Natura Co (Brazil) Market Value
| NTCO3 Stock | BRL 9.51 0.31 3.37% |
| Symbol | Natura |
Natura Co '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 Natura Co'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 Natura Co.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Natura Co on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Natura Co Holding or generate 0.0% return on investment in Natura Co over 90 days. Natura Co is related to or competes with Credit Acceptance, HDFC Bank, Live Nation, Zoom Video, Eastman Chemical, and Ameriprise Financial. Natura Co Holding S.A. develops, manufactures, distributes, and sells cosmetics, fragrances, and personal care products More
Natura Co 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 Natura Co'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 Natura Co Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 35.77 | |||
| Value At Risk | (4.58) | |||
| Potential Upside | 4.82 |
Natura Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natura Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natura Co's standard deviation. In reality, there are many statistical measures that can use Natura Co historical prices to predict the future Natura Co's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.64) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.5432 |
Natura Co Holding Backtested Returns
Natura Co Holding 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. Natura Co exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Natura Co's Risk Adjusted Performance of (0.1), standard deviation of 4.56, and Mean Deviation of 2.52 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -1.01, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Natura Co are expected to decrease slowly. On the other hand, during market turmoil, Natura Co is expected to outperform it slightly. At this point, Natura Co Holding has a negative expected return of -0.43%. Please make sure to verify Natura Co's maximum drawdown, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Natura Co Holding performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Natura Co Holding has insignificant reverse predictability. Overlapping area represents the amount of predictability between Natura Co time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Natura Co Holding price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Natura Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1.13 |
Natura Co Holding lagged returns against current returns
Autocorrelation, which is Natura Co 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 Natura Co's stock expected returns. We can calculate the autocorrelation of Natura Co returns to help us make a trade decision. For example, suppose you find that Natura Co 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 |
Natura Co 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 Natura Co stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natura Co stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natura Co stock over time.
Current vs Lagged Prices |
| Timeline |
Natura Co Lagged Returns
When evaluating Natura Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natura Co stock have on its future price. Natura Co 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, Natura Co autocorrelation shows the relationship between Natura Co stock current value and its past values and can show if there is a momentum factor associated with investing in Natura Co Holding.
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.Additional Tools for Natura Stock Analysis
When running Natura Co's price analysis, check to measure Natura Co's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Natura Co is operating at the current time. Most of Natura Co's value examination focuses on studying past and present price action to predict the probability of Natura Co's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Natura Co's price. Additionally, you may evaluate how the addition of Natura Co to your portfolios can decrease your overall portfolio volatility.