News Corp (UK) Market Value
| 0K7U Stock | 28.29 0.08 0.28% |
| Symbol | News |
News Corp '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 News Corp'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 News Corp.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in News Corp on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding News Corp Cl or generate 0.0% return on investment in News Corp over 30 days. News Corp is related to or competes with Silvercorp Metals, Compagnie Plastic, Empire Metals, First, Beowulf Mining, MTI Wireless, and Jacquet Metal. News Corp is entity of United Kingdom. It is traded as Stock on LSE exchange. More
News Corp 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 News Corp'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 News Corp Cl upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 7.98 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.66 |
News Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for News Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as News Corp's standard deviation. In reality, there are many statistical measures that can use News Corp historical prices to predict the future News Corp's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.22) |
News Corp Cl Backtested Returns
News Corp Cl has Sharpe Ratio of -0.0415, which conveys that the firm had a -0.0415 % return per unit of risk over the last 3 months. News Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify News Corp's Risk Adjusted Performance of (0.03), mean deviation of 0.8741, and Standard Deviation of 1.22 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, News Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding News Corp is expected to be smaller as well. At this point, News Corp Cl has a negative expected return of -0.0516%. Please make sure to verify News Corp's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if News Corp Cl performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
News Corp Cl has almost perfect reverse predictability. Overlapping area represents the amount of predictability between News Corp time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th 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 News Corp Cl price movement. The serial correlation of -0.76 indicates that around 76.0% of current News Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
News Corp Cl lagged returns against current returns
Autocorrelation, which is News Corp 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 News Corp's stock expected returns. We can calculate the autocorrelation of News Corp returns to help us make a trade decision. For example, suppose you find that News Corp 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 |
News Corp 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 News Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if News Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in News Corp stock over time.
Current vs Lagged Prices |
| Timeline |
News Corp Lagged Returns
When evaluating News Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of News Corp stock have on its future price. News Corp 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, News Corp autocorrelation shows the relationship between News Corp stock current value and its past values and can show if there is a momentum factor associated with investing in News Corp Cl.
Regressed Prices |
| Timeline |
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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.Additional Tools for News Stock Analysis
When running News Corp's price analysis, check to measure News Corp'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 News Corp is operating at the current time. Most of News Corp's value examination focuses on studying past and present price action to predict the probability of News Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move News Corp's price. Additionally, you may evaluate how the addition of News Corp to your portfolios can decrease your overall portfolio volatility.