Natures Miracle Holding Market Value
| NMHIWDelisted Stock | 0.01 0 20.18% |
| Symbol | Natures |
Natures Miracle '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 Natures Miracle'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 Natures Miracle.
| 12/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in Natures Miracle on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding Natures Miracle Holding or generate 0.0% return on investment in Natures Miracle over 30 days. Natures Miracle is related to or competes with Transportadora, Uber Technologies, Empresa Distribuidora, WEC Energy, BioNTech, Pure Cycle, and Radcom. More
Natures Miracle 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 Natures Miracle'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 Natures Miracle Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 28.69 | |||
| Information Ratio | 0.1235 | |||
| Maximum Drawdown | 234.28 | |||
| Value At Risk | (40.50) | |||
| Potential Upside | 90.99 |
Natures Miracle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natures Miracle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natures Miracle's standard deviation. In reality, there are many statistical measures that can use Natures Miracle historical prices to predict the future Natures Miracle's volatility.| Risk Adjusted Performance | 0.1158 | |||
| Jensen Alpha | 5.0 | |||
| Total Risk Alpha | 3.18 | |||
| Sortino Ratio | 0.1717 | |||
| Treynor Ratio | (5.07) |
Natures Miracle Holding Backtested Returns
Natures Miracle is out of control given 3 months investment horizon. Natures Miracle Holding has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. We were able to collect and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 6.05% are justified by taking the suggested risk. Use Natures Miracle Holding Risk Adjusted Performance of 0.1158, downside deviation of 28.69, and Mean Deviation of 26.05 to evaluate company specific risk that cannot be diversified away. Natures Miracle holds a performance score of 10 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.98, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Natures Miracle are expected to decrease slowly. On the other hand, during market turmoil, Natures Miracle is expected to outperform it slightly. Use Natures Miracle Holding downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to analyze future returns on Natures Miracle Holding.
Auto-correlation | -0.36 |
Poor reverse predictability
Natures Miracle Holding has poor reverse predictability. Overlapping area represents the amount of predictability between Natures Miracle time series from 25th of December 2024 to 9th of January 2025 and 9th of January 2025 to 24th 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 Natures Miracle Holding price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Natures Miracle price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Natures Miracle Holding lagged returns against current returns
Autocorrelation, which is Natures Miracle 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 Natures Miracle's stock expected returns. We can calculate the autocorrelation of Natures Miracle returns to help us make a trade decision. For example, suppose you find that Natures Miracle 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 |
Natures Miracle 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 Natures Miracle stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natures Miracle stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natures Miracle stock over time.
Current vs Lagged Prices |
| Timeline |
Natures Miracle Lagged Returns
When evaluating Natures Miracle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natures Miracle stock have on its future price. Natures Miracle 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, Natures Miracle autocorrelation shows the relationship between Natures Miracle stock current value and its past values and can show if there is a momentum factor associated with investing in Natures Miracle Holding.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Natures Miracle Correlation, Natures Miracle Volatility and Natures Miracle Alpha and Beta module to complement your research on Natures Miracle. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Other Consideration for investing in Natures Stock
If you are still planning to invest in Natures Miracle Holding check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Natures Miracle's history and understand the potential risks before investing.
| Transaction History View history of all your transactions and understand their impact on performance | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance |