Net 1 (Germany) Market Value
| NJPA Stock | EUR 3.92 0.14 3.70% |
| Symbol | Net |
Net 1 '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 Net 1'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 Net 1.
| 04/15/2025 |
| 07/14/2025 |
If you would invest 0.00 in Net 1 on April 15, 2025 and sell it all today you would earn a total of 0.00 from holding Net 1 Ueps or generate 0.0% return on investment in Net 1 over 90 days. Net 1 is related to or competes with Fast Retailing, Universal Display, Costco Wholesale, LG Display, Ross Stores, and COLUMBIA SPORTSWEAR. More
Net 1 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 Net 1'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 Net 1 Ueps upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.86 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 18.9 | |||
| Value At Risk | (3.61) | |||
| Potential Upside | 4.79 |
Net 1 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Net 1's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Net 1's standard deviation. In reality, there are many statistical measures that can use Net 1 historical prices to predict the future Net 1's volatility.| Risk Adjusted Performance | 0.0237 | |||
| Jensen Alpha | 0.0069 | |||
| Total Risk Alpha | (0.51) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.3011 |
Net 1 Ueps Backtested Returns
Net 1 Ueps 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. Net 1 exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Net 1's Risk Adjusted Performance of 0.0237, downside deviation of 2.86, and Mean Deviation of 1.95 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Net 1's returns are expected to increase less than the market. However, during the bear market, the loss of holding Net 1 is expected to be smaller as well. At this point, Net 1 Ueps has a negative expected return of -0.0068%. Please make sure to verify Net 1's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Net 1 Ueps performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.45 |
Modest reverse predictability
Net 1 Ueps has modest reverse predictability. Overlapping area represents the amount of predictability between Net 1 time series from 15th of April 2025 to 30th of May 2025 and 30th of May 2025 to 14th 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 Net 1 Ueps price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Net 1 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Net 1 Ueps lagged returns against current returns
Autocorrelation, which is Net 1 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 Net 1's stock expected returns. We can calculate the autocorrelation of Net 1 returns to help us make a trade decision. For example, suppose you find that Net 1 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 |
Net 1 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 Net 1 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Net 1 stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Net 1 stock over time.
Current vs Lagged Prices |
| Timeline |
Net 1 Lagged Returns
When evaluating Net 1's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Net 1 stock have on its future price. Net 1 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, Net 1 autocorrelation shows the relationship between Net 1 stock current value and its past values and can show if there is a momentum factor associated with investing in Net 1 Ueps.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Net Stock
Net 1 financial ratios help investors to determine whether Net 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 Net with respect to the benefits of owning Net 1 security.