Nkt As Stock Market Value
| NRKBF Stock | USD 115.55 0.00 0.00% |
| 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 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 NKT A/S.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in NKT A/S on November 27, 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 30 days. NKT A/S is related to or competes with Nexans SA, Nexans SA, Signify NV, YASKAWA Electric, Furukawa Electric, Ricoh, and Ackermans Van. NKT AS develops, manufactures, and markets cables, accessories, and solutions worldwide 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 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 NKT AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0941 | |||
| Maximum Drawdown | 10.89 |
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 | 0.1111 | |||
| Jensen Alpha | 0.2005 | |||
| Total Risk Alpha | 0.0621 | |||
| Treynor Ratio | 4.78 |
NKT A/S Backtested Returns
NKT A/S appears to be very steady, given 3 months investment horizon. NKT A/S has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % return per unit of standard deviation over the last 3 months. We have found sixteen technical indicators for NKT A/S, which you can use to evaluate the volatility of the firm. Please exercise NKT A/S's Market Risk Adjusted Performance of 4.79, mean deviation of 0.4746, and Risk Adjusted Performance of 0.1111 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NKT A/S holds a performance score of 12. The company secures a Beta (Market Risk) of 0.0426, 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. Please check NKT A/S's information ratio, and the relationship between the coefficient of variation and skewness , to make a quick decision on whether NKT A/S's current price movements will revert.
Auto-correlation | 1.00 |
Perfect predictability
NKT AS has perfect predictability. Overlapping area represents the amount of predictability between NKT A/S time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 NKT A/S price movement. The serial correlation of 1.0 indicates that 100.0% of current NKT A/S price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
NKT A/S lagged returns against current returns
Autocorrelation, which is NKT A/S 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 NKT A/S's pink sheet expected returns. We can calculate the autocorrelation of NKT A/S returns to help us make a trade decision. For example, suppose you find that NKT A/S 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 |
NKT A/S 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 NKT A/S pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NKT A/S pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NKT A/S pink sheet over time.
Current vs Lagged Prices |
| Timeline |
NKT A/S Lagged Returns
When evaluating NKT A/S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NKT A/S pink sheet have on its future price. NKT A/S 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, NKT A/S autocorrelation shows the relationship between NKT A/S pink sheet current value and its past values and can show if there is a momentum factor associated with investing in NKT AS.
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 |
Additional Information and Resources on Investing in NKT Pink Sheet
When determining whether NKT A/S offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of NKT A/S's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Nkt As Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Nkt As Stock:Check out NKT A/S Correlation, NKT A/S Volatility and NKT A/S Alpha and Beta module to complement your research on NKT A/S. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
NKT A/S technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.