Nib Holdings (Germany) Market Value
| 3GU Stock | EUR 3.86 0.02 0.52% |
| Symbol | Nib |
Nib Holdings '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 Nib Holdings' 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 Nib Holdings.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Nib Holdings on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding nib holdings limited or generate 0.0% return on investment in Nib Holdings over 90 days. Nib Holdings is related to or competes with Mapfre SA, First American, MGIC Investment, Assured Guaranty, Radian, Trupanion, and Lancashire Holdings. nib holdings limited, together with its subsidiaries, provides health insurance services to residents, and international... More
Nib Holdings 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 Nib Holdings' 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 nib holdings limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.16 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 15.22 | |||
| Value At Risk | (4.47) | |||
| Potential Upside | 7.34 |
Nib Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nib Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nib Holdings' standard deviation. In reality, there are many statistical measures that can use Nib Holdings historical prices to predict the future Nib Holdings' volatility.| Risk Adjusted Performance | 0.0354 | |||
| Jensen Alpha | 0.0544 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.3809 |
nib holdings limited Backtested Returns
At this point, Nib Holdings is relatively risky. nib holdings limited has Sharpe Ratio of 0.0565, which conveys that the firm had a 0.0565 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Nib Holdings, which you can use to evaluate the volatility of the firm. Please verify Nib Holdings' Market Risk Adjusted Performance of 0.3909, risk adjusted performance of 0.0354, and Downside Deviation of 3.16 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. Nib Holdings has a performance score of 4 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Nib Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Nib Holdings is expected to be smaller as well. nib holdings limited right now secures a risk of 3.04%. Please verify nib holdings limited mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to decide if nib holdings limited will be following its current price movements.
Auto-correlation | -0.31 |
Poor reverse predictability
nib holdings limited has poor reverse predictability. Overlapping area represents the amount of predictability between Nib Holdings time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of nib holdings limited price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Nib Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
nib holdings limited lagged returns against current returns
Autocorrelation, which is Nib Holdings 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 Nib Holdings' stock expected returns. We can calculate the autocorrelation of Nib Holdings returns to help us make a trade decision. For example, suppose you find that Nib Holdings 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 |
Nib Holdings 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 Nib Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nib Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nib Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Nib Holdings Lagged Returns
When evaluating Nib Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nib Holdings stock have on its future price. Nib Holdings 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, Nib Holdings autocorrelation shows the relationship between Nib Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in nib holdings limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Nib Stock
Nib Holdings financial ratios help investors to determine whether Nib Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Nib with respect to the benefits of owning Nib Holdings security.