NedSense Enterprises (Netherlands) Market Value
| NEDSE Stock | EUR 0.1 0.01 15.85% |
| Symbol | NedSense |
NedSense Enterprises '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 NedSense Enterprises' 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 NedSense Enterprises.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in NedSense Enterprises on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding NedSense Enterprises NV or generate 0.0% return on investment in NedSense Enterprises over 90 days. NedSense Enterprises is related to or competes with Cerence, Asana, Ctac NV, Value8 NV, and Lavide Holding. Previously, it provided software solutions and services to furniture retailers and manufacturers, and the real estate in... More
NedSense Enterprises 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 NedSense Enterprises' 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 NedSense Enterprises NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.63 | |||
| Information Ratio | 0.1978 | |||
| Maximum Drawdown | 11.87 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 5.93 |
NedSense Enterprises Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NedSense Enterprises' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NedSense Enterprises' standard deviation. In reality, there are many statistical measures that can use NedSense Enterprises historical prices to predict the future NedSense Enterprises' volatility.| Risk Adjusted Performance | 0.233 | |||
| Jensen Alpha | 0.7729 | |||
| Total Risk Alpha | 0.3154 | |||
| Sortino Ratio | 0.2406 | |||
| Treynor Ratio | (9.74) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NedSense Enterprises' 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.
NedSense Enterprises Backtested Returns
NedSense Enterprises appears to be out of control, given 3 months investment horizon. NedSense Enterprises has Sharpe Ratio of 0.26, which conveys that the firm had a 0.26 % return per unit of risk over the last 3 months. By analyzing NedSense Enterprises' technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please exercise NedSense Enterprises' Mean Deviation of 2.28, downside deviation of 2.63, and Risk Adjusted Performance of 0.233 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NedSense Enterprises holds a performance score of 20. The company secures a Beta (Market Risk) of -0.0783, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NedSense Enterprises are expected to decrease at a much lower rate. During the bear market, NedSense Enterprises is likely to outperform the market. Please check NedSense Enterprises' downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether NedSense Enterprises' current price movements will revert.
Auto-correlation | 0.62 |
Good predictability
NedSense Enterprises NV has good predictability. Overlapping area represents the amount of predictability between NedSense Enterprises 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 NedSense Enterprises price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current NedSense Enterprises price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
NedSense Enterprises lagged returns against current returns
Autocorrelation, which is NedSense Enterprises 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 NedSense Enterprises' stock expected returns. We can calculate the autocorrelation of NedSense Enterprises returns to help us make a trade decision. For example, suppose you find that NedSense Enterprises 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 |
NedSense Enterprises 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 NedSense Enterprises stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NedSense Enterprises stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NedSense Enterprises stock over time.
Current vs Lagged Prices |
| Timeline |
NedSense Enterprises Lagged Returns
When evaluating NedSense Enterprises' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NedSense Enterprises stock have on its future price. NedSense Enterprises 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, NedSense Enterprises autocorrelation shows the relationship between NedSense Enterprises stock current value and its past values and can show if there is a momentum factor associated with investing in NedSense Enterprises NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in NedSense Stock
NedSense Enterprises financial ratios help investors to determine whether NedSense 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 NedSense with respect to the benefits of owning NedSense Enterprises security.