Nestle OTC Stock Market Value

NSRGF -  USA Stock  

USD 116.20  1.43  1.22%

Nestle Sa's market value is the price at which a share of Nestle Sa stock trades on a public exchange. It measures the collective expectations of Nestle Sa Cham investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Nestle Sa Cham and determine expected loss or profit from investing in Nestle Sa over a given investment horizon. Additionally, see Nestle Sa Hype Analysis, Nestle Sa Correlation, Nestle Sa Valuation, Nestle Sa Volatility, as well as analyze Nestle Sa Alpha and Beta and Nestle Sa Performance.
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Is Nestle Sa'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 Nestle Sa. If investors know Nestle 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 Nestle Sa 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 Nestle Sa Cham is measured differently than its book value, which is the value of Nestle that is recorded on the company's balance sheet. Investors also form their own opinion of Nestle Sa's value that differs from its market value or its book value, called intrinsic value, which is Nestle Sa'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 Nestle Sa's market value can be influenced by many factors that don't directly affect Nestle Sa'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 Nestle Sa's value and its price as these two are different measures arrived at by different means. Investors typically determine Nestle Sa value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nestle Sa'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.

Nestle Sa '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 Nestle Sa's otc 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 Nestle Sa.
0.00
04/23/2022
No Change 0.00  0.0 
In 31 days
05/23/2022
0.00
If you would invest  0.00  in Nestle Sa on April 23, 2022 and sell it all today you would earn a total of 0.00 from holding Nestle Sa Cham or generate 0.0% return on investment in Nestle Sa over 30 days. Nestle Sa is related to or competes with Kraft Heinz, General Mills, Hormel Foods, Mccormick, and Kellogg. Nestl S.A., together with its subsidiaries, operates as a food and beverage company

Nestle Sa 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 Nestle Sa's otc 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 Nestle Sa Cham upside and downside potential and time the market with a certain degree of confidence.

Nestle Sa Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Nestle Sa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nestle Sa's standard deviation. In reality, there are many statistical measures that can use Nestle Sa historical prices to predict the future Nestle Sa's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Nestle Sa'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 Nestle Sa in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
113.69115.83117.97
Details
Intrinsic
Valuation
LowReal ValueHigh
85.0187.15127.82
Details
Naive
Forecast
LowNext ValueHigh
114.48116.62118.77
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
114.13117.64121.15
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Nestle Sa. Your research has to be compared to or analyzed against Nestle Sa's peers to derive any actionable benefits. When done correctly, Nestle Sa'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 Nestle Sa Cham.

Nestle Sa Cham Backtested Returns

Nestle Sa Cham has Sharpe Ratio of -0.0405, which conveys that the firm had -0.0405% 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. Nestle Sa exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Nestle Sa Cham risk adjusted performance of (0.05), and Mean Deviation of 1.66 to check out the risk estimate we provide.
The company secures a Beta (Market Risk) of 0.5025, which conveys possible diversification benefits within a given portfolio. Let's try to break down what Nestle's beta means in this case. As returns on the market increase, Nestle Sa returns are expected to increase less than the market. However, during the bear market, the loss on holding Nestle Sa will be expected to be smaller as well. Even though it is essential to pay attention to Nestle Sa Cham 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. Nestle Sa exposes twenty-one different technical indicators, which can help you to evaluate its performance. Nestle Sa Cham has an expected return of -0.0868%. Please be advised to verify Nestle Sa Cham information ratio, value at risk, as well as the relationship between the Value At Risk and expected short fall to decide if Nestle Sa Cham performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.74  

Good predictability

Nestle Sa Cham has good predictability. Overlapping area represents the amount of predictability between Nestle Sa time series from 23rd of April 2022 to 8th of May 2022 and 8th of May 2022 to 23rd 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 Nestle Sa Cham price movement. The serial correlation of 0.74 indicates that around 74.0% of current Nestle Sa price fluctuation can be explain by its past prices.
Correlation Coefficient0.74
Spearman Rank Test0.57
Residual Average0.0
Price Variance5.03

Nestle Sa Cham lagged returns against current returns

Autocorrelation, which is Nestle Sa otc 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 Nestle Sa's otc stock expected returns. We can calculate the autocorrelation of Nestle Sa returns to help us make a trade decision. For example, suppose you find that Nestle Sa otc 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 

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

Nestle Sa Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Nestle Sa without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Nestle Sa Cham using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Additionally, see Nestle Sa Hype Analysis, Nestle Sa Correlation, Nestle Sa Valuation, Nestle Sa Volatility, as well as analyze Nestle Sa Alpha and Beta and Nestle Sa Performance. Note that the Nestle Sa Cham information on this page should be used as a complementary analysis to other Nestle Sa'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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

Complementary Tools for Nestle OTC Stock analysis

When running Nestle Sa Cham price analysis, check to measure Nestle Sa'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 Nestle Sa is operating at the current time. Most of Nestle Sa's value examination focuses on studying past and present price action to predict the probability of Nestle Sa's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Nestle Sa's price. Additionally, you may evaluate how the addition of Nestle Sa to your portfolios can decrease your overall portfolio volatility.
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Nestle Sa technical otc 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 Nestle Sa technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Nestle Sa 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...