Natuzzi Spa Stock Market Value
| NTZ Stock | USD 4.50 0.25 5.88% |
| Symbol | Natuzzi |
Natuzzi SpA Price To Book Ratio
Is Household Durables 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 Natuzzi SpA. If investors know Natuzzi 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 Natuzzi SpA listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.82) | Earnings Share (1.57) | Revenue Per Share 29.835 | Quarterly Revenue Growth 0.011 | Return On Assets (0) |
The market value of Natuzzi SpA is measured differently than its book value, which is the value of Natuzzi that is recorded on the company's balance sheet. Investors also form their own opinion of Natuzzi SpA's value that differs from its market value or its book value, called intrinsic value, which is Natuzzi SpA'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 Natuzzi SpA's market value can be influenced by many factors that don't directly affect Natuzzi SpA'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 Natuzzi SpA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Natuzzi SpA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Natuzzi SpA'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.
Natuzzi SpA '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 Natuzzi SpA'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 Natuzzi SpA.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Natuzzi SpA on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Natuzzi SpA or generate 0.0% return on investment in Natuzzi SpA over 30 days. Natuzzi SpA is related to or competes with Willis Lease, Rocky Brands, and First Business. Natuzzi S.p.A. engages in the design, manufacture, and marketing of leather and fabric upholstered furniture through its... More
Natuzzi SpA 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 Natuzzi SpA'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 Natuzzi SpA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.4 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 30.87 | |||
| Value At Risk | (5.44) | |||
| Potential Upside | 8.75 |
Natuzzi SpA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natuzzi SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natuzzi SpA's standard deviation. In reality, there are many statistical measures that can use Natuzzi SpA historical prices to predict the future Natuzzi SpA's volatility.| Risk Adjusted Performance | 0.0225 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.63) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0612 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natuzzi SpA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Natuzzi SpA Backtested Returns
Natuzzi SpA appears to be relatively risky, given 3 months investment horizon. Natuzzi SpA has Sharpe Ratio of 0.0666, which conveys that the firm had a 0.0666% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Natuzzi SpA, which you can use to evaluate the volatility of the firm. Please exercise Natuzzi SpA's Downside Deviation of 4.4, risk adjusted performance of 0.0225, and Mean Deviation of 2.99 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Natuzzi SpA holds a performance score of 5. The company secures a Beta (Market Risk) of 1.18, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Natuzzi SpA will likely underperform. Please check Natuzzi SpA's skewness, day typical price, and the relationship between the downside variance and daily balance of power , to make a quick decision on whether Natuzzi SpA's current price movements will revert.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Natuzzi SpA has insignificant reverse predictability. Overlapping area represents the amount of predictability between Natuzzi SpA time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Natuzzi SpA price movement. The serial correlation of -0.2 indicates that over 20.0% of current Natuzzi SpA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Natuzzi SpA lagged returns against current returns
Autocorrelation, which is Natuzzi SpA 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 Natuzzi SpA's stock expected returns. We can calculate the autocorrelation of Natuzzi SpA returns to help us make a trade decision. For example, suppose you find that Natuzzi SpA 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 |
Natuzzi SpA 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 Natuzzi SpA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natuzzi SpA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natuzzi SpA stock over time.
Current vs Lagged Prices |
| Timeline |
Natuzzi SpA Lagged Returns
When evaluating Natuzzi SpA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natuzzi SpA stock have on its future price. Natuzzi SpA 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, Natuzzi SpA autocorrelation shows the relationship between Natuzzi SpA stock current value and its past values and can show if there is a momentum factor associated with investing in Natuzzi SpA.
Regressed Prices |
| Timeline |
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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.Additional Tools for Natuzzi Stock Analysis
When running Natuzzi SpA's price analysis, check to measure Natuzzi SpA'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 Natuzzi SpA is operating at the current time. Most of Natuzzi SpA's value examination focuses on studying past and present price action to predict the probability of Natuzzi SpA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Natuzzi SpA's price. Additionally, you may evaluate how the addition of Natuzzi SpA to your portfolios can decrease your overall portfolio volatility.