NV5 Global Market Value
| NVEEDelisted Stock | USD 22.56 0.18 0.80% |
| Symbol | NV5 |
NV5 Global '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 NV5 Global'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 NV5 Global.
| 05/11/2025 |
| 08/09/2025 |
If you would invest 0.00 in NV5 Global on May 11, 2025 and sell it all today you would earn a total of 0.00 from holding NV5 Global or generate 0.0% return on investment in NV5 Global over 90 days. NV5 Global is related to or competes with EMCOR, Comfort Systems, Primoris Services, Granite Construction, Construction Partners, MYR, and Great Lakes. NV5 Global offers professional and technical engineering and consulting solutions to public and private sector clients i... More
NV5 Global 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 NV5 Global'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 NV5 Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | 0.0503 | |||
| Maximum Drawdown | 20.67 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 1.4 |
NV5 Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NV5 Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NV5 Global's standard deviation. In reality, there are many statistical measures that can use NV5 Global historical prices to predict the future NV5 Global's volatility.| Risk Adjusted Performance | 0.0838 | |||
| Jensen Alpha | 0.3341 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.108 | |||
| Treynor Ratio | (0.29) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NV5 Global'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.
NV5 Global Backtested Returns
NV5 Global appears to be not too volatile, given 3 months investment horizon. NV5 Global retains Efficiency (Sharpe Ratio) of 0.0986, which conveys that the firm had a 0.0986 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for NV5 Global, which you can use to evaluate the volatility of the firm. Please exercise NV5 Global's Market Risk Adjusted Performance of (0.28), mean deviation of 1.06, and Coefficient Of Variation of 1014.17 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NV5 Global holds a performance score of 7. The company owns a Beta (Systematic Risk) of -0.84, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning NV5 Global are expected to decrease at a much lower rate. During the bear market, NV5 Global is likely to outperform the market. Please check NV5 Global's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether NV5 Global's current price history will revert.
Auto-correlation | 0.06 |
Virtually no predictability
NV5 Global has virtually no predictability. Overlapping area represents the amount of predictability between NV5 Global time series from 11th of May 2025 to 25th of June 2025 and 25th of June 2025 to 9th 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 NV5 Global price movement. The serial correlation of 0.06 indicates that barely 6.0% of current NV5 Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
NV5 Global lagged returns against current returns
Autocorrelation, which is NV5 Global 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 NV5 Global's stock expected returns. We can calculate the autocorrelation of NV5 Global returns to help us make a trade decision. For example, suppose you find that NV5 Global 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 |
NV5 Global 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 NV5 Global stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NV5 Global stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NV5 Global stock over time.
Current vs Lagged Prices |
| Timeline |
NV5 Global Lagged Returns
When evaluating NV5 Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NV5 Global stock have on its future price. NV5 Global 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, NV5 Global autocorrelation shows the relationship between NV5 Global stock current value and its past values and can show if there is a momentum factor associated with investing in NV5 Global.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out NV5 Global Correlation, NV5 Global Volatility and NV5 Global Alpha and Beta module to complement your research on NV5 Global. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Other Consideration for investing in NV5 Stock
If you are still planning to invest in NV5 Global check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the NV5 Global's history and understand the potential risks before investing.
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