Netcall PLC (Germany) Market Value
| NEW Stock | EUR 1.25 0.01 0.81% |
| Symbol | Netcall |
Please note, there is a significant difference between Netcall PLC's value and its price as these two are different measures arrived at by different means. Investors typically determine if Netcall PLC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Netcall PLC's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Netcall PLC '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 Netcall PLC'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 Netcall PLC.
| 12/07/2024 |
| 01/06/2025 |
If you would invest 0.00 in Netcall PLC on December 7, 2024 and sell it all today you would earn a total of 0.00 from holding Netcall PLC or generate 0.0% return on investment in Netcall PLC over 30 days. Netcall PLC is related to or competes with Aya Gold, TYSON FOODS, Cal Maine, EBRO FOODS, ANGLO ASIAN, MINCO SILVER, and Harmony Gold. More
Netcall PLC 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 Netcall PLC'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 Netcall PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.46 | |||
| Information Ratio | 0.1675 | |||
| Maximum Drawdown | 17.58 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 4.55 |
Netcall PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Netcall PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Netcall PLC's standard deviation. In reality, there are many statistical measures that can use Netcall PLC historical prices to predict the future Netcall PLC's volatility.| Risk Adjusted Performance | 0.1498 | |||
| Jensen Alpha | 0.4479 | |||
| Total Risk Alpha | 0.4057 | |||
| Sortino Ratio | 0.1757 | |||
| Treynor Ratio | (1.89) |
Netcall PLC Backtested Returns
Netcall PLC appears to be very risky, given 3 months investment horizon. Netcall PLC 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. We have found twenty-eight technical indicators for Netcall PLC, which you can use to evaluate the volatility of the firm. Please exercise Netcall PLC's Risk Adjusted Performance of 0.1498, mean deviation of 1.53, and Downside Deviation of 2.46 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Netcall PLC holds a performance score of 13. The company secures a Beta (Market Risk) of -0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Netcall PLC are expected to decrease at a much lower rate. During the bear market, Netcall PLC is likely to outperform the market. Please check Netcall PLC's downside variance, kurtosis, and the relationship between the value at risk and expected short fall , to make a quick decision on whether Netcall PLC's current price movements will revert.
Auto-correlation | -0.02 |
Very weak reverse predictability
Netcall PLC has very weak reverse predictability. Overlapping area represents the amount of predictability between Netcall PLC time series from 7th of December 2024 to 22nd of December 2024 and 22nd of December 2024 to 6th 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 Netcall PLC price movement. The serial correlation of -0.02 indicates that only 2.0% of current Netcall PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Netcall PLC lagged returns against current returns
Autocorrelation, which is Netcall PLC 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 Netcall PLC's stock expected returns. We can calculate the autocorrelation of Netcall PLC returns to help us make a trade decision. For example, suppose you find that Netcall PLC 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 |
Netcall PLC 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 Netcall PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Netcall PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Netcall PLC stock over time.
Current vs Lagged Prices |
| Timeline |
Netcall PLC Lagged Returns
When evaluating Netcall PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Netcall PLC stock have on its future price. Netcall PLC 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, Netcall PLC autocorrelation shows the relationship between Netcall PLC stock current value and its past values and can show if there is a momentum factor associated with investing in Netcall PLC.
Regressed Prices |
| Timeline |
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Other Information on Investing in Netcall Stock
Netcall PLC financial ratios help investors to determine whether Netcall 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 Netcall with respect to the benefits of owning Netcall PLC security.