NOS SGPS's market value is the price at which a share of NOS SGPS trades on a public exchange. It measures the collective expectations of NOS SGPS SA investors about its performance. NOS SGPS is trading at 4.30 as of the 29th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 4.3. With this module, you can estimate the performance of a buy and hold strategy of NOS SGPS SA and determine expected loss or profit from investing in NOS SGPS over a given investment horizon. Check out NOS SGPS Correlation, NOS SGPS Volatility and NOS SGPS Alpha and Beta module to complement your research on NOS SGPS.
Please note, there is a significant difference between NOS SGPS's value and its price as these two are different measures arrived at by different means. Investors typically determine if NOS SGPS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NOS SGPS'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.
NOS SGPS '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 NOS SGPS'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 NOS SGPS.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure NOS SGPS'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 NOS SGPS SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for NOS SGPS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NOS SGPS's standard deviation. In reality, there are many statistical measures that can use NOS SGPS historical prices to predict the future NOS SGPS's volatility.
At this point, NOS SGPS is not too volatile. NOS SGPS SA has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of standard deviation over the last 3 months. We have found seventeen technical indicators for NOS SGPS, which you can use to evaluate the volatility of the firm. Please verify NOS SGPS's Mean Deviation of 0.1842, market risk adjusted performance of 0.7357, and Risk Adjusted Performance of 0.0871 to check out if the risk estimate we provide is consistent with the expected return of 0.0964%. NOS SGPS has a performance score of 9 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.12, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NOS SGPS's returns are expected to increase less than the market. However, during the bear market, the loss of holding NOS SGPS is expected to be smaller as well. NOS SGPS SA presently secures a risk of 0.77%. Please verify NOS SGPS SA variance, as well as the relationship between the skewness and day typical price , to decide if NOS SGPS SA will be following its current price movements.
Auto-correlation
1.00
Perfect predictability
NOS SGPS SA has perfect predictability. Overlapping area represents the amount of predictability between NOS SGPS time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 NOS SGPS SA price movement. The serial correlation of 1.0 indicates that 100.0% of current NOS SGPS price fluctuation can be explain by its past prices.
Correlation Coefficient
1.0
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
0.0
NOS SGPS SA lagged returns against current returns
Autocorrelation, which is NOS SGPS 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 NOS SGPS's pink sheet expected returns. We can calculate the autocorrelation of NOS SGPS returns to help us make a trade decision. For example, suppose you find that NOS SGPS 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
NOS SGPS 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 NOS SGPS pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NOS SGPS pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NOS SGPS pink sheet over time.
Current vs Lagged Prices
Timeline
NOS SGPS Lagged Returns
When evaluating NOS SGPS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NOS SGPS pink sheet have on its future price. NOS SGPS 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, NOS SGPS autocorrelation shows the relationship between NOS SGPS pink sheet current value and its past values and can show if there is a momentum factor associated with investing in NOS SGPS SA.
NOS SGPS financial ratios help investors to determine whether NOS 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 NOS with respect to the benefits of owning NOS SGPS security.