National Atomic (UK) Market Value
| KAP Stock | 43.75 0.15 0.34% |
| Symbol | National |
National Atomic '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 National Atomic'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 National Atomic.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in National Atomic on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding National Atomic Co or generate 0.0% return on investment in National Atomic over 90 days. National Atomic is related to or competes with British American, MT Bank, Iron Mountain, Lendinvest PLC, UNIQA Insurance, Baker Steel, and Ally Financial. National Atomic is entity of United Kingdom More
National Atomic 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 National Atomic'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 National Atomic Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | 0.2075 | |||
| Maximum Drawdown | 12.97 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 4.08 |
National Atomic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for National Atomic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as National Atomic's standard deviation. In reality, there are many statistical measures that can use National Atomic historical prices to predict the future National Atomic's volatility.| Risk Adjusted Performance | 0.2572 | |||
| Jensen Alpha | 0.5594 | |||
| Total Risk Alpha | 0.2848 | |||
| Sortino Ratio | 0.2262 | |||
| Treynor Ratio | 1.75 |
National Atomic Backtested Returns
National Atomic appears to be very steady, given 3 months investment horizon. National Atomic has Sharpe Ratio of 0.32, which conveys that the firm had a 0.32 % return per unit of risk over the last 3 months. By analyzing National Atomic's technical indicators, you can evaluate if the expected return of 0.71% is justified by implied risk. Please exercise National Atomic's Downside Deviation of 2.09, mean deviation of 1.7, and Risk Adjusted Performance of 0.2572 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, National Atomic holds a performance score of 25. The company secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, National Atomic's returns are expected to increase less than the market. However, during the bear market, the loss of holding National Atomic is expected to be smaller as well. Please check National Atomic's treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to make a quick decision on whether National Atomic's current price movements will revert.
Auto-correlation | 0.77 |
Good predictability
National Atomic Co has good predictability. Overlapping area represents the amount of predictability between National Atomic time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 National Atomic price movement. The serial correlation of 0.77 indicates that around 77.0% of current National Atomic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 2.35 |
National Atomic lagged returns against current returns
Autocorrelation, which is National Atomic 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 National Atomic's stock expected returns. We can calculate the autocorrelation of National Atomic returns to help us make a trade decision. For example, suppose you find that National Atomic 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 |
National Atomic 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 National Atomic stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if National Atomic stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in National Atomic stock over time.
Current vs Lagged Prices |
| Timeline |
National Atomic Lagged Returns
When evaluating National Atomic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of National Atomic stock have on its future price. National Atomic 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, National Atomic autocorrelation shows the relationship between National Atomic stock current value and its past values and can show if there is a momentum factor associated with investing in National Atomic Co.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in National Stock
National Atomic financial ratios help investors to determine whether National 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 National with respect to the benefits of owning National Atomic security.