NewRiver REIT (UK) Market Value

NRR Stock   68.90  1.00  1.43%   
NewRiver REIT's market value is the price at which a share of NewRiver REIT trades on a public exchange. It measures the collective expectations of NewRiver REIT plc investors about its performance. NewRiver REIT is trading at 68.90 as of the 2nd of March 2025, a 1.43 percent decrease since the beginning of the trading day. The stock's lowest day price was 68.2.
With this module, you can estimate the performance of a buy and hold strategy of NewRiver REIT plc and determine expected loss or profit from investing in NewRiver REIT over a given investment horizon. Check out NewRiver REIT Correlation, NewRiver REIT Volatility and NewRiver REIT Alpha and Beta module to complement your research on NewRiver REIT.
Symbol

Please note, there is a significant difference between NewRiver REIT's value and its price as these two are different measures arrived at by different means. Investors typically determine if NewRiver REIT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NewRiver REIT'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.

NewRiver REIT '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 NewRiver REIT'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 NewRiver REIT.
0.00
01/31/2025
No Change 0.00  0.0 
In 30 days
03/02/2025
0.00
If you would invest  0.00  in NewRiver REIT on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding NewRiver REIT plc or generate 0.0% return on investment in NewRiver REIT over 30 days. NewRiver REIT is related to or competes with Compal Electronics, BE Semiconductor, United Utilities, Elmos Semiconductor, Coor Service, STMicroelectronics, and Zurich Insurance. More

NewRiver REIT 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 NewRiver REIT'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 NewRiver REIT plc upside and downside potential and time the market with a certain degree of confidence.

NewRiver REIT Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for NewRiver REIT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NewRiver REIT's standard deviation. In reality, there are many statistical measures that can use NewRiver REIT historical prices to predict the future NewRiver REIT's volatility.
Hype
Prediction
LowEstimatedHigh
67.4768.9070.33
Details
Intrinsic
Valuation
LowRealHigh
60.4561.8875.79
Details
Naive
Forecast
LowNextHigh
66.6368.0669.49
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
68.9972.1975.40
Details

NewRiver REIT plc Backtested Returns

NewRiver REIT plc has Sharpe Ratio of -0.0785, which conveys that the firm had a -0.0785 % return per unit of risk over the last 3 months. NewRiver REIT exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NewRiver REIT's Risk Adjusted Performance of (0.05), mean deviation of 1.1, and Standard Deviation of 1.43 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0144, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NewRiver REIT's returns are expected to increase less than the market. However, during the bear market, the loss of holding NewRiver REIT is expected to be smaller as well. At this point, NewRiver REIT plc has a negative expected return of -0.11%. Please make sure to verify NewRiver REIT's rate of daily change, and the relationship between the kurtosis and market facilitation index , to decide if NewRiver REIT plc performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.69  

Good predictability

NewRiver REIT plc has good predictability. Overlapping area represents the amount of predictability between NewRiver REIT time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 NewRiver REIT plc price movement. The serial correlation of 0.69 indicates that around 69.0% of current NewRiver REIT price fluctuation can be explain by its past prices.
Correlation Coefficient0.69
Spearman Rank Test0.5
Residual Average0.0
Price Variance1.92

NewRiver REIT plc lagged returns against current returns

Autocorrelation, which is NewRiver REIT 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 NewRiver REIT's stock expected returns. We can calculate the autocorrelation of NewRiver REIT returns to help us make a trade decision. For example, suppose you find that NewRiver REIT 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  

NewRiver REIT 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 NewRiver REIT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NewRiver REIT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NewRiver REIT stock over time.
   Current vs Lagged Prices   
       Timeline  

NewRiver REIT Lagged Returns

When evaluating NewRiver REIT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NewRiver REIT stock have on its future price. NewRiver REIT 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, NewRiver REIT autocorrelation shows the relationship between NewRiver REIT stock current value and its past values and can show if there is a momentum factor associated with investing in NewRiver REIT plc.
   Regressed Prices   
       Timeline  

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Other Information on Investing in NewRiver Stock

NewRiver REIT financial ratios help investors to determine whether NewRiver 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 NewRiver with respect to the benefits of owning NewRiver REIT security.