Navigator (Portugal) Market Value
| NVG Stock | EUR 3.22 0.05 1.53% |
| Symbol | Navigator |
Navigator '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 Navigator'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 Navigator.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Navigator on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding The Navigator or generate 0.0% return on investment in Navigator over 90 days. Navigator is related to or competes with Altri SGPS, Sonae SGPS, NOS SGPS, REN Redes, and Galp Energia. The Navigator Company, S.A. manufactures and markets pulp and paper products in Portugal More
Navigator 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 Navigator'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 The Navigator upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 8.1 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.54 |
Navigator Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Navigator's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Navigator's standard deviation. In reality, there are many statistical measures that can use Navigator historical prices to predict the future Navigator's volatility.| Risk Adjusted Performance | 0.0388 | |||
| Jensen Alpha | 0.0068 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.1696 |
Navigator Backtested Returns
Currently, The Navigator is somewhat reliable. Navigator has Sharpe Ratio of 0.0275, which conveys that the firm had a 0.0275 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Navigator, which you can use to evaluate the volatility of the firm. Please verify Navigator's Downside Deviation of 1.16, market risk adjusted performance of 0.1796, and Risk Adjusted Performance of 0.0388 to check out if the risk estimate we provide is consistent with the expected return of 0.0305%. Navigator has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Navigator's returns are expected to increase less than the market. However, during the bear market, the loss of holding Navigator is expected to be smaller as well. Navigator right now secures a risk of 1.11%. Please verify The Navigator coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to decide if The Navigator will be following its current price movements.
Auto-correlation | 0.48 |
Average predictability
The Navigator has average predictability. Overlapping area represents the amount of predictability between Navigator 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 Navigator price movement. The serial correlation of 0.48 indicates that about 48.0% of current Navigator price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Navigator lagged returns against current returns
Autocorrelation, which is Navigator 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 Navigator's stock expected returns. We can calculate the autocorrelation of Navigator returns to help us make a trade decision. For example, suppose you find that Navigator 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 |
Navigator 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 Navigator stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Navigator stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Navigator stock over time.
Current vs Lagged Prices |
| Timeline |
Navigator Lagged Returns
When evaluating Navigator's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Navigator stock have on its future price. Navigator 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, Navigator autocorrelation shows the relationship between Navigator stock current value and its past values and can show if there is a momentum factor associated with investing in The Navigator.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Navigator Stock Analysis
When running Navigator's price analysis, check to measure Navigator'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 Navigator is operating at the current time. Most of Navigator's value examination focuses on studying past and present price action to predict the probability of Navigator's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Navigator's price. Additionally, you may evaluate how the addition of Navigator to your portfolios can decrease your overall portfolio volatility.