Naturhouse Health (Spain) Market Value
| NTH Stock | EUR 1.70 0.01 0.59% |
| Symbol | Naturhouse |
Naturhouse Health '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 Naturhouse Health'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 Naturhouse Health.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Naturhouse Health on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Naturhouse Health SA or generate 0.0% return on investment in Naturhouse Health over 720 days. Naturhouse Health is related to or competes with Atrys Health, Plasticos Compuestos, Parlem Telecom, Tier1 Technology, and Borges Agricultural. Naturhouse Health, S.A. operates in the nutrition and weight management industry in Spain and internationally More
Naturhouse Health 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 Naturhouse Health'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 Naturhouse Health SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 16.92 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 1.98 |
Naturhouse Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Naturhouse Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Naturhouse Health's standard deviation. In reality, there are many statistical measures that can use Naturhouse Health historical prices to predict the future Naturhouse Health's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | (0.78) |
Naturhouse Health Backtested Returns
Naturhouse Health has Sharpe Ratio of -0.13, which conveys that the firm had a -0.13% return per unit of risk over the last 3 months. Naturhouse Health exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Naturhouse Health's Risk Adjusted Performance of (0.05), standard deviation of 2.02, and Mean Deviation of 1.16 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Naturhouse Health's returns are expected to increase less than the market. However, during the bear market, the loss of holding Naturhouse Health is expected to be smaller as well. At this point, Naturhouse Health has a negative expected return of -0.25%. Please make sure to verify Naturhouse Health's daily balance of power, and the relationship between the skewness and day typical price , to decide if Naturhouse Health performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Naturhouse Health SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Naturhouse Health time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Naturhouse Health price movement. The serial correlation of -0.2 indicates that over 20.0% of current Naturhouse Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Naturhouse Health lagged returns against current returns
Autocorrelation, which is Naturhouse Health 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 Naturhouse Health's stock expected returns. We can calculate the autocorrelation of Naturhouse Health returns to help us make a trade decision. For example, suppose you find that Naturhouse Health 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 |
Naturhouse Health 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 Naturhouse Health stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Naturhouse Health stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Naturhouse Health stock over time.
Current vs Lagged Prices |
| Timeline |
Naturhouse Health Lagged Returns
When evaluating Naturhouse Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Naturhouse Health stock have on its future price. Naturhouse Health 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, Naturhouse Health autocorrelation shows the relationship between Naturhouse Health stock current value and its past values and can show if there is a momentum factor associated with investing in Naturhouse Health SA.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Naturhouse Stock
Naturhouse Health financial ratios help investors to determine whether Naturhouse Stock 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 Naturhouse with respect to the benefits of owning Naturhouse Health security.