NOS SGPS (Portugal) Market Value
| NOS Stock | EUR 3.75 0.08 2.09% |
| Symbol | NOS |
NOS SGPS '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 NOS SGPS'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 NOS SGPS.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in NOS SGPS on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding NOS SGPS SA or generate 0.0% return on investment in NOS SGPS over 90 days. NOS SGPS is related to or competes with Sonae SGPS, Navigator, Galp Energia, REN Redes, and Altri SGPS. More
NOS SGPS 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 NOS SGPS'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 NOS SGPS SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8463 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 3.97 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.61 |
NOS SGPS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NOS SGPS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NOS SGPS's standard deviation. In reality, there are many statistical measures that can use NOS SGPS historical prices to predict the future NOS SGPS's volatility.| Risk Adjusted Performance | 0.0206 | |||
| Jensen Alpha | 0.0233 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | (0.11) |
NOS SGPS SA Backtested Returns
NOS SGPS SA has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of standard deviation over the last 3 months. NOS SGPS exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify NOS SGPS's Risk Adjusted Performance of 0.0206, mean deviation of 0.7021, and Market Risk Adjusted Performance of (0.1) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0953, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning NOS SGPS are expected to decrease at a much lower rate. During the bear market, NOS SGPS is likely to outperform the market. At this point, NOS SGPS SA has a negative expected return of -0.0085%. Please make sure to verify NOS SGPS's skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if NOS SGPS SA performance from the past will be repeated at some future point.
Auto-correlation | 0.03 |
Virtually no predictability
NOS SGPS SA has virtually no predictability. Overlapping area represents the amount of predictability between NOS SGPS time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 NOS SGPS SA price movement. The serial correlation of 0.03 indicates that only 3.0% of current NOS SGPS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
NOS SGPS SA lagged returns against current returns
Autocorrelation, which is NOS SGPS 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 NOS SGPS's stock expected returns. We can calculate the autocorrelation of NOS SGPS returns to help us make a trade decision. For example, suppose you find that NOS SGPS 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 |
NOS SGPS 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 NOS SGPS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NOS SGPS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NOS SGPS stock over time.
Current vs Lagged Prices |
| Timeline |
NOS SGPS Lagged Returns
When evaluating NOS SGPS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NOS SGPS stock have on its future price. NOS SGPS 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, NOS SGPS autocorrelation shows the relationship between NOS SGPS stock current value and its past values and can show if there is a momentum factor associated with investing in NOS SGPS SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for NOS Stock Analysis
When running NOS SGPS's price analysis, check to measure NOS SGPS's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy NOS SGPS is operating at the current time. Most of NOS SGPS's value examination focuses on studying past and present price action to predict the probability of NOS SGPS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NOS SGPS's price. Additionally, you may evaluate how the addition of NOS SGPS to your portfolios can decrease your overall portfolio volatility.