision. For example, suppose you find that Nanoco Group 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 |
Nanoco Group 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 Nanoco Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nanoco Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nanoco Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nanoco Group Lagged Returns
When evaluating Nanoco Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nanoco Group pink sheet have on its future price. Nanoco Group 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, Nanoco Group autocorrelation shows the relationship between Nanoco Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nanoco Group plc.
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 Nanoco Pink Sheet
Nanoco Group financial ratios help investors to determine whether Nanoco 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 Nanoco with respect to the benefits of owning Nanoco Group security.