Nvr Inc Stock Market Value
| NVR Stock | USD 7,807 121.79 1.58% |
| Symbol | NVR |
NVR Inc Price To Book Ratio
Is NVR's 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 NVR. If investors know NVR 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 NVR 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 (0.09) | Earnings Share 463.41 | Revenue Per Share 3 K | Quarterly Revenue Growth (0.1) | Return On Assets 0.1993 |
The market value of NVR Inc is measured differently than its book value, which is the value of NVR that is recorded on the company's balance sheet. Investors also form their own opinion of NVR's value that differs from its market value or its book value, called intrinsic value, which is NVR's 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 NVR's market value can be influenced by many factors that don't directly affect NVR's 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 NVR's value and its price as these two are different measures arrived at by different means. Investors typically determine if NVR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NVR'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.
NVR '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 NVR'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 NVR.
| 03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in NVR on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding NVR Inc or generate 0.0% return on investment in NVR over 30 days. NVR is related to or competes with PulteGroup, Lennar, KB Home, Toll Brothers, DR Horton, Taylor Morn, and MI Homes. The company operates in two segments, Homebuilding and Mortgage Banking More
NVR 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 NVR'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 NVR Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.95 | |||
| Information Ratio | 0.029 | |||
| Maximum Drawdown | 9.33 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.27 |
NVR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NVR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NVR's standard deviation. In reality, there are many statistical measures that can use NVR historical prices to predict the future NVR's volatility.| Risk Adjusted Performance | 0.0565 | |||
| Jensen Alpha | (0.0006) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0239 | |||
| Treynor Ratio | 0.075 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NVR'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.
NVR Inc Backtested Returns
NVR appears to be very steady, given 3 months investment horizon. NVR Inc has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for NVR, which you can use to evaluate the volatility of the firm. Please exercise NVR's Market Risk Adjusted Performance of 0.085, risk adjusted performance of 0.0565, and Mean Deviation of 1.17 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NVR holds a performance score of 12. The company secures a Beta (Market Risk) of 1.63, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, NVR will likely underperform. Please check NVR's downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether NVR's current price movements will revert.
Auto-correlation | 0.03 |
Virtually no predictability
NVR Inc has virtually no predictability. Overlapping area represents the amount of predictability between NVR time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd 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 NVR Inc price movement. The serial correlation of 0.03 indicates that only 3.0% of current NVR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 9886.58 |
NVR Inc lagged returns against current returns
Autocorrelation, which is NVR 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 NVR's stock expected returns. We can calculate the autocorrelation of NVR returns to help us make a trade decision. For example, suppose you find that NVR 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 |
NVR 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 NVR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NVR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NVR stock over time.
Current vs Lagged Prices |
| Timeline |
NVR Lagged Returns
When evaluating NVR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NVR stock have on its future price. NVR 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, NVR autocorrelation shows the relationship between NVR stock current value and its past values and can show if there is a momentum factor associated with investing in NVR Inc.
Regressed Prices |
| Timeline |
NVR Investors Sentiment
The influence of NVR's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in NVR. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to NVR's public news can be used to forecast risks associated with an investment in NVR. The trend in average sentiment can be used to explain how an investor holding NVR can time the market purely based on public headlines and social activities around NVR Inc. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
NVR's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for NVR's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average NVR's news discussions. The higher the estimated score, the more favorable is the investor's outlook on NVR.
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 NVR 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, NVR's short interest history, or implied volatility extrapolated from NVR options trading.
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Complementary Tools for NVR Stock analysis
When running NVR's price analysis, check to measure NVR'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 NVR is operating at the current time. Most of NVR's value examination focuses on studying past and present price action to predict the probability of NVR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NVR's price. Additionally, you may evaluate how the addition of NVR to your portfolios can decrease your overall portfolio volatility.
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NVR 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.