Natural Grocers By Stock Market Value
| NGVC Stock | USD 16.24 0.06 0.37% |
| Symbol | Natural |
Natural Grocers by Price To Book Ratio
Is Natural Grocers' 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 Grocers. 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 Grocers 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 0.789 | Dividend Share 0.4 | Earnings Share 1.17 | Revenue Per Share 51.103 | Quarterly Revenue Growth 0.076 |
The market value of Natural Grocers by 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 Grocers' value that differs from its market value or its book value, called intrinsic value, which is Natural Grocers' 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 Grocers' market value can be influenced by many factors that don't directly affect Natural Grocers' 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 Grocers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Natural Grocers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Natural Grocers' 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 Grocers '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 Grocers' 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 Grocers.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Natural Grocers on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Natural Grocers by or generate 0.0% return on investment in Natural Grocers over 30 days. Natural Grocers is related to or competes with Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, and 70082LAB3. Natural Grocers by Vitamin Cottage, Inc., together with its subsidiaries, retails natural and organic groceries, and die... More
Natural Grocers 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 Grocers' 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 Grocers by upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.47 | |||
| Information Ratio | 0.0185 | |||
| Maximum Drawdown | 24.86 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 4.24 |
Natural Grocers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natural Grocers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natural Grocers' standard deviation. In reality, there are many statistical measures that can use Natural Grocers historical prices to predict the future Natural Grocers' volatility.| Risk Adjusted Performance | 0.0329 | |||
| Jensen Alpha | 0.0539 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0236 | |||
| Treynor Ratio | 0.1086 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natural Grocers' 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 Grocers by Backtested Returns
We consider Natural Grocers not too volatile. Natural Grocers by has Sharpe Ratio of 0.0177, which conveys that the firm had a 0.0177% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Natural Grocers, which you can use to evaluate the volatility of the firm. Please verify Natural Grocers' Risk Adjusted Performance of 0.0329, mean deviation of 1.99, and Downside Deviation of 2.47 to check out if the risk estimate we provide is consistent with the expected return of 0.0553%. Natural Grocers has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 1.08, which conveys a somewhat significant risk relative to the market. Natural Grocers returns are very sensitive to returns on the market. As the market goes up or down, Natural Grocers is expected to follow. Natural Grocers by right now secures a risk of 3.12%. Please verify Natural Grocers by expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Natural Grocers by will be following its current price movements.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Natural Grocers by has insignificant reverse predictability. Overlapping area represents the amount of predictability between Natural Grocers time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 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 Grocers by price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Natural Grocers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Natural Grocers by lagged returns against current returns
Autocorrelation, which is Natural Grocers 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 Grocers' stock expected returns. We can calculate the autocorrelation of Natural Grocers returns to help us make a trade decision. For example, suppose you find that Natural Grocers 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 Grocers 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 Grocers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natural Grocers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natural Grocers stock over time.
Current vs Lagged Prices |
| Timeline |
Natural Grocers Lagged Returns
When evaluating Natural Grocers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natural Grocers stock have on its future price. Natural Grocers 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 Grocers autocorrelation shows the relationship between Natural Grocers stock current value and its past values and can show if there is a momentum factor associated with investing in Natural Grocers by.
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 Grocers 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 Grocers' short interest history, or implied volatility extrapolated from Natural Grocers options trading.
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When running Natural Grocers' price analysis, check to measure Natural Grocers' 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 Grocers is operating at the current time. Most of Natural Grocers' value examination focuses on studying past and present price action to predict the probability of Natural Grocers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Natural Grocers' price. Additionally, you may evaluate how the addition of Natural Grocers to your portfolios can decrease your overall portfolio volatility.
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Natural Grocers 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.