NOVARTIS N (Germany) Market Value
| NOT Stock | EUR 143.42 1.56 1.10% |
| Symbol | NOVARTIS |
NOVARTIS N '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 NOVARTIS N'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 NOVARTIS N.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in NOVARTIS N on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding NOVARTIS N or generate 0.0% return on investment in NOVARTIS N over 90 days. NOVARTIS N is related to or competes with ROCHE HLDG, DANAHER (DAPSG), and BANK OF CHINA. NOVARTIS N is entity of Germany. It is traded as Stock on MU exchange. More
NOVARTIS N 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 NOVARTIS N'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 NOVARTIS N upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7773 | |||
| Information Ratio | 0.2786 | |||
| Maximum Drawdown | 4.95 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 2.1 |
NOVARTIS N Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NOVARTIS N's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NOVARTIS N's standard deviation. In reality, there are many statistical measures that can use NOVARTIS N historical prices to predict the future NOVARTIS N's volatility.| Risk Adjusted Performance | 0.2816 | |||
| Jensen Alpha | 0.3772 | |||
| Total Risk Alpha | 0.2625 | |||
| Sortino Ratio | 0.3756 | |||
| Treynor Ratio | (5.51) |
NOVARTIS N February 27, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.2816 | |||
| Market Risk Adjusted Performance | (5.50) | |||
| Mean Deviation | 0.8187 | |||
| Semi Deviation | 0.232 | |||
| Downside Deviation | 0.7773 | |||
| Coefficient Of Variation | 274.41 | |||
| Standard Deviation | 1.05 | |||
| Variance | 1.1 | |||
| Information Ratio | 0.2786 | |||
| Jensen Alpha | 0.3772 | |||
| Total Risk Alpha | 0.2625 | |||
| Sortino Ratio | 0.3756 | |||
| Treynor Ratio | (5.51) | |||
| Maximum Drawdown | 4.95 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 2.1 | |||
| Downside Variance | 0.6041 | |||
| Semi Variance | 0.0538 | |||
| Expected Short fall | (1.09) | |||
| Skewness | 0.5808 | |||
| Kurtosis | 0.867 |
NOVARTIS N Backtested Returns
NOVARTIS N appears to be very steady, given 3 months investment horizon. NOVARTIS N has Sharpe Ratio of 0.41, which conveys that the firm had a 0.41 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for NOVARTIS N, which you can use to evaluate the volatility of the firm. Please exercise NOVARTIS N's Risk Adjusted Performance of 0.2816, mean deviation of 0.8187, and Market Risk Adjusted Performance of (5.50) to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NOVARTIS N holds a performance score of 32. The company secures a Beta (Market Risk) of -0.0675, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NOVARTIS N are expected to decrease at a much lower rate. During the bear market, NOVARTIS N is likely to outperform the market. Please check NOVARTIS N's kurtosis, market facilitation index, and the relationship between the semi variance and rate of daily change , to make a quick decision on whether NOVARTIS N's current price movements will revert.
Auto-correlation | 0.91 |
Excellent predictability
NOVARTIS N has excellent predictability. Overlapping area represents the amount of predictability between NOVARTIS N time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th of February 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 NOVARTIS N price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current NOVARTIS N price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 26.9 |
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Additional Tools for NOVARTIS Stock Analysis
When running NOVARTIS N's price analysis, check to measure NOVARTIS N'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 NOVARTIS N is operating at the current time. Most of NOVARTIS N's value examination focuses on studying past and present price action to predict the probability of NOVARTIS N's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NOVARTIS N's price. Additionally, you may evaluate how the addition of NOVARTIS N to your portfolios can decrease your overall portfolio volatility.