Newmark Group Stock Market Value
| NMRK Stock | USD 12.40 0.56 4.73% |
| Symbol | Newmark |
Newmark Group Price To Book Ratio
Is Real Estate Management & Development space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Newmark. If investors know Newmark will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Newmark listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.086 | Dividend Share 0.12 | Earnings Share 0.34 | Revenue Per Share | Quarterly Revenue Growth 0.168 |
The market value of Newmark Group is measured differently than its book value, which is the value of Newmark that is recorded on the company's balance sheet. Investors also form their own opinion of Newmark's value that differs from its market value or its book value, called intrinsic value, which is Newmark's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Newmark's market value can be influenced by many factors that don't directly affect Newmark's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Newmark's value and its price as these two are different measures arrived at by different means. Investors typically determine if Newmark is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Newmark'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.
Newmark '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 Newmark'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 Newmark.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Newmark on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Newmark Group or generate 0.0% return on investment in Newmark over 90 days. Newmark is related to or competes with Jones Lang, CBRE Group, Colliers International, Marcus Millichap, Cushman Wakefield, Frp Holdings, and Transcontinental. Newmark Group, Inc. provides commercial real estate services in the United States and internationally More
Newmark 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 Newmark'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 Newmark Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 13.66 | |||
| Value At Risk | (4.36) | |||
| Potential Upside | 3.77 |
Newmark Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Newmark's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Newmark's standard deviation. In reality, there are many statistical measures that can use Newmark historical prices to predict the future Newmark's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.19) |
Newmark Group Backtested Returns
Newmark Group has Sharpe Ratio of -0.0918, which conveys that the firm had a -0.0918 % return per unit of risk over the last 3 months. Newmark exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Newmark's Standard Deviation of 2.56, risk adjusted performance of (0.11), and Mean Deviation of 1.89 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.77, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Newmark will likely underperform. At this point, Newmark Group has a negative expected return of -0.24%. Please make sure to verify Newmark's value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if Newmark Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.4 |
Poor reverse predictability
Newmark Group has poor reverse predictability. Overlapping area represents the amount of predictability between Newmark time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Newmark Group price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Newmark price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Newmark Group lagged returns against current returns
Autocorrelation, which is Newmark 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 Newmark's stock expected returns. We can calculate the autocorrelation of Newmark returns to help us make a trade decision. For example, suppose you find that Newmark 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 |
Newmark 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 Newmark stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Newmark stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Newmark stock over time.
Current vs Lagged Prices |
| Timeline |
Newmark Lagged Returns
When evaluating Newmark's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Newmark stock have on its future price. Newmark 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, Newmark autocorrelation shows the relationship between Newmark stock current value and its past values and can show if there is a momentum factor associated with investing in Newmark Group.
Regressed Prices |
| Timeline |
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