Neptune Digital Assets Stock Market Value
| NDA Stock | CAD 1.36 0.04 2.86% |
| Symbol | Neptune |
Neptune Digital '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 Digital'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 Digital.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Neptune Digital on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Neptune Digital Assets or generate 0.0% return on investment in Neptune Digital over 90 days. Neptune Digital is related to or competes with Air Canada, Uniserve Communications, Canaf Investments, and Cogeco Communications. Neptune Digital Assets Corp. stakes various digital currencies and invests in blockchain technologies in Canada More
Neptune Digital 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 Digital'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 Digital Assets upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 24.82 | |||
| Value At Risk | (8.72) | |||
| Potential Upside | 9.84 |
Neptune Digital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Neptune Digital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Neptune Digital's standard deviation. In reality, there are many statistical measures that can use Neptune Digital historical prices to predict the future Neptune Digital's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (1.64) | |||
| Treynor Ratio | 0.6686 |
Neptune Digital Assets Backtested Returns
Neptune Digital Assets has Sharpe Ratio of -0.0346, which conveys that the firm had a -0.0346 % return per unit of risk over the last 3 months. Neptune Digital exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Neptune Digital's Risk Adjusted Performance of (0.02), standard deviation of 5.6, and Mean Deviation of 4.52 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.3, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Neptune Digital are expected to decrease at a much lower rate. During the bear market, Neptune Digital is likely to outperform the market. At this point, Neptune Digital Assets has a negative expected return of -0.19%. Please make sure to verify Neptune Digital's day median price, price action indicator, as well as the relationship between the accumulation distribution and potential upside , to decide if Neptune Digital Assets performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.31 |
Poor reverse predictability
Neptune Digital Assets has poor reverse predictability. Overlapping area represents the amount of predictability between Neptune Digital time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 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 Neptune Digital Assets price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Neptune Digital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Neptune Digital Assets lagged returns against current returns
Autocorrelation, which is Neptune Digital 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 Neptune Digital's stock expected returns. We can calculate the autocorrelation of Neptune Digital returns to help us make a trade decision. For example, suppose you find that Neptune Digital 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 |
Neptune Digital 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 Neptune Digital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Neptune Digital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Neptune Digital stock over time.
Current vs Lagged Prices |
| Timeline |
Neptune Digital Lagged Returns
When evaluating Neptune Digital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Neptune Digital stock have on its future price. Neptune Digital 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, Neptune Digital autocorrelation shows the relationship between Neptune Digital stock current value and its past values and can show if there is a momentum factor associated with investing in Neptune Digital Assets.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Neptune Stock Analysis
When running Neptune Digital's price analysis, check to measure Neptune Digital'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 Digital is operating at the current time. Most of Neptune Digital's value examination focuses on studying past and present price action to predict the probability of Neptune Digital'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 Digital's price. Additionally, you may evaluate how the addition of Neptune Digital to your portfolios can decrease your overall portfolio volatility.