Neste Oyj Stock Market Value
| NTOIF Stock | USD 22.83 0.49 2.19% |
| Symbol | Neste |
Neste Oyj '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 Neste Oyj'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 Neste Oyj.
| 12/05/2025 |
| 01/04/2026 |
If you would invest 0.00 in Neste Oyj on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Neste Oyj or generate 0.0% return on investment in Neste Oyj over 30 days. Neste Oyj is related to or competes with ENEOS Holdings, Eneos Holdings, PTT Exploration, OMV Aktiengesellscha, Galp Energia, Tourmaline Oil, and Origin Energy. Neste Oyj provides renewable and oil products in Finland and other Nordic countries, Baltic Rim, other European countrie... More
Neste Oyj 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 Neste Oyj'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 Neste Oyj upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.89 | |||
| Information Ratio | 0.1306 | |||
| Maximum Drawdown | 24.22 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 5.4 |
Neste Oyj Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Neste Oyj's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Neste Oyj's standard deviation. In reality, there are many statistical measures that can use Neste Oyj historical prices to predict the future Neste Oyj's volatility.| Risk Adjusted Performance | 0.1164 | |||
| Jensen Alpha | 0.4228 | |||
| Total Risk Alpha | 0.2052 | |||
| Sortino Ratio | 0.0969 | |||
| Treynor Ratio | 2.42 |
Neste Oyj Backtested Returns
Neste Oyj appears to be not too volatile, given 3 months investment horizon. Neste Oyj has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Neste Oyj, which you can use to evaluate the volatility of the firm. Please exercise Neste Oyj's Downside Deviation of 3.89, mean deviation of 1.33, and Risk Adjusted Performance of 0.1164 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Neste Oyj holds a performance score of 12. The company secures a Beta (Market Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Neste Oyj's returns are expected to increase less than the market. However, during the bear market, the loss of holding Neste Oyj is expected to be smaller as well. Please check Neste Oyj's expected short fall, and the relationship between the value at risk and rate of daily change , to make a quick decision on whether Neste Oyj's current price movements will revert.
Auto-correlation | 0.93 |
Excellent predictability
Neste Oyj has excellent predictability. Overlapping area represents the amount of predictability between Neste Oyj time series from 5th of December 2025 to 20th of December 2025 and 20th of December 2025 to 4th of January 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 Neste Oyj price movement. The serial correlation of 0.93 indicates that approximately 93.0% of current Neste Oyj price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.93 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Neste Oyj lagged returns against current returns
Autocorrelation, which is Neste Oyj 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 Neste Oyj's pink sheet expected returns. We can calculate the autocorrelation of Neste Oyj returns to help us make a trade decision. For example, suppose you find that Neste Oyj 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 |
Neste Oyj 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 Neste Oyj pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Neste Oyj pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Neste Oyj pink sheet over time.
Current vs Lagged Prices |
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Neste Oyj Lagged Returns
When evaluating Neste Oyj's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Neste Oyj pink sheet have on its future price. Neste Oyj 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, Neste Oyj autocorrelation shows the relationship between Neste Oyj pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Neste Oyj.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Neste Pink Sheet
Neste Oyj financial ratios help investors to determine whether Neste 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 Neste with respect to the benefits of owning Neste Oyj security.