Nio (Germany) Market Value
| N3IA Stock | EUR 5.26 0.26 4.71% |
| Symbol | Nio |
Nio '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 Nio'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 Nio.
| 08/16/2025 |
| 11/14/2025 |
If you would invest 0.00 in Nio on August 16, 2025 and sell it all today you would earn a total of 0.00 from holding Nio Class A or generate 0.0% return on investment in Nio over 90 days. Nio is related to or competes with Moncler SpA, Accor SA, and INTERCONT HOTELS. NIO Inc. designs, develops, manufactures, and sells smart electric vehicles in China More
Nio 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 Nio'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 Nio Class A upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.27 | |||
| Information Ratio | 0.1058 | |||
| Maximum Drawdown | 24.88 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 8.42 |
Nio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nio's standard deviation. In reality, there are many statistical measures that can use Nio historical prices to predict the future Nio's volatility.| Risk Adjusted Performance | 0.0874 | |||
| Jensen Alpha | 0.5632 | |||
| Total Risk Alpha | 0.0167 | |||
| Sortino Ratio | 0.1239 | |||
| Treynor Ratio | 1.09 |
Nio Class A Backtested Returns
Nio appears to be unstable, given 3 months investment horizon. Nio Class A has Sharpe Ratio of 0.0985, which conveys that the firm had a 0.0985 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Nio, which you can use to evaluate the volatility of the firm. Please exercise Nio's Risk Adjusted Performance of 0.0874, downside deviation of 4.27, and Mean Deviation of 3.9 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nio holds a performance score of 7. The company secures a Beta (Market Risk) of 0.55, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nio is expected to be smaller as well. Please check Nio's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Nio's current price movements will revert.
Auto-correlation | -0.35 |
Poor reverse predictability
Nio Class A has poor reverse predictability. Overlapping area represents the amount of predictability between Nio time series from 16th of August 2025 to 30th of September 2025 and 30th of September 2025 to 14th of November 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 Nio Class A price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Nio price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Nio Class A lagged returns against current returns
Autocorrelation, which is Nio 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 Nio's stock expected returns. We can calculate the autocorrelation of Nio returns to help us make a trade decision. For example, suppose you find that Nio 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 |
Nio 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 Nio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nio stock over time.
Current vs Lagged Prices |
| Timeline |
Nio Lagged Returns
When evaluating Nio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nio stock have on its future price. Nio 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, Nio autocorrelation shows the relationship between Nio stock current value and its past values and can show if there is a momentum factor associated with investing in Nio Class A.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Nio Stock
When determining whether Nio Class A offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Nio's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Nio Class A Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Nio Class A Stock:Check out Nio Correlation, Nio Volatility and Nio Alpha and Beta module to complement your research on Nio. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Nio 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.