The North West Stock Market Value
| NNWWF Stock | USD 35.09 0.18 0.52% |
| Symbol | North |
North West '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 North West'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 North West.
| 05/09/2025 |
| 08/07/2025 |
If you would invest 0.00 in North West on May 9, 2025 and sell it all today you would earn a total of 0.00 from holding The North West or generate 0.0% return on investment in North West over 90 days. North West is related to or competes with Albertsons Companies, Sprouts Farmers, Krispy Kreme, Grocery Outlet, and Weis Markets. The North West Company Inc., through its subsidiaries, engages in the retail of food and everyday products and services ... More
North West 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 North West'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 The North West upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 0.8321 |
North West Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for North West's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as North West's standard deviation. In reality, there are many statistical measures that can use North West historical prices to predict the future North West's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (2.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of North West'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.
North West Backtested Returns
North West has Sharpe Ratio of -0.21, which conveys that the firm had a -0.21 % return per unit of risk over the last 3 months. North West exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify North West's Market Risk Adjusted Performance of (2.07), standard deviation of 1.03, and Risk Adjusted Performance of (0.13) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0909, which conveys not very significant fluctuations relative to the market. As returns on the market increase, North West's returns are expected to increase less than the market. However, during the bear market, the loss of holding North West is expected to be smaller as well. At this point, North West has a negative expected return of -0.22%. Please make sure to verify North West's total risk alpha, as well as the relationship between the daily balance of power and period momentum indicator , to decide if North West performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.26 |
Poor predictability
The North West has poor predictability. Overlapping area represents the amount of predictability between North West time series from 9th of May 2025 to 23rd of June 2025 and 23rd of June 2025 to 7th of August 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 North West price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current North West price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
North West lagged returns against current returns
Autocorrelation, which is North West 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 North West's pink sheet expected returns. We can calculate the autocorrelation of North West returns to help us make a trade decision. For example, suppose you find that North West 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 |
North West 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 North West pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if North West pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in North West pink sheet over time.
Current vs Lagged Prices |
| Timeline |
North West Lagged Returns
When evaluating North West's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of North West pink sheet have on its future price. North West 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, North West autocorrelation shows the relationship between North West pink sheet current value and its past values and can show if there is a momentum factor associated with investing in The North West.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in North Pink Sheet
North West financial ratios help investors to determine whether North Pink Sheet 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 North with respect to the benefits of owning North West security.