Natwest Group Plc Stock Market Value
| NWG Stock | USD 7.26 0.17 2.40% |
| Symbol | Natwest |
Natwest Group PLC Price To Book Ratio
Is Natwest Group'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 Natwest Group. If investors know Natwest 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 Natwest Group 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 0.078 | Dividend Share 0.17 | Earnings Share 1.21 | Revenue Per Share 3.092 | Quarterly Revenue Growth (0.09) |
The market value of Natwest Group PLC is measured differently than its book value, which is the value of Natwest that is recorded on the company's balance sheet. Investors also form their own opinion of Natwest Group's value that differs from its market value or its book value, called intrinsic value, which is Natwest Group'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 Natwest Group's market value can be influenced by many factors that don't directly affect Natwest Group'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 Natwest Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Natwest Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Natwest Group'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.
Natwest Group '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 Natwest Group'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 Natwest Group.
| 03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Natwest Group on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding Natwest Group PLC or generate 0.0% return on investment in Natwest Group over 30 days. Natwest Group is related to or competes with KeyCorp, First Mid, Finwise Bancorp, Home Bancorp, Enterprise Financial, and Affinity Bancshares. NatWest Group plc, together with its subsidiaries, provides banking and financial products and services to personal, com... More
Natwest Group 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 Natwest Group'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 Natwest Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.32 | |||
| Information Ratio | 0.2501 | |||
| Maximum Drawdown | 9.53 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 2.82 |
Natwest Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Natwest Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Natwest Group's standard deviation. In reality, there are many statistical measures that can use Natwest Group historical prices to predict the future Natwest Group's volatility.| Risk Adjusted Performance | 0.1929 | |||
| Jensen Alpha | 0.4143 | |||
| Total Risk Alpha | 0.2841 | |||
| Sortino Ratio | 0.3186 | |||
| Treynor Ratio | 0.4569 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Natwest Group'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.
Natwest Group PLC Backtested Returns
Natwest Group appears to be not too volatile, given 3 months investment horizon. Natwest Group PLC has Sharpe Ratio of 0.29, which conveys that the firm had a 0.29% return per unit of risk over the last 3 months. By analyzing Natwest Group's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please exercise Natwest Group's Mean Deviation of 1.24, downside deviation of 1.32, and Risk Adjusted Performance of 0.1929 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Natwest Group holds a performance score of 22. The company secures a Beta (Market Risk) of 1.1, which conveys a somewhat significant risk relative to the market. Natwest Group returns are very sensitive to returns on the market. As the market goes up or down, Natwest Group is expected to follow. Please check Natwest Group's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Natwest Group's current price movements will revert.
Auto-correlation | -0.54 |
Good reverse predictability
Natwest Group PLC has good reverse predictability. Overlapping area represents the amount of predictability between Natwest Group 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 Natwest Group PLC price movement. The serial correlation of -0.54 indicates that about 54.0% of current Natwest Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Natwest Group PLC lagged returns against current returns
Autocorrelation, which is Natwest Group 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 Natwest Group's stock expected returns. We can calculate the autocorrelation of Natwest Group returns to help us make a trade decision. For example, suppose you find that Natwest Group 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 |
Natwest Group 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 Natwest Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Natwest Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Natwest Group stock over time.
Current vs Lagged Prices |
| Timeline |
Natwest Group Lagged Returns
When evaluating Natwest Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Natwest Group stock have on its future price. Natwest Group 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, Natwest Group autocorrelation shows the relationship between Natwest Group stock current value and its past values and can show if there is a momentum factor associated with investing in Natwest Group PLC.
Regressed Prices |
| Timeline |
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Complementary Tools for Natwest Stock analysis
When running Natwest Group's price analysis, check to measure Natwest Group'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 Natwest Group is operating at the current time. Most of Natwest Group's value examination focuses on studying past and present price action to predict the probability of Natwest Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Natwest Group's price. Additionally, you may evaluate how the addition of Natwest Group to your portfolios can decrease your overall portfolio volatility.
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Natwest Group 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.