Nio Class A Stock Market Value
| NIO Stock | USD 4.15 0.14 3.49% |
| Symbol | Nio |
Nio Class A Price To Book Ratio
Is Nio'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 Nio. If investors know Nio 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 Nio listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.75) | Revenue Per Share 32.713 | Quarterly Revenue Growth 0.065 | Return On Assets (0.13) | Return On Equity (0.73) |
The market value of Nio Class A is measured differently than its book value, which is the value of Nio that is recorded on the company's balance sheet. Investors also form their own opinion of Nio's value that differs from its market value or its book value, called intrinsic value, which is Nio'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 Nio's market value can be influenced by many factors that don't directly affect Nio'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 Nio's value and its price as these two are different measures arrived at by different means. Investors typically determine if Nio is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nio'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.
Nio '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 Nio'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 Nio.
| 01/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Nio on January 26, 2024 and sell it all today you would earn a total of 0.00 from holding Nio Class A or generate 0.0% return on investment in Nio over 90 days. Nio is related to or competes with Li AutoInc, Rivian Automotive, Lucid, Tesla, Ford, Xpeng, and BYD Co. NIO Inc. designs, develops, manufactures, and sells smart electric vehicles in China More
Nio 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 Nio'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 Nio Class A upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 19.93 | |||
| Value At Risk | (6.32) | |||
| Potential Upside | 5.29 |
Nio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nio's standard deviation. In reality, there are many statistical measures that can use Nio historical prices to predict the future Nio's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.73) | |||
| Total Risk Alpha | (1.09) | |||
| Treynor Ratio | (0.28) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nio'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.
Nio Class A Backtested Returns
Nio Class A has Sharpe Ratio of -0.14, which conveys that the firm had a -0.14% return per unit of risk over the last 3 months. Nio exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nio's Risk Adjusted Performance of (0.08), mean deviation of 3.0, and Standard Deviation of 3.89 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 2.02, 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, Nio will likely underperform. Nio Class A has an expected return of -0.55%. Please make sure to verify Nio Class A total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Nio Class A performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
Nio Class A has weak predictability. Overlapping area represents the amount of predictability between Nio time series from 26th of January 2024 to 11th of March 2024 and 11th of March 2024 to 25th 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 Nio Class A price movement. The serial correlation of 0.22 indicates that over 22.0% of current Nio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Nio Class A lagged returns against current returns
Autocorrelation, which is Nio 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 Nio's stock expected returns. We can calculate the autocorrelation of Nio returns to help us make a trade decision. For example, suppose you find that Nio 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 |
Nio 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 Nio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nio stock over time.
Current vs Lagged Prices |
| Timeline |
Nio Lagged Returns
When evaluating Nio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nio stock have on its future price. Nio 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, Nio autocorrelation shows the relationship between Nio stock current value and its past values and can show if there is a momentum factor associated with investing in Nio Class A.
Regressed Prices |
| Timeline |
Nio Investors Sentiment
The influence of Nio'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 Nio. 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 Nio's public news can be used to forecast risks associated with an investment in Nio. The trend in average sentiment can be used to explain how an investor holding Nio can time the market purely based on public headlines and social activities around Nio Class A. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Nio'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 Nio'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 Nio's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Nio.
Nio Implied Volatility | 132.26 |
Nio's implied volatility exposes the market's sentiment of Nio Class A stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Nio'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 Nio stock will not fluctuate a lot when Nio'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 Nio 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, Nio's short interest history, or implied volatility extrapolated from Nio options trading.
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When running Nio's price analysis, check to measure Nio'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 Nio is operating at the current time. Most of Nio's value examination focuses on studying past and present price action to predict the probability of Nio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nio's price. Additionally, you may evaluate how the addition of Nio to your portfolios can decrease your overall portfolio volatility.
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