Neptune Insurance Holdings Key Fundamental Indicators
| NP Stock | USD 26.00 0.79 3.13% |
As of the 29th of January, Neptune Insurance secures the Downside Deviation of 2.67, mean deviation of 2.32, and Risk Adjusted Performance of 0.0232. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Neptune Insurance, as well as the relationship between them.
Analyzing historical trends in various income statement and balance sheet accounts from Neptune Insurance's financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting Neptune Insurance's valuation are summarized below:Neptune Insurance Holdings does not presently have any fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Can Stock industry sustain growth momentum? Does Neptune have expansion opportunities? Factors like these will boost the valuation of Neptune Insurance. Anticipated expansion of Neptune directly elevates investor willingness to pay premium valuations. Determining accurate worth demands scrutiny of both present operating results and projected expansion capacity. Evaluating Neptune Insurance demands reviewing these metrics collectively while recognizing certain factors exert disproportionate influence.
The market value of Neptune Insurance is measured differently than its book value, which is the value of Neptune that is recorded on the company's balance sheet. Investors also form their own opinion of Neptune Insurance's value that differs from its market value or its book value, called intrinsic value, which is Neptune Insurance's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because Neptune Insurance's market value can be influenced by many factors that don't directly affect Neptune Insurance's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Neptune Insurance's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Neptune Insurance should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Neptune Insurance's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Neptune Insurance '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 Neptune Insurance'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 Neptune Insurance.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Neptune Insurance on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Neptune Insurance Holdings or generate 0.0% return on investment in Neptune Insurance over 90 days. Neptune Insurance is related to or competes with Alarm Holdings, WEBTOON Entertainment, Diebold Nixdorf, Grindr, Alkami Technology, Appian Corp, and Ringcentral. Neenah, Inc., a specialty materials company, engages in the performance-based technical products, and fine paper and pac... More
Neptune Insurance 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 Neptune Insurance'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 Neptune Insurance Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.67 | |||
| Information Ratio | 0.0012 | |||
| Maximum Drawdown | 15.06 | |||
| Value At Risk | (3.89) | |||
| Potential Upside | 5.29 |
Neptune Insurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Neptune Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Neptune Insurance's standard deviation. In reality, there are many statistical measures that can use Neptune Insurance historical prices to predict the future Neptune Insurance's volatility.| Risk Adjusted Performance | 0.0232 | |||
| Jensen Alpha | 0.0331 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0014 | |||
| Treynor Ratio | 0.1291 |
Neptune Insurance January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0232 | |||
| Market Risk Adjusted Performance | 0.1391 | |||
| Mean Deviation | 2.32 | |||
| Semi Deviation | 2.61 | |||
| Downside Deviation | 2.67 | |||
| Coefficient Of Variation | 4666.17 | |||
| Standard Deviation | 3.03 | |||
| Variance | 9.18 | |||
| Information Ratio | 0.0012 | |||
| Jensen Alpha | 0.0331 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0014 | |||
| Treynor Ratio | 0.1291 | |||
| Maximum Drawdown | 15.06 | |||
| Value At Risk | (3.89) | |||
| Potential Upside | 5.29 | |||
| Downside Variance | 7.12 | |||
| Semi Variance | 6.83 | |||
| Expected Short fall | (2.59) | |||
| Skewness | 0.6323 | |||
| Kurtosis | 0.9947 |
Neptune Insurance Backtested Returns
Currently, Neptune Insurance Holdings is not too volatile. Neptune Insurance has Sharpe Ratio of 0.0214, which conveys that the firm had a 0.0214 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Neptune Insurance, which you can use to evaluate the volatility of the firm. Please verify Neptune Insurance's Downside Deviation of 2.67, mean deviation of 2.32, and Risk Adjusted Performance of 0.0232 to check out if the risk estimate we provide is consistent with the expected return of 0.0649%. Neptune Insurance has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Neptune Insurance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Neptune Insurance is expected to be smaller as well. Neptune Insurance right now secures a risk of 3.03%. Please verify Neptune Insurance Holdings value at risk, as well as the relationship between the skewness and day median price , to decide if Neptune Insurance Holdings will be following its current price movements.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Neptune Insurance Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Neptune Insurance time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Neptune Insurance price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Neptune Insurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 3.23 |
In a nutshell, Profit Margin indicator shows the amount of money the company makes from total sales or revenue. It can provide a good insight into companies in the same sector, as well as help to identify trends of a company from year to year.
| Competition |
Based on the latest financial disclosure, Neptune Insurance Holdings has a Profit Margin of 0.331%. This is 105.56% lower than that of the Capital Markets sector and 142.99% lower than that of the Financials industry. The profit margin for all United States stocks is 126.06% lower than that of the firm.
