NTT System (Poland) Performance

NTT Stock   11.55  0.30  2.53%   
On a scale of 0 to 100, NTT System holds a performance score of 12. The company secures a Beta (Market Risk) of -0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NTT System are expected to decrease at a much lower rate. During the bear market, NTT System is likely to outperform the market. Please check NTT System's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether NTT System's current price movements will revert.

Risk-Adjusted Performance

Good

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in NTT System SA are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Even with relatively weak basic indicators, NTT System reported solid returns over the last few months and may actually be approaching a breakup point. ...more
  

NTT System Relative Risk vs. Return Landscape

If you would invest  908.00  in NTT System SA on November 27, 2025 and sell it today you would earn a total of  247.00  from holding NTT System SA or generate 27.2% return on investment over 90 days. NTT System SA is generating 0.4462% of daily returns and assumes 2.8133% volatility on return distribution over the 90 days horizon. Simply put, 25% of stocks are less volatile than NTT, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon NTT System is expected to generate 3.68 times more return on investment than the market. However, the company is 3.68 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.07 per unit of risk.

NTT System Target Price Odds to finish over Current Price

The tendency of NTT Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 11.55 90 days 11.55 
about 13.95
Based on a normal probability distribution, the odds of NTT System to move above the current price in 90 days from now is about 13.95 (This NTT System SA probability density function shows the probability of NTT Stock to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon NTT System SA has a beta of -0.17. This indicates as returns on the benchmark increase, returns on holding NTT System are expected to decrease at a much lower rate. During a bear market, however, NTT System SA is likely to outperform the market. Additionally NTT System SA has an alpha of 0.4468, implying that it can generate a 0.45 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   NTT System Price Density   
       Price  

Predictive Modules for NTT System

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as NTT System SA. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NTT System'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.

NTT System Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. NTT System is not an exception. The market had few large corrections towards the NTT System's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold NTT System SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of NTT System within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.45
β
Beta against Dow Jones-0.17
σ
Overall volatility
1.21
Ir
Information ratio 0.12

Things to note about NTT System SA performance evaluation

Checking the ongoing alerts about NTT System for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for NTT System SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Evaluating NTT System's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate NTT System's stock performance include:
  • Analyzing NTT System's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether NTT System's stock is overvalued or undervalued compared to its peers.
  • Examining NTT System's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating NTT System's management team can have a significant impact on its success or failure. Reviewing the track record and experience of NTT System's management team can help you assess the Company's leadership.
  • Pay attention to analyst opinions and ratings of NTT System's stock. These opinions can provide insight into NTT System's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating NTT System's stock performance is not an exact science, and many factors can impact NTT System's stock market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Additional Tools for NTT Stock Analysis

When running NTT System's price analysis, check to measure NTT System'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 NTT System is operating at the current time. Most of NTT System's value examination focuses on studying past and present price action to predict the probability of NTT System's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NTT System's price. Additionally, you may evaluate how the addition of NTT System to your portfolios can decrease your overall portfolio volatility.