Netflix Stock Market Value

NFLX -  USA Stock  

USD 191.40  3.57  1.90%

Netflix's market value is the price at which a share of Netflix stock trades on a public exchange. It measures the collective expectations of Netflix investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Netflix and determine expected loss or profit from investing in Netflix over a given investment horizon. Additionally, see Netflix Hype Analysis, Netflix Correlation, Netflix Valuation, Netflix Volatility, as well as analyze Netflix Alpha and Beta and Netflix Performance.
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Backtest


Is Netflix'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 Netflix. If investors know Netflix 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 Netflix listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Netflix is measured differently than its book value, which is the value of Netflix that is recorded on the company's balance sheet. Investors also form their own opinion of Netflix's value that differs from its market value or its book value, called intrinsic value, which is Netflix'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 Netflix's market value can be influenced by many factors that don't directly affect Netflix'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 Netflix's value and its price as these two are different measures arrived at by different means. Investors typically determine Netflix value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Netflix'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.

Netflix '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 Netflix'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 Netflix.
0.00
04/27/2022
No Change 0.00  0.0 
In 30 days
05/27/2022
0.00
If you would invest  0.00  in Netflix on April 27, 2022 and sell it all today you would earn a total of 0.00 from holding Netflix or generate 0.0% return on investment in Netflix over 30 days. Netflix is related to or competes with Penn Natl, Regencell Bioscience, Procter Gamble, Philip Morris, Ralph Lauren, and Brown Forman. It offers TV series, documentaries, feature films, and mobile games across various genres and languages

Netflix 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 Netflix'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 Netflix upside and downside potential and time the market with a certain degree of confidence.

Netflix Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Netflix's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Netflix's standard deviation. In reality, there are many statistical measures that can use Netflix historical prices to predict the future Netflix's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Netflix'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. Please use the tools below to analyze the current value of Netflix in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
181.55187.07192.59
Details
Intrinsic
Valuation
LowReal ValueHigh
172.26306.27311.79
Details
Naive
Forecast
LowNext ValueHigh
170.86176.38181.89
Details
28 Analysts
Consensus
LowTarget PriceHigh
340.00668.091,154
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Netflix. Your research has to be compared to or analyzed against Netflix's peers to derive any actionable benefits. When done correctly, Netflix's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Netflix.

Netflix Backtested Returns

Netflix has Sharpe Ratio of -0.17, which conveys that the firm had -0.17% of return per unit of risk over the last 3 months. Macroaxis standpoint towards estimating the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Netflix exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Netflix risk adjusted performance of (0.19), and Mean Deviation of 3.34 to check out the risk estimate we provide.
The company secures a Beta (Market Risk) of 1.481, which conveys a somewhat significant risk relative to the market. Let's try to break down what Netflix's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Netflix will likely underperform. Even though it is essential to pay attention to Netflix price patterns, it is always good to be careful when utilizing equity historical price patterns. Our philosophy towards estimating any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Netflix exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Netflix has an expected return of -0.96%. Please be advised to verify Netflix total risk alpha, downside variance, as well as the relationship between the Downside Variance and daily balance of power to decide if Netflix performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.3  

Weak reverse predictability

Netflix has weak reverse predictability. Overlapping area represents the amount of predictability between Netflix time series from 27th of April 2022 to 12th of May 2022 and 12th of May 2022 to 27th of May 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Netflix price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Netflix price fluctuation can be explain by its past prices.
Correlation Coefficient-0.3
Spearman Rank Test-0.12
Residual Average0.0
Price Variance27.96

Netflix lagged returns against current returns

Autocorrelation, which is Netflix 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 Netflix's stock expected returns. We can calculate the autocorrelation of Netflix returns to help us make a trade decision. For example, suppose you find that Netflix stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Netflix 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 Netflix stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Netflix stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Netflix stock over time.
 Current vs Lagged Prices 
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      Timeline 

Netflix Lagged Returns

When evaluating Netflix's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Netflix stock have on its future price. Netflix 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, Netflix autocorrelation shows the relationship between Netflix stock current value and its past values and can show if there is a momentum factor associated with investing in Netflix.
 Regressed Prices 
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      Timeline 

Netflix Investors Sentiment

The influence of Netflix'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 Netflix. 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 markets does not have a solid backing from leading economists and market statisticians.

Netflix Implied Volatility

    
  75.61  
Netflix's implied volatility exposes the market's sentiment of Netflix stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Netflix's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Netflix stock will not fluctuate a lot when Netflix's options are near their expiration.
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 Netflix 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, Netflix's short interest history, or implied volatility extrapolated from Netflix options trading.

Current Sentiment - NFLX

Netflix Investor Sentiment

Majority of Macroaxis users are now bullish on Netflix. What is your trading attitude regarding investing in Netflix? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Additionally, see Netflix Hype Analysis, Netflix Correlation, Netflix Valuation, Netflix Volatility, as well as analyze Netflix Alpha and Beta and Netflix Performance. Note that the Netflix information on this page should be used as a complementary analysis to other Netflix's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Complementary Tools for Netflix Stock analysis

When running Netflix price analysis, check to measure Netflix'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 Netflix is operating at the current time. Most of Netflix's value examination focuses on studying past and present price action to predict the probability of Netflix's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Netflix's price. Additionally, you may evaluate how the addition of Netflix to your portfolios can decrease your overall portfolio volatility.
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Netflix 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.
A focus of Netflix technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Netflix trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...