Neptune Insurance Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Neptune Insurance's current stock value. Our valuation model uses many indicators to compare Neptune Insurance value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Neptune Insurance competition to find correlations between indicators driving Neptune Insurance's intrinsic value. More Info.Neptune Insurance Holdings is considered to be number one stock in profit margin category among its peers. It also is considered to be number one stock in operating margin category among its peers reporting about 1.56 of Operating Margin per Profit Margin. Comparative valuation analysis is a catch-all technique that is used if you cannot value Neptune Insurance by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.Neptune Profit Margin Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Neptune Insurance's direct or indirect competition against its Profit Margin to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Neptune Insurance could also be used in its relative valuation, which is a method of valuing Neptune Insurance by comparing valuation metrics of similar companies.Neptune Insurance is currently under evaluation in profit margin category among its peers.
Neptune Fundamentals
| Profit Margin | 0.33 % | |||
| Operating Margin | 0.52 % | |||
| Current Valuation | 3.91 B | |||
| Shares Outstanding | 94.6 M | |||
| Shares Owned By Insiders | 37.68 % | |||
| Shares Owned By Institutions | 45.20 % | |||
| Number Of Shares Shorted | 497.06 K | |||
| Price To Earning | 12.92 X | |||
| Price To Sales | 25.11 X | |||
| Revenue | 119.3 M | |||
| Gross Profit | 95.91 M | |||
| EBITDA | 66.93 M | |||
| Net Income | 34.59 M | |||
| Cash And Equivalents | 7.09 M | |||
| Cash Per Share | 1.42 X | |||
| Total Debt | 133.65 M | |||
| Debt To Equity | 1.52 % | |||
| Current Ratio | 1.98 X | |||
| Book Value Per Share | (39.21) X | |||
| Cash Flow From Operations | 49.93 M | |||
| Short Ratio | 0.45 X | |||
| Earnings Per Share | (0.19) X | |||
| Price To Earnings To Growth | 2.04 X | |||
| Target Price | 28.29 | |||
| Number Of Employees | 57 | |||
| Beta | 1.53 | |||
| Market Capitalization | 3.43 B | |||
| Total Asset | 48.15 M | |||
| Retained Earnings | (366.32 M) | |||
| Working Capital | (13.34 M) | |||
| Current Asset | 246.6 M | |||
| Current Liabilities | 106.1 M | |||
| Five Year Return | 2.99 % | |||
| Net Asset | 48.15 M | |||
| Last Dividend Paid | 1.9 |
About Neptune Insurance Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Neptune Insurance Holdings's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Neptune Insurance using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Neptune Insurance Holdings based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Neenah, Inc., a specialty materials company, engages in the performance-based technical products, and fine paper and packaging products businesses in North America, Germany, Spain, and rest of Europe. Neenah, Inc. was incorporated in 2004 and is headquartered in Alpharetta, Georgia. Neenah operates under Paper Paper Products classification in the United States and is traded on NYS Exchange. It employs 2493 people.
Pair Trading with Neptune Insurance
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Neptune Insurance position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Neptune Insurance will appreciate offsetting losses from the drop in the long position's value.Moving together with Neptune Stock
| 0.62 | DIS | Walt Disney Earnings Call This Week | PairCorr |
| 0.77 | BAC | Bank of America Aggressive Push | PairCorr |
Moving against Neptune Stock
| 0.46 | T | ATT Inc Earnings Call This Week | PairCorr |
| 0.38 | BKLRF | Berkeley Energy | PairCorr |
| 0.34 | KO | Coca Cola Aggressive Push | PairCorr |
The ability to find closely correlated positions to Neptune Insurance could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Neptune Insurance when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Neptune Insurance - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Neptune Insurance Holdings to buy it.
The correlation of Neptune Insurance is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Neptune Insurance moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Neptune Insurance moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Neptune Insurance can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Neptune Stock Analysis
When running Neptune Insurance's price analysis, check to measure Neptune Insurance'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 Neptune Insurance is operating at the current time. Most of Neptune Insurance's value examination focuses on studying past and present price action to predict the probability of Neptune Insurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Neptune Insurance's price. Additionally, you may evaluate how the addition of Neptune Insurance to your portfolios can decrease your overall portfolio volatility.