Next Plc Adr Stock Market Value
| NXGPY Stock | USD 81.62 0.03 0.04% |
| Symbol | Next |
Next PLC '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 Next PLC'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 Next PLC.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in Next PLC on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding Next PLC ADR or generate 0.0% return on investment in Next PLC over 90 days. Next PLC is related to or competes with Bunzl Plc, Croda International, Duluth Holdings, Lulus Fashion, Mondi PLC, NEXT Plc, and Persimmon Plc. NEXT plc engages in the retail of clothing, footwear, and home products in the United Kingdom, rest of Europe, the Middl... More
Next PLC 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 Next PLC'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 Next PLC ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.1 | |||
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 8.74 | |||
| Value At Risk | (2.31) | |||
| Potential Upside | 2.7 |
Next PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Next PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Next PLC's standard deviation. In reality, there are many statistical measures that can use Next PLC historical prices to predict the future Next PLC's volatility.| Risk Adjusted Performance | 0.0242 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0494 |
Next PLC ADR Backtested Returns
At this stage we consider Next Pink Sheet to be very steady. Next PLC ADR has Sharpe Ratio of 0.0261, which conveys that the firm had a 0.0261 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Next PLC, which you can use to evaluate the volatility of the firm. Please verify Next PLC's Downside Deviation of 2.1, risk adjusted performance of 0.0242, and Mean Deviation of 0.8343 to check out if the risk estimate we provide is consistent with the expected return of 0.0376%. Next PLC has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.52, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Next PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding Next PLC is expected to be smaller as well. Next PLC ADR right now secures a risk of 1.44%. Please verify Next PLC ADR treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day typical price , to decide if Next PLC ADR will be following its current price movements.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Next PLC ADR has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Next PLC time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th 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 Next PLC ADR price movement. The serial correlation of -0.75 indicates that around 75.0% of current Next PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 4.33 |
Next PLC ADR lagged returns against current returns
Autocorrelation, which is Next PLC 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 Next PLC's pink sheet expected returns. We can calculate the autocorrelation of Next PLC returns to help us make a trade decision. For example, suppose you find that Next PLC 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 |
Next PLC 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 Next PLC pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Next PLC pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Next PLC pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Next PLC Lagged Returns
When evaluating Next PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Next PLC pink sheet have on its future price. Next PLC 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, Next PLC autocorrelation shows the relationship between Next PLC pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Next PLC ADR.
Regressed Prices |
| Timeline |
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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.Additional Tools for Next Pink Sheet Analysis
When running Next PLC's price analysis, check to measure Next PLC'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 Next PLC is operating at the current time. Most of Next PLC's value examination focuses on studying past and present price action to predict the probability of Next PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Next PLC's price. Additionally, you may evaluate how the addition of Next PLC to your portfolios can decrease your overall portfolio volatility.