Netease Stock Market Value
| NETTF Stock | USD 19.10 1.62 7.82% |
| Symbol | NetEase Inc |
NetEase Inc '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 NetEase Inc's pink sheet 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 NetEase Inc.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in NetEase Inc on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding NetEase or generate 0.0% return on investment in NetEase Inc over 90 days. NetEase Inc is related to or competes with Bilibili, Electronic Arts, Take Two, SohuCom, NetEase, Roblox Corp, and Skillz Platform. NetEase, Inc. provides online services focusing on diverse content, community, communication, and commerce in the People... More
NetEase Inc 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 NetEase Inc's pink sheet 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 NetEase upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.59 | |||
| Information Ratio | 0.0755 | |||
| Maximum Drawdown | 30.29 | |||
| Value At Risk | (11.74) | |||
| Potential Upside | 15.41 |
NetEase Inc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NetEase Inc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NetEase Inc's standard deviation. In reality, there are many statistical measures that can use NetEase Inc historical prices to predict the future NetEase Inc's volatility.| Risk Adjusted Performance | 0.0569 | |||
| Jensen Alpha | 0.4193 | |||
| Total Risk Alpha | 1.6 | |||
| Sortino Ratio | 0.0815 | |||
| Treynor Ratio | 2.35 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NetEase Inc's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
NetEase Inc Backtested Returns
NetEase Inc appears to be slightly risky, given 3 months investment horizon. NetEase Inc has Sharpe Ratio of 0.0495, which conveys that the firm had a 0.0495 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for NetEase Inc, which you can use to evaluate the volatility of the firm. Please exercise NetEase Inc's Mean Deviation of 4.84, downside deviation of 6.59, and Risk Adjusted Performance of 0.0569 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NetEase Inc holds a performance score of 3. The company secures a Beta (Market Risk) of 0.17, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NetEase Inc's returns are expected to increase less than the market. However, during the bear market, the loss of holding NetEase Inc is expected to be smaller as well. Please check NetEase Inc's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether NetEase Inc's current price movements will revert.
Auto-correlation | 0.20 |
Weak predictability
NetEase has weak predictability. Overlapping area represents the amount of predictability between NetEase Inc time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 NetEase Inc price movement. The serial correlation of 0.2 indicates that over 20.0% of current NetEase Inc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1.89 |
NetEase Inc lagged returns against current returns
Autocorrelation, which is NetEase Inc pink sheet'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 NetEase Inc's pink sheet expected returns. We can calculate the autocorrelation of NetEase Inc returns to help us make a trade decision. For example, suppose you find that NetEase Inc has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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NetEase Inc 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 NetEase Inc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NetEase Inc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NetEase Inc pink sheet over time.
Current vs Lagged Prices |
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NetEase Inc Lagged Returns
When evaluating NetEase Inc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NetEase Inc pink sheet have on its future price. NetEase Inc 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, NetEase Inc autocorrelation shows the relationship between NetEase Inc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in NetEase.
Regressed Prices |
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Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in NetEase Inc Pink Sheet
When determining whether NetEase Inc is a strong investment it is important to analyze NetEase Inc'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 NetEase Inc's future performance. For an informed investment choice regarding NetEase Inc Pink Sheet, refer to the following important reports:Check out NetEase Inc Correlation, NetEase Inc Volatility and NetEase Inc Alpha and Beta module to complement your research on NetEase Inc. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
NetEase Inc technical pink sheet 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, pink sheet market cycles, or different charting patterns.