Natural Alternatives International Stock Market Value
| NAII Stock | USD 6.67 0.07 1.06% |
| Symbol | Natural |
Natural Alternatives Price To Book Ratio
Is Natural Alternatives' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Natural Alternatives. If investors know Natural will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Natural Alternatives listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.741 | Earnings Share (0.70) | Revenue Per Share 21.871 | Quarterly Revenue Growth 0.265 | Return On Assets (0.01) |
The market value of Natural Alternatives is measured differently than its book value, which is the value of Natural that is recorded on the company's balance sheet. Investors also form their own opinion of Natural Alternatives' value that differs from its market value or its book value, called intrinsic value, which is Natural Alternatives' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Natural Alternatives' market value can be influenced by many factors that don't directly affect Natural Alternatives' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Natural Alternatives' value and its price as these two are different measures arrived at by different means. Investors typically determine if Natural Alternatives is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Natural Alternatives' 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.
Natural Alternatives '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 Natural Alternatives' 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 Natural Alternatives.
| 04/12/2024 |
| 05/12/2024 |
If you would invest 0.00 in Natural Alternatives on April 12, 2024 and sell it all today you would earn a total of 0.00 from holding Natural Alternatives International or generate 0.0% return on investment in Natural Alternatives over 30 days. Natural Alternatives is related to or competes with Seneca Foods, Central Garden, Central Garden, Lifeway Foods, Seneca Foods, J J, and Aryzta AG. Natural Alternatives International, Inc. engages in formulating, manufacturing, and marketing nutritional supplements in... More
Natural Alternatives 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 Natural Alternatives' 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 Natural Alternatives International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.0326 | |||
| Maximum Drawdown | 15.54 | |||
| Value At Risk | (2.62) | |||
| Potential Upside | 2.7 |
Natural Alternatives Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natural Alternatives' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natural Alternatives' standard deviation. In reality, there are many statistical measures that can use Natural Alternatives historical prices to predict the future Natural Alternatives' volatility.| Risk Adjusted Performance | 0.0517 | |||
| Jensen Alpha | 0.1906 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0413 | |||
| Treynor Ratio | (0.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natural Alternatives' 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.
Natural Alternatives Backtested Returns
We consider Natural Alternatives somewhat reliable. Natural Alternatives has Sharpe Ratio of 0.0725, which conveys that the firm had a 0.0725% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Natural Alternatives, which you can use to evaluate the volatility of the firm. Please verify Natural Alternatives' Downside Deviation of 1.65, mean deviation of 1.27, and Risk Adjusted Performance of 0.0517 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Natural Alternatives has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.67, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Natural Alternatives are expected to decrease at a much lower rate. During the bear market, Natural Alternatives is likely to outperform the market. Natural Alternatives right now secures a risk of 2.11%. Please verify Natural Alternatives International expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Natural Alternatives International will be following its current price movements.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Natural Alternatives International has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Natural Alternatives time series from 12th of April 2024 to 27th of April 2024 and 27th of April 2024 to 12th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Natural Alternatives price movement. The serial correlation of -0.8 indicates that around 80.0% of current Natural Alternatives price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Natural Alternatives lagged returns against current returns
Autocorrelation, which is Natural Alternatives 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 Natural Alternatives' stock expected returns. We can calculate the autocorrelation of Natural Alternatives returns to help us make a trade decision. For example, suppose you find that Natural Alternatives 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 |
Natural Alternatives 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 Natural Alternatives stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natural Alternatives stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natural Alternatives stock over time.
Current vs Lagged Prices |
| Timeline |
Natural Alternatives Lagged Returns
When evaluating Natural Alternatives' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natural Alternatives stock have on its future price. Natural Alternatives 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, Natural Alternatives autocorrelation shows the relationship between Natural Alternatives stock current value and its past values and can show if there is a momentum factor associated with investing in Natural Alternatives International.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Natural Alternatives in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Natural Alternatives' short interest history, or implied volatility extrapolated from Natural Alternatives options trading.
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Complementary Tools for Natural Stock analysis
When running Natural Alternatives' price analysis, check to measure Natural Alternatives' 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 Natural Alternatives is operating at the current time. Most of Natural Alternatives' value examination focuses on studying past and present price action to predict the probability of Natural Alternatives' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Natural Alternatives' price. Additionally, you may evaluate how the addition of Natural Alternatives to your portfolios can decrease your overall portfolio volatility.
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Natural Alternatives technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.