Natwest Group Plc Stock Market Value
| RBSPF Stock | USD 8.87 0.26 3.02% |
| 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 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 NatWest Group.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in NatWest Group on November 28, 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 Nordea Bank, Oversea-Chinese BankingLimited, Nordea Bank, Overseas Chinese, Crédit Agricole, Barclays PLC, and Standard Chartered. NatWest Group plc, together with its subsidiaries, provides banking and financial products and services to personal, com... 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 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 NatWest Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.66 | |||
| Information Ratio | 0.1303 | |||
| Maximum Drawdown | 13.01 | |||
| Value At Risk | (4.04) | |||
| Potential Upside | 5.36 |
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 | 0.1207 | |||
| Jensen Alpha | 0.378 | |||
| Total Risk Alpha | 0.1385 | |||
| Sortino Ratio | 0.1343 | |||
| Treynor Ratio | 0.5957 |
NatWest Group PLC Backtested Returns
NatWest Group appears to be somewhat reliable, given 3 months investment horizon. NatWest Group PLC 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 thirty technical indicators for NatWest Group, which you can use to evaluate the volatility of the firm. Please exercise NatWest Group's Mean Deviation of 2.16, downside deviation of 2.66, and Risk Adjusted Performance of 0.1207 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 12. The company secures a Beta (Market Risk) of 0.73, 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 skewness, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether NatWest Group's current price movements will revert.
Auto-correlation | -0.46 |
Modest reverse predictability
NatWest Group PLC has modest reverse predictability. Overlapping area represents the amount of predictability between NatWest Group time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 -0.46 indicates that about 46.0% of current NatWest Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
NatWest Group PLC lagged returns against current returns
Autocorrelation, which is NatWest Group 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 NatWest Group's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NatWest Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NatWest Group pink sheet 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 pink sheet 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 pink sheet 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 |
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Additional Information and Resources on Investing in NatWest Pink Sheet
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 Pink Sheet, 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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
NatWest Group technical pink sheet 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, pink sheet market cycles, or different charting patterns.