NatWest Group (UK) Market Value
| NWG Stock | 453.30 9.60 2.16% |
| Symbol | NatWest |
NatWest Group '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 NatWest Group'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 NatWest Group.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in NatWest Group on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding NatWest Group PLC or generate 0.0% return on investment in NatWest Group over 30 days. NatWest Group is related to or competes with Air Products, SBM Offshore, Systemair, Solstad Offshore, Norwegian Air, CAP LEASE, and Amedeo Air. NatWest Group is entity of United Kingdom More
NatWest Group 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 NatWest Group'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 NatWest Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.1171 | |||
| Maximum Drawdown | 7.89 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 2.85 |
NatWest Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NatWest Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NatWest Group's standard deviation. In reality, there are many statistical measures that can use NatWest Group historical prices to predict the future NatWest Group's volatility.| Risk Adjusted Performance | 0.0983 | |||
| Jensen Alpha | 0.1883 | |||
| Total Risk Alpha | 0.1794 | |||
| Sortino Ratio | 0.1161 | |||
| Treynor Ratio | 0.5211 |
NatWest Group PLC Backtested Returns
NatWest Group appears to be very steady, given 3 months investment horizon. NatWest Group PLC has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for NatWest Group, which you can use to evaluate the volatility of the firm. Please exercise NatWest Group's Mean Deviation of 1.17, risk adjusted performance of 0.0983, and Downside Deviation of 1.6 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NatWest Group holds a performance score of 11. The company secures a Beta (Market Risk) of 0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NatWest Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding NatWest Group is expected to be smaller as well. Please check NatWest Group's treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to make a quick decision on whether NatWest Group's current price movements will revert.
Auto-correlation | 0.12 |
Insignificant predictability
NatWest Group PLC has insignificant predictability. Overlapping area represents the amount of predictability between NatWest Group time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 NatWest Group PLC price movement. The serial correlation of 0.12 indicates that less than 12.0% of current NatWest Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 54.91 |
NatWest Group PLC lagged returns against current returns
Autocorrelation, which is NatWest Group 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 NatWest Group's stock expected returns. We can calculate the autocorrelation of NatWest Group returns to help us make a trade decision. For example, suppose you find that NatWest Group 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 |
NatWest Group 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 NatWest Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NatWest Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NatWest Group stock over time.
Current vs Lagged Prices |
| Timeline |
NatWest Group Lagged Returns
When evaluating NatWest Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NatWest Group stock have on its future price. NatWest Group 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, NatWest Group autocorrelation shows the relationship between NatWest Group stock current value and its past values and can show if there is a momentum factor associated with investing in NatWest Group PLC.
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.When determining whether NatWest Group PLC is a strong investment it is important to analyze NatWest Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact NatWest Group's future performance. For an informed investment choice regarding NatWest Stock, refer to the following important reports:Check out NatWest Group Correlation, NatWest Group Volatility and NatWest Group Alpha and Beta module to complement your research on NatWest Group. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
NatWest Group technical stock 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, stock market cycles, or different charting patterns.