Northern Data Ag Stock Market Value
| NDTAF Stock | USD 30.00 0.00 0.00% |
| Symbol | Northern |
Northern Data '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 Northern Data's pink sheet 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 Northern Data.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Northern Data on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Northern Data AG or generate 0.0% return on investment in Northern Data over 90 days. Northern Data is related to or competes with Gartner, Cognizant Technology, Leidos Holdings, CACI International, Broadridge Financial, FiscalNote Holdings, and Innodata. Northern Data AG develops, builds, and operates high-performance computing infrastructure solutions in Germany and inter... More
Northern Data 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 Northern Data's pink sheet 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 Northern Data AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 16.33 |
Northern Data Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Northern Data's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Northern Data's standard deviation. In reality, there are many statistical measures that can use Northern Data historical prices to predict the future Northern Data's volatility.| Risk Adjusted Performance | 0.0124 | |||
| Jensen Alpha | 0.0348 | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | (0.03) |
Northern Data AG Backtested Returns
At this point, Northern Data is very steady. Northern Data AG has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Northern Data, which you can use to evaluate the volatility of the firm. Please verify Northern Data's Mean Deviation of 0.5037, risk adjusted performance of 0.0124, and Standard Deviation of 1.88 to check out if the risk estimate we provide is consistent with the expected return of 0.0158%. The company secures a Beta (Market Risk) of -0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Northern Data are expected to decrease at a much lower rate. During the bear market, Northern Data is likely to outperform the market. Northern Data AG right now secures a risk of 1.93%. Please verify Northern Data AG information ratio, and the relationship between the coefficient of variation and skewness , to decide if Northern Data AG will be following its current price movements.
Auto-correlation | -0.06 |
Very weak reverse predictability
Northern Data AG has very weak reverse predictability. Overlapping area represents the amount of predictability between Northern Data time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Northern Data AG price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Northern Data price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Northern Data AG lagged returns against current returns
Autocorrelation, which is Northern Data pink sheet'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 Northern Data's pink sheet expected returns. We can calculate the autocorrelation of Northern Data returns to help us make a trade decision. For example, suppose you find that Northern Data has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Northern Data 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 Northern Data pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Northern Data pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Northern Data pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Northern Data Lagged Returns
When evaluating Northern Data's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Northern Data pink sheet have on its future price. Northern Data 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, Northern Data autocorrelation shows the relationship between Northern Data pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Northern Data AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Northern Pink Sheet
Northern Data financial ratios help investors to determine whether Northern Pink Sheet 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 Northern with respect to the benefits of owning Northern Data security.