Neptune Insurance Holdings Stock Market Value
| NP Stock | USD 30.25 1.00 3.42% |
| Symbol | Neptune |
Neptune Insurance Company Valuation
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Neptune Insurance. If investors know Neptune will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Neptune Insurance listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Neptune Insurance is measured differently than its book value, which is the value of Neptune that is recorded on the company's balance sheet. Investors also form their own opinion of Neptune Insurance's value that differs from its market value or its book value, called intrinsic value, which is Neptune Insurance's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Neptune Insurance's market value can be influenced by many factors that don't directly affect Neptune Insurance's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Neptune Insurance's value and its price as these two are different measures arrived at by different means. Investors typically determine if Neptune Insurance is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Neptune Insurance'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.
Neptune Insurance '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 Neptune Insurance'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 Neptune Insurance.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in Neptune Insurance on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Neptune Insurance Holdings or generate 0.0% return on investment in Neptune Insurance over 30 days. Neptune Insurance is related to or competes with Flaherty, First Trust, Stewart Global, Neuberger Berman, Eaton Vance, Invesco Advantage, and BlackRock MIT. Neenah, Inc., a specialty materials company, engages in the performance-based technical products, and fine paper and pac... More
Neptune Insurance 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 Neptune Insurance'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 Neptune Insurance Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.12 | |||
| Information Ratio | 0.0871 | |||
| Maximum Drawdown | 23.42 | |||
| Value At Risk | (3.98) | |||
| Potential Upside | 7.14 |
Neptune Insurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Neptune Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Neptune Insurance's standard deviation. In reality, there are many statistical measures that can use Neptune Insurance historical prices to predict the future Neptune Insurance's volatility.| Risk Adjusted Performance | 0.0815 | |||
| Jensen Alpha | 0.3387 | |||
| Total Risk Alpha | 0.074 | |||
| Sortino Ratio | 0.1101 | |||
| Treynor Ratio | 0.3714 |
Neptune Insurance Backtested Returns
Neptune Insurance appears to be not too volatile, given 3 months investment horizon. Neptune Insurance has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Neptune Insurance, which you can use to evaluate the volatility of the firm. Please exercise Neptune Insurance's Risk Adjusted Performance of 0.0815, mean deviation of 2.91, and Downside Deviation of 3.12 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Neptune Insurance holds a performance score of 8. The company secures a Beta (Market Risk) of 1.08, which conveys a somewhat significant risk relative to the market. Neptune Insurance returns are very sensitive to returns on the market. As the market goes up or down, Neptune Insurance is expected to follow. Please check Neptune Insurance's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Neptune Insurance's current price movements will revert.
Auto-correlation | 0.66 |
Good predictability
Neptune Insurance Holdings has good predictability. Overlapping area represents the amount of predictability between Neptune Insurance 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 Neptune Insurance price movement. The serial correlation of 0.66 indicates that around 66.0% of current Neptune Insurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 1.13 |
Neptune Insurance lagged returns against current returns
Autocorrelation, which is Neptune Insurance stock'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 Neptune Insurance's stock expected returns. We can calculate the autocorrelation of Neptune Insurance returns to help us make a trade decision. For example, suppose you find that Neptune Insurance has exhibited high autocorrelation historically, and you observe that the stock 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 |
Neptune Insurance 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 Neptune Insurance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Neptune Insurance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Neptune Insurance stock over time.
Current vs Lagged Prices |
| Timeline |
Neptune Insurance Lagged Returns
When evaluating Neptune Insurance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Neptune Insurance stock have on its future price. Neptune Insurance 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, Neptune Insurance autocorrelation shows the relationship between Neptune Insurance stock current value and its past values and can show if there is a momentum factor associated with investing in Neptune Insurance Holdings.
Regressed Prices |
| Timeline |
Pair Trading with Neptune Insurance
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Neptune Insurance position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Neptune Insurance will appreciate offsetting losses from the drop in the long position's value.Moving together with Neptune Stock
Moving against Neptune Stock
| 0.56 | AB | AllianceBernstein | PairCorr |
| 0.4 | FT | Franklin Universal Closed | PairCorr |
| 0.33 | TY | Tri Continental Closed | PairCorr |
The ability to find closely correlated positions to Neptune Insurance could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Neptune Insurance when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Neptune Insurance - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Neptune Insurance Holdings to buy it.
The correlation of Neptune Insurance is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Neptune Insurance moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Neptune Insurance moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Neptune Insurance can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Neptune Stock Analysis
When running Neptune Insurance's price analysis, check to measure Neptune Insurance'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 Neptune Insurance is operating at the current time. Most of Neptune Insurance's value examination focuses on studying past and present price action to predict the probability of Neptune Insurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Neptune Insurance's price. Additionally, you may evaluate how the addition of Neptune Insurance to your portfolios can decrease your overall portfolio volatility.