Net Insight (Sweden) Market Value
| NETI-B Stock | SEK 4.76 0.01 0.21% |
| Symbol | Net |
Net Insight '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 Net Insight'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 Net Insight.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Net Insight on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Net Insight AB or generate 0.0% return on investment in Net Insight over 90 days. Net Insight is related to or competes with New Wave, Cantargia, Enea AB, Proact IT, and Mycronic Publ. Net Insight AB develops products and services for media transport worldwide More
Net Insight 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 Net Insight'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 Net Insight AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 26.77 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 2.57 |
Net Insight Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Net Insight's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Net Insight's standard deviation. In reality, there are many statistical measures that can use Net Insight historical prices to predict the future Net Insight's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (3.44) |
Net Insight AB Backtested Returns
Net Insight AB has Sharpe Ratio of -0.2, which conveys that the firm had a -0.2 % return per unit of risk over the last 3 months. Net Insight exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Net Insight's Risk Adjusted Performance of (0.15), mean deviation of 1.66, and Standard Deviation of 3.27 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Net Insight's returns are expected to increase less than the market. However, during the bear market, the loss of holding Net Insight is expected to be smaller as well. At this point, Net Insight AB has a negative expected return of -0.7%. Please make sure to verify Net Insight's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Net Insight AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.77 |
Good predictability
Net Insight AB has good predictability. Overlapping area represents the amount of predictability between Net Insight 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 Net Insight AB price movement. The serial correlation of 0.77 indicates that around 77.0% of current Net Insight price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
Net Insight AB lagged returns against current returns
Autocorrelation, which is Net Insight 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 Net Insight's stock expected returns. We can calculate the autocorrelation of Net Insight returns to help us make a trade decision. For example, suppose you find that Net Insight 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 |
Net Insight 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 Net Insight stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Net Insight stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Net Insight stock over time.
Current vs Lagged Prices |
| Timeline |
Net Insight Lagged Returns
When evaluating Net Insight's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Net Insight stock have on its future price. Net Insight 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, Net Insight autocorrelation shows the relationship between Net Insight stock current value and its past values and can show if there is a momentum factor associated with investing in Net Insight AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Net Stock
Net Insight financial ratios help investors to determine whether Net Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Net with respect to the benefits of owning Net Insight security.