NatWest Group (Brazil) Market Value
| N1WG34 Stock | BRL 56.52 3.18 5.33% |
| Symbol | NatWest |
NatWest Group '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 NatWest Group'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 NatWest Group.
| 01/24/2023 |
| 01/13/2025 |
If you would invest 0.00 in NatWest Group on January 24, 2023 and sell it all today you would earn a total of 0.00 from holding NatWest Group plc or generate 0.0% return on investment in NatWest Group over 720 days. NatWest Group is related to or competes with Vulcan Materials, DXC Technology, Live Nation, and Charter Communications. NatWest Group plc, together with its subsidiaries, provides banking and financial products and services to personal, com... More
NatWest Group 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 NatWest Group'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 NatWest Group plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.94 | |||
| Information Ratio | 0.1393 | |||
| Maximum Drawdown | 9.51 | |||
| Value At Risk | (2.74) | |||
| Potential Upside | 2.74 |
NatWest Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NatWest Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NatWest Group's standard deviation. In reality, there are many statistical measures that can use NatWest Group historical prices to predict the future NatWest Group's volatility.| Risk Adjusted Performance | 0.1193 | |||
| Jensen Alpha | 0.2539 | |||
| Total Risk Alpha | 0.2756 | |||
| Sortino Ratio | 0.1346 | |||
| Treynor Ratio | 0.5592 |
NatWest Group plc Backtested Returns
At this point, NatWest Group is very steady. NatWest Group plc has Sharpe Ratio of 0.0706, which conveys that the firm had a 0.0706% return per unit of risk over the last 3 months. We have found thirty technical indicators for NatWest Group, which you can use to evaluate the volatility of the firm. Please verify NatWest Group's Mean Deviation of 1.34, downside deviation of 1.94, and Risk Adjusted Performance of 0.1193 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. NatWest Group has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.44, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NatWest Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding NatWest Group is expected to be smaller as well. NatWest Group plc right now secures a risk of 1.79%. Please verify NatWest Group plc sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if NatWest Group plc will be following its current price movements.
Auto-correlation | -0.84 |
Excellent reverse predictability
NatWest Group plc has excellent reverse predictability. Overlapping area represents the amount of predictability between NatWest Group time series from 24th of January 2023 to 19th of January 2024 and 19th of January 2024 to 13th of January 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 NatWest Group plc price movement. The serial correlation of -0.84 indicates that around 84.0% of current NatWest Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 121.93 |
NatWest Group plc lagged returns against current returns
Autocorrelation, which is NatWest Group 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 NatWest Group's stock expected returns. We can calculate the autocorrelation of NatWest Group returns to help us make a trade decision. For example, suppose you find that NatWest Group 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 |
NatWest Group 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 NatWest Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NatWest Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NatWest Group stock over time.
Current vs Lagged Prices |
| Timeline |
NatWest Group Lagged Returns
When evaluating NatWest Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NatWest Group stock have on its future price. NatWest Group 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, NatWest Group autocorrelation shows the relationship between NatWest Group stock current value and its past values and can show if there is a momentum factor associated with investing in NatWest Group plc.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in NatWest Stock
When determining whether NatWest Group plc is a strong investment it is important to analyze NatWest Group's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact NatWest Group's future performance. For an informed investment choice regarding NatWest Stock, refer to the following important reports:Check out NatWest Group Correlation, NatWest Group Volatility and NatWest Group Alpha and Beta module to complement your research on NatWest Group. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
NatWest Group 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.