Naturhouse Health (UK) Market Value
| 0R9G Stock | 1.69 0.01 0.59% |
| Symbol | Naturhouse |
Naturhouse Health '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 Naturhouse Health'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 Naturhouse Health.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Naturhouse Health on January 9, 2023 and sell it all today you would earn a total of 0.00 from holding Naturhouse Health SA or generate 0.0% return on investment in Naturhouse Health over 690 days. Naturhouse Health is related to or competes with Fevertree Drinks, Cairn Homes, Kinnevik Investment, Livermore Investments, Hansa Investment, Beazer Homes, and Tyson Foods. Naturhouse Health is entity of United Kingdom More
Naturhouse Health 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 Naturhouse Health'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 Naturhouse Health SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 9.22 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 1.8 |
Naturhouse Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Naturhouse Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Naturhouse Health's standard deviation. In reality, there are many statistical measures that can use Naturhouse Health historical prices to predict the future Naturhouse Health's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.55) | |||
| Treynor Ratio | (1.80) |
Naturhouse Health Backtested Returns
Naturhouse Health has Sharpe Ratio of -0.079, which conveys that the firm had a -0.079% return per unit of risk over the last 3 months. Naturhouse Health exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Naturhouse Health's Standard Deviation of 1.7, risk adjusted performance of (0.12), and Mean Deviation of 1.1 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Naturhouse Health's returns are expected to increase less than the market. However, during the bear market, the loss of holding Naturhouse Health is expected to be smaller as well. At this point, Naturhouse Health has a negative expected return of -0.0993%. Please make sure to verify Naturhouse Health's information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and treynor ratio , to decide if Naturhouse Health performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.34 |
Poor reverse predictability
Naturhouse Health SA has poor reverse predictability. Overlapping area represents the amount of predictability between Naturhouse Health time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Naturhouse Health price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Naturhouse Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Naturhouse Health lagged returns against current returns
Autocorrelation, which is Naturhouse Health 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 Naturhouse Health's stock expected returns. We can calculate the autocorrelation of Naturhouse Health returns to help us make a trade decision. For example, suppose you find that Naturhouse Health 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 |
Naturhouse Health 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 Naturhouse Health stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Naturhouse Health stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Naturhouse Health stock over time.
Current vs Lagged Prices |
| Timeline |
Naturhouse Health Lagged Returns
When evaluating Naturhouse Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Naturhouse Health stock have on its future price. Naturhouse Health 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, Naturhouse Health autocorrelation shows the relationship between Naturhouse Health stock current value and its past values and can show if there is a momentum factor associated with investing in Naturhouse Health SA.
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 Naturhouse Stock Analysis
When running Naturhouse Health's price analysis, check to measure Naturhouse Health'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 Naturhouse Health is operating at the current time. Most of Naturhouse Health's value examination focuses on studying past and present price action to predict the probability of Naturhouse Health's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Naturhouse Health's price. Additionally, you may evaluate how the addition of Naturhouse Health to your portfolios can decrease your overall portfolio volatility.