Navigator Holdings Stock Market Value
| NVGS Stock | USD 15.88 0.44 2.70% |
| Symbol | Navigator |
Navigator Holdings Price To Book Ratio
Is Oil & Gas Storage & Transportation 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 Navigator Holdings. If investors know Navigator 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 Navigator Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 0.2 | Earnings Share 1.12 | Revenue Per Share 7.825 | Quarterly Revenue Growth 0.029 | Return On Assets 0.0425 |
The market value of Navigator Holdings is measured differently than its book value, which is the value of Navigator that is recorded on the company's balance sheet. Investors also form their own opinion of Navigator Holdings' value that differs from its market value or its book value, called intrinsic value, which is Navigator Holdings' 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 Navigator Holdings' market value can be influenced by many factors that don't directly affect Navigator Holdings' 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 Navigator Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Navigator Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Navigator Holdings' 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.
Navigator Holdings '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 Navigator Holdings' 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 Navigator Holdings.
| 02/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Navigator Holdings on February 4, 2023 and sell it all today you would earn a total of 0.00 from holding Navigator Holdings or generate 0.0% return on investment in Navigator Holdings over 660 days. Navigator Holdings is related to or competes with Scorpio Tankers, Teekay Tankers, International Seaways, Frontline, DHT Holdings, FLEX LNG, and Torm PLC. Navigator Holdings Ltd. owns and operates a fleet of liquefied gas carriers worldwide More
Navigator Holdings 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 Navigator Holdings' 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 Navigator Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 8.11 | |||
| Value At Risk | (2.84) | |||
| Potential Upside | 2.52 |
Navigator Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Navigator Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Navigator Holdings' standard deviation. In reality, there are many statistical measures that can use Navigator Holdings historical prices to predict the future Navigator Holdings' volatility.| Risk Adjusted Performance | 0.0225 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0382 |
Navigator Holdings Backtested Returns
Navigator Holdings has Sharpe Ratio of -0.0275, which conveys that the firm had a -0.0275% return per unit of risk over the last 3 months. Navigator Holdings exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Navigator Holdings' Downside Deviation of 1.76, risk adjusted performance of 0.0225, and Mean Deviation of 1.33 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.71, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Navigator Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Navigator Holdings is expected to be smaller as well. At this point, Navigator Holdings has a negative expected return of -0.0466%. Please make sure to verify Navigator Holdings' downside variance, as well as the relationship between the accumulation distribution and price action indicator , to decide if Navigator Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.10 |
Insignificant predictability
Navigator Holdings has insignificant predictability. Overlapping area represents the amount of predictability between Navigator Holdings time series from 4th of February 2023 to 31st of December 2023 and 31st 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 Navigator Holdings price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Navigator Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Navigator Holdings lagged returns against current returns
Autocorrelation, which is Navigator Holdings 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 Navigator Holdings' stock expected returns. We can calculate the autocorrelation of Navigator Holdings returns to help us make a trade decision. For example, suppose you find that Navigator Holdings 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 |
Navigator Holdings 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 Navigator Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Navigator Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Navigator Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Navigator Holdings Lagged Returns
When evaluating Navigator Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Navigator Holdings stock have on its future price. Navigator Holdings 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, Navigator Holdings autocorrelation shows the relationship between Navigator Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Navigator Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Navigator Stock Analysis
When running Navigator Holdings' price analysis, check to measure Navigator Holdings' 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 Navigator Holdings is operating at the current time. Most of Navigator Holdings' value examination focuses on studying past and present price action to predict the probability of Navigator Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Navigator Holdings' price. Additionally, you may evaluate how the addition of Navigator Holdings to your portfolios can decrease your overall portfolio volatility.