Nestl Berhad Stock Market Value
Nestl Berhad's market value is the price at which a share of Nestl Berhad trades on a public exchange. It measures the collective expectations of Nestl Berhad investors about its performance. With this module, you can estimate the performance of a buy and hold strategy of Nestl Berhad and determine expected loss or profit from investing in Nestl Berhad over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in manufacturing.
| Symbol | Nestl |
Nestl Berhad '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 Nestl Berhad's pink sheet 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 Nestl Berhad.
| 05/07/2022 |
| 04/26/2024 |
If you would invest 0.00 in Nestl Berhad on May 7, 2022 and sell it all today you would earn a total of 0.00 from holding Nestl Berhad or generate 0.0% return on investment in Nestl Berhad over 720 days. Nestl Berhad is related to or competes with Nestle SA, Calbee, Danone SA, Associated British, and McCormick Company. Nestl Berhad manufactures and sells food and beverage products in Malaysia and internationally More
Nestl Berhad 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 Nestl Berhad's pink sheet 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 Nestl Berhad upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.28 |
Nestl Berhad Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nestl Berhad's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nestl Berhad's standard deviation. In reality, there are many statistical measures that can use Nestl Berhad historical prices to predict the future Nestl Berhad's volatility.| Risk Adjusted Performance | 0.0284 | |||
| Jensen Alpha | 0.01 | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.0978 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nestl Berhad's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Nestl Berhad Backtested Returns
We consider Nestl Berhad very steady. Nestl Berhad has Sharpe Ratio of 0.0367, which conveys that the firm had a 0.0367% return per unit of risk over the last 3 months. We have found nineteen technical indicators for Nestl Berhad, which you can use to evaluate the volatility of the firm. Please verify Nestl Berhad's Standard Deviation of 1.38, mean deviation of 0.4003, and Risk Adjusted Performance of 0.0284 to check out if the risk estimate we provide is consistent with the expected return of 0.0507%. Nestl Berhad has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nestl Berhad's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nestl Berhad is expected to be smaller as well. Nestl Berhad right now secures a risk of 1.38%. Please verify Nestl Berhad total risk alpha and day median price , to decide if Nestl Berhad will be following its current price movements.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Nestl Berhad has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Nestl Berhad time series from 7th of May 2022 to 2nd of May 2023 and 2nd of May 2023 to 26th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Nestl Berhad price movement. The serial correlation of -0.72 indicates that around 72.0% of current Nestl Berhad price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 1.38 |
Nestl Berhad lagged returns against current returns
Autocorrelation, which is Nestl Berhad pink sheet'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 Nestl Berhad's pink sheet expected returns. We can calculate the autocorrelation of Nestl Berhad returns to help us make a trade decision. For example, suppose you find that Nestl Berhad has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Nestl Berhad 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 Nestl Berhad pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nestl Berhad pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nestl Berhad pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nestl Berhad Lagged Returns
When evaluating Nestl Berhad's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nestl Berhad pink sheet have on its future price. Nestl Berhad 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, Nestl Berhad autocorrelation shows the relationship between Nestl Berhad pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nestl Berhad.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Nestl Berhad in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Nestl Berhad's short interest history, or implied volatility extrapolated from Nestl Berhad options trading.
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Try AI Portfolio ArchitectCheck out Nestl Berhad Correlation, Nestl Berhad Volatility and Nestl Berhad Alpha and Beta module to complement your research on Nestl Berhad. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Complementary Tools for Nestl Pink Sheet analysis
When running Nestl Berhad's price analysis, check to measure Nestl Berhad'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 Nestl Berhad is operating at the current time. Most of Nestl Berhad's value examination focuses on studying past and present price action to predict the probability of Nestl Berhad's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nestl Berhad's price. Additionally, you may evaluate how the addition of Nestl Berhad to your portfolios can decrease your overall portfolio volatility.
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Nestl Berhad technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.