National Stock Market Value

NCMI
 Stock
  

USD 0.42  0.04  8.70%   

National Cinemedia's market value is the price at which a share of National Cinemedia stock trades on a public exchange. It measures the collective expectations of National Cinemedia investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of National Cinemedia and determine expected loss or profit from investing in National Cinemedia over a given investment horizon. Additionally, see National Cinemedia Correlation, National Cinemedia Volatility and National Cinemedia Alpha and Beta module to complement your research on National Cinemedia.
Symbol


Is National Cinemedia's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of National Cinemedia. If investors know National will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about National Cinemedia listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
(0.15) 
Market Capitalization
37.6 M
Quarterly Revenue Growth YOY
0.72
Return On Assets
(0.0053) 
The market value of National Cinemedia is measured differently than its book value, which is the value of National that is recorded on the company's balance sheet. Investors also form their own opinion of National Cinemedia's value that differs from its market value or its book value, called intrinsic value, which is National Cinemedia's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because National Cinemedia's market value can be influenced by many factors that don't directly affect National Cinemedia's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between National Cinemedia's value and its price as these two are different measures arrived at by different means. Investors typically determine National Cinemedia value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, National Cinemedia's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

National Cinemedia '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 National Cinemedia'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 National Cinemedia.
0.00
09/29/2022
No Change 0.00  0.0 
In 2 months and 2 days
11/28/2022
0.00
If you would invest  0.00  in National Cinemedia on September 29, 2022 and sell it all today you would earn a total of 0.00 from holding National Cinemedia or generate 0.0% return on investment in National Cinemedia over 60 days. National Cinemedia is related to or competes with Omnicom, Interpublic, Wpp Plc, Ziff Davis, and World Wrestling. National CineMedia, Inc., through its subsidiary, National CineMedia, LLC, operates cinema advertising network in North ... More

National Cinemedia 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 National Cinemedia'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 National Cinemedia upside and downside potential and time the market with a certain degree of confidence.

National Cinemedia Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for National Cinemedia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as National Cinemedia's standard deviation. In reality, there are many statistical measures that can use National Cinemedia historical prices to predict the future National Cinemedia's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of National Cinemedia's 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. Please use the tools below to analyze the current value of National Cinemedia in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.010.297.95
Details
Intrinsic
Valuation
LowReal ValueHigh
0.081.669.32
Details
Naive
Forecast
LowNext ValueHigh
0.0076540.388.05
Details
5 Analysts
Consensus
LowTarget PriceHigh
4.505.386.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as National Cinemedia. Your research has to be compared to or analyzed against National Cinemedia's peers to derive any actionable benefits. When done correctly, National Cinemedia's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in National Cinemedia.

National Cinemedia Backtested Returns

National Cinemedia has Sharpe Ratio of -0.19, which conveys that the firm had -0.19% of return per unit of risk over the last 3 months. Macroaxis standpoint towards estimating the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. National Cinemedia exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify National Cinemedia mean deviation of 5.38, and Risk Adjusted Performance of (0.22) to check out the risk estimate we provide.
The company secures a Beta (Market Risk) of 1.4497, which conveys a somewhat significant risk relative to the market. Let's try to break down what National's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, National Cinemedia will likely underperform. Even though it is essential to pay attention to National Cinemedia price patterns, it is always good to be careful when utilizing equity historical price patterns. Our philosophy towards estimating any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. National Cinemedia exposes twenty-seven different technical indicators, which can help you to evaluate its performance. National Cinemedia has an expected return of -1.42%. Please be advised to verify National Cinemedia value at risk and the relationship between the expected short fall and price action indicator to decide if National Cinemedia performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.14  

Insignificant predictability

National Cinemedia has insignificant predictability. Overlapping area represents the amount of predictability between National Cinemedia time series from 29th of September 2022 to 29th of October 2022 and 29th of October 2022 to 28th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of National Cinemedia price movement. The serial correlation of 0.14 indicates that less than 14.0% of current National Cinemedia price fluctuation can be explain by its past prices.
Correlation Coefficient0.14
Spearman Rank Test-0.13
Residual Average0.0
Price Variance0.0

National Cinemedia lagged returns against current returns

Autocorrelation, which is National Cinemedia 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 National Cinemedia's stock expected returns. We can calculate the autocorrelation of National Cinemedia returns to help us make a trade decision. For example, suppose you find that National Cinemedia stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

National Cinemedia 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 National Cinemedia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if National Cinemedia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in National Cinemedia stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

National Cinemedia Lagged Returns

When evaluating National Cinemedia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of National Cinemedia stock have on its future price. National Cinemedia 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, National Cinemedia autocorrelation shows the relationship between National Cinemedia stock current value and its past values and can show if there is a momentum factor associated with investing in National Cinemedia.
   Regressed Prices   
Share
       Timeline  

National Cinemedia Investors Sentiment

The influence of National Cinemedia's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in National. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to National Cinemedia's public news can be used to forecast risks associated with investment in National. The trend in average sentiment can be used to explain how an investor holding National can time the market purely based on public headlines and social activities around National Cinemedia. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
National Cinemedia's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for National Cinemedia's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average National Cinemedia's news discussions. The higher the estimated score, the more favorable is the investor's outlook on National Cinemedia.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards National Cinemedia in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, National Cinemedia's short interest history, or implied volatility extrapolated from National Cinemedia options trading.

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as National Cinemedia using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, see National Cinemedia Correlation, National Cinemedia Volatility and National Cinemedia Alpha and Beta module to complement your research on National Cinemedia. You can also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for analysis

When running National Cinemedia price analysis, check to measure National Cinemedia'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 National Cinemedia is operating at the current time. Most of National Cinemedia's value examination focuses on studying past and present price action to predict the probability of National Cinemedia's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move National Cinemedia's price. Additionally, you may evaluate how the addition of National Cinemedia to your portfolios can decrease your overall portfolio volatility.
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National Cinemedia technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of National Cinemedia technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of National Cinemedia trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...