Netflix Stock Market Value

NFLX
 Stock
  

USD 320.41  3.46  1.09%   

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


Is Netflix'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 Netflix. If investors know Netflix 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 Netflix 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
(0.028) 
Market Capitalization
147.9 B
Quarterly Revenue Growth YOY
0.059
Return On Assets
0.0791
Return On Equity
0.28
The market value of Netflix is measured differently than its book value, which is the value of Netflix that is recorded on the company's balance sheet. Investors also form their own opinion of Netflix's value that differs from its market value or its book value, called intrinsic value, which is Netflix'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 Netflix's market value can be influenced by many factors that don't directly affect Netflix'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 Netflix's value and its price as these two are different measures arrived at by different means. Investors typically determine Netflix value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Netflix'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.

Netflix '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 Netflix'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 Netflix.
0.00
11/05/2022
No Change 0.00  0.0 
In 30 days
12/05/2022
0.00
If you would invest  0.00  in Netflix on November 5, 2022 and sell it all today you would earn a total of 0.00 from holding Netflix or generate 0.0% return on investment in Netflix over 30 days. Netflix is related to or competes with Altice USA, Clear Channel, Beasley Broadcast, Audacy, AcuityAds Holdings, Cable One, and AMC Networks. It offers TV series, documentaries, feature films, and mobile games across various genres and languages More

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

Netflix Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Netflix's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Netflix's standard deviation. In reality, there are many statistical measures that can use Netflix historical prices to predict the future Netflix's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Netflix'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 Netflix in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
288.37334.02337.90
Details
Intrinsic
Valuation
LowReal ValueHigh
288.37411.21415.09
Details
28 Analysts
Consensus
LowTarget PriceHigh
340.00668.091,154
Details
Earnings
Estimates (16)
LowProjected EPSHigh
10.5310.7010.80
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Netflix. Your research has to be compared to or analyzed against Netflix's peers to derive any actionable benefits. When done correctly, Netflix'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 Netflix.

Netflix Backtested Returns

Netflix appears to be very steady, given 3 months investment horizon. Netflix has Sharpe Ratio of 0.17, which conveys that the firm had 0.17% of return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. By analyzing Netflix technical indicators you can presently evaluate if the expected return of 0.67% is justified by implied risk. Please exercise Netflix's Mean Deviation of 3.01, risk adjusted performance of 0.2406, and Downside Deviation of 3.03 to check out if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Netflix holds a performance score of 13. The company secures a Beta (Market Risk) of 1.4613, which conveys a somewhat significant risk relative to the market. Let's try to break down what Netflix'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, Netflix will likely underperform. Although it is vital to follow Netflix price patterns, it is good to be conservative about what you can do with the information regarding equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. We have found twenty-one technical indicators for Netflix, which you can use to evaluate the performance of the firm. Please exercises Netflix information ratio and downside variance to make a quick decision on whether Netflix current price movements will revert.

Auto-correlation

    
  0.49  

Average predictability

Netflix has average predictability. Overlapping area represents the amount of predictability between Netflix time series from 5th of November 2022 to 20th of November 2022 and 20th of November 2022 to 5th of December 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 Netflix price movement. The serial correlation of 0.49 indicates that about 49.0% of current Netflix price fluctuation can be explain by its past prices.
Correlation Coefficient0.49
Spearman Rank Test0.32
Residual Average0.0
Price Variance248.36

Netflix lagged returns against current returns

Autocorrelation, which is Netflix 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 Netflix's stock expected returns. We can calculate the autocorrelation of Netflix returns to help us make a trade decision. For example, suppose you find that Netflix 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  

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

Netflix Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Netflix without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

Did you try this?

Run Pattern Recognition Now

   

Pattern Recognition

Use different Pattern Recognition models to time the market across multiple global exchanges
All  Next Launch Module

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Netflix 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.

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
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 Netflix Correlation, Netflix Volatility and Netflix Alpha and Beta module to complement your research on Netflix. You can also try Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

Complementary Tools for analysis

When running Netflix price analysis, check to measure Netflix'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 Netflix is operating at the current time. Most of Netflix's value examination focuses on studying past and present price action to predict the probability of Netflix's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Netflix's price. Additionally, you may evaluate how the addition of Netflix to your portfolios can decrease your overall portfolio volatility.
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Go
ETF Directory
Find actively traded Exchange Traded Funds (ETF) from around the world
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
Bond Directory
Find actively traded corporate debentures issued by US companies
Go
Netflix 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 Netflix technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Netflix 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...