National Beverage (Germany) Market Value
| 20V Stock | EUR 37.00 0.20 0.54% |
| Symbol | National |
National Beverage '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 National Beverage'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 National Beverage.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in National Beverage on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding National Beverage Corp or generate 0.0% return on investment in National Beverage over 90 days. National Beverage is related to or competes with British American, ALBIS LEASING, Corporate Office, NAKED WINES, and Infrastrutture Wireless. National Beverage Corp., through its subsidiaries, develops, produces, markets, and sells a portfolio of waters, juices,... More
National Beverage 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 National Beverage'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 National Beverage Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 7.86 | |||
| Value At Risk | (3.54) | |||
| Potential Upside | 2.06 |
National Beverage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for National Beverage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as National Beverage's standard deviation. In reality, there are many statistical measures that can use National Beverage historical prices to predict the future National Beverage's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 0.907 |
National Beverage Corp Backtested Returns
National Beverage Corp has Sharpe Ratio of -0.18, which conveys that the firm had a -0.18 % return per unit of risk over the last 3 months. National Beverage exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify National Beverage's Mean Deviation of 1.23, risk adjusted performance of (0.17), and Standard Deviation of 1.7 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.39, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning National Beverage are expected to decrease at a much lower rate. During the bear market, National Beverage is likely to outperform the market. At this point, National Beverage Corp has a negative expected return of -0.28%. Please make sure to verify National Beverage's information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and treynor ratio , to decide if National Beverage Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.57 |
Modest predictability
National Beverage Corp has modest predictability. Overlapping area represents the amount of predictability between National Beverage time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 National Beverage Corp price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current National Beverage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.92 |
National Beverage Corp lagged returns against current returns
Autocorrelation, which is National Beverage 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 National Beverage's stock expected returns. We can calculate the autocorrelation of National Beverage returns to help us make a trade decision. For example, suppose you find that National Beverage 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 |
National Beverage 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 National Beverage stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if National Beverage stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in National Beverage stock over time.
Current vs Lagged Prices |
| Timeline |
National Beverage Lagged Returns
When evaluating National Beverage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of National Beverage stock have on its future price. National Beverage 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, National Beverage autocorrelation shows the relationship between National Beverage stock current value and its past values and can show if there is a momentum factor associated with investing in National Beverage Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in National Stock
When determining whether National Beverage Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of National Beverage's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of National Beverage Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on National Beverage Corp Stock:Check out National Beverage Correlation, National Beverage Volatility and National Beverage Alpha and Beta module to complement your research on National Beverage. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
National Beverage technical stock 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, stock market cycles, or different charting patterns.