Naspers (South Africa) Market Value
| NPN Stock | 471,561 7,433 1.60% |
| Symbol | Naspers |
Naspers '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 Naspers' 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 Naspers.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Naspers on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Naspers Limited or generate 0.0% return on investment in Naspers over 90 days. Naspers is related to or competes with Afine Investments, Standard Bank, Trematon Capital, and Safari Investments. More
Naspers 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 Naspers' 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 Naspers Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.96 | |||
| Information Ratio | 0.0969 | |||
| Maximum Drawdown | 14.85 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 2.7 |
Naspers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Naspers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Naspers' standard deviation. In reality, there are many statistical measures that can use Naspers historical prices to predict the future Naspers' volatility.| Risk Adjusted Performance | 0.0433 | |||
| Jensen Alpha | 0.1134 | |||
| Total Risk Alpha | 0.5145 | |||
| Sortino Ratio | 0.0811 | |||
| Treynor Ratio | 0.8744 |
Naspers Limited Backtested Returns
At this point, Naspers is very steady. Naspers Limited has Sharpe Ratio of 0.0505, which conveys that the firm had a 0.0505 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Naspers, which you can use to evaluate the volatility of the firm. Please verify Naspers' Downside Deviation of 2.96, mean deviation of 1.66, and Risk Adjusted Performance of 0.0433 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. Naspers has a performance score of 3 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Naspers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Naspers is expected to be smaller as well. Naspers Limited right now secures a risk of 2.57%. Please verify Naspers Limited treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if Naspers Limited will be following its current price movements.
Auto-correlation | -0.91 |
Near perfect reversele predictability
Naspers Limited has near perfect reversele predictability. Overlapping area represents the amount of predictability between Naspers 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 Naspers Limited price movement. The serial correlation of -0.91 indicates that approximately 91.0% of current Naspers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.91 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 1.2 B |
Naspers Limited lagged returns against current returns
Autocorrelation, which is Naspers 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 Naspers' stock expected returns. We can calculate the autocorrelation of Naspers returns to help us make a trade decision. For example, suppose you find that Naspers 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 |
Naspers 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 Naspers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Naspers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Naspers stock over time.
Current vs Lagged Prices |
| Timeline |
Naspers Lagged Returns
When evaluating Naspers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Naspers stock have on its future price. Naspers 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, Naspers autocorrelation shows the relationship between Naspers stock current value and its past values and can show if there is a momentum factor associated with investing in Naspers Limited.
Regressed Prices |
| Timeline |
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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.Other Information on Investing in Naspers Stock
Naspers financial ratios help investors to determine whether Naspers 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 Naspers with respect to the benefits of owning Naspers security.