Nestle SA's market value is the price at which a share of Nestle SA trades on a public exchange. It measures the collective expectations of Nestle SA investors about its performance. Nestle SA is trading at 90.99 as of the 29th of July 2025. This is a 1.05% down since the beginning of the trading day. The stock's lowest day price was 90.3. With this module, you can estimate the performance of a buy and hold strategy of Nestle SA and determine expected loss or profit from investing in Nestle SA over a given investment horizon. Check out Nestle SA Correlation, Nestle SA Volatility and Nestle SA Alpha and Beta module to complement your research on Nestle SA.
Please note, there is a significant difference between Nestle SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Nestle SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nestle SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Nestle SA '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 Nestle SA'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 Nestle SA.
0.00
04/30/2025
No Change 0.00
0.0
In 2 months and 31 days
07/29/2025
0.00
If you would invest 0.00 in Nestle SA on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding Nestle SA or generate 0.0% return on investment in Nestle SA over 90 days. Nestle SA is related to or competes with General Mills, Kellanova, Campbell Soup, Kraft Heinz, Toyo Suisan, Glanbia Plc, and Seneca Foods. Nestl S.A., together with its subsidiaries, operates as a food and beverage company More
Nestle SA 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 Nestle SA'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 Nestle SA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nestle SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nestle SA's standard deviation. In reality, there are many statistical measures that can use Nestle SA historical prices to predict the future Nestle SA's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Nestle SA. Your research has to be compared to or analyzed against Nestle SA's peers to derive any actionable benefits. When done correctly, Nestle SA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Nestle SA.
Nestle SA Backtested Returns
Nestle SA has Sharpe Ratio of -0.15, which conveys that the firm had a -0.15 % return per unit of risk over the last 3 months. Nestle SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nestle SA's Mean Deviation of 1.1, standard deviation of 1.48, and Risk Adjusted Performance of (0.09) to check out the risk estimate we provide. 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, Nestle SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nestle SA is expected to be smaller as well. At this point, Nestle SA has a negative expected return of -0.22%. Please make sure to verify Nestle SA's kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Nestle SA performance from the past will be repeated at some point in the near future.
Auto-correlation
0.08
Virtually no predictability
Nestle SA has virtually no predictability. Overlapping area represents the amount of predictability between Nestle SA time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 Nestle SA price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Nestle SA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.08
Spearman Rank Test
-0.05
Residual Average
0.0
Price Variance
7.11
Nestle SA lagged returns against current returns
Autocorrelation, which is Nestle SA 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 Nestle SA's pink sheet expected returns. We can calculate the autocorrelation of Nestle SA returns to help us make a trade decision. For example, suppose you find that Nestle SA 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
Nestle SA 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 Nestle SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nestle SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nestle SA pink sheet over time.
Current vs Lagged Prices
Timeline
Nestle SA Lagged Returns
When evaluating Nestle SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nestle SA pink sheet have on its future price. Nestle SA 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, Nestle SA autocorrelation shows the relationship between Nestle SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nestle SA.
Other Information on Investing in Nestle Pink Sheet
Nestle SA financial ratios help investors to determine whether Nestle 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 Nestle with respect to the benefits of owning Nestle SA security.