JD SPORTS (Germany) Performance
| 9JD Stock | 1.22 0.02 1.67% |
The company owns a Beta (Systematic Risk) of 0.65, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JD SPORTS's returns are expected to increase less than the market. However, during the bear market, the loss of holding JD SPORTS is expected to be smaller as well. At this point, JD SPORTS FASH has a negative expected return of -0.37%. Please make sure to check out JD SPORTS's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if JD SPORTS FASH performance from the past will be repeated sooner or later.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days JD SPORTS FASH has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
9JD |
JD SPORTS Relative Risk vs. Return Landscape
If you would invest 161.00 in JD SPORTS FASH on September 2, 2024 and sell it today you would lose (39.00) from holding JD SPORTS FASH or give up 24.22% of portfolio value over 90 days. JD SPORTS FASH is currently producing negative expected returns and takes up 3.1241% volatility of returns over 90 trading days. Put another way, 27% of traded stocks are less volatile than 9JD, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
JD SPORTS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JD SPORTS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as JD SPORTS FASH, and traders can use it to determine the average amount a JD SPORTS's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1183
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 9JD |
Estimated Market Risk
| 3.12 actual daily | 27 73% of assets are more volatile |
Expected Return
| -0.37 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average JD SPORTS is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JD SPORTS by adding JD SPORTS to a well-diversified portfolio.
About JD SPORTS Performance
By analyzing JD SPORTS's fundamental ratios, stakeholders can gain valuable insights into JD SPORTS's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if JD SPORTS has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if JD SPORTS has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about JD SPORTS FASH performance evaluation
Checking the ongoing alerts about JD SPORTS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for JD SPORTS FASH help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| JD SPORTS FASH generated a negative expected return over the last 90 days | |
| JD SPORTS FASH may become a speculative penny stock | |
| JD SPORTS FASH has high historical volatility and very poor performance |
- Analyzing JD SPORTS's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether JD SPORTS's stock is overvalued or undervalued compared to its peers.
- Examining JD SPORTS's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating JD SPORTS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of JD SPORTS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of JD SPORTS's stock. These opinions can provide insight into JD SPORTS's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for 9JD Stock analysis
When running JD SPORTS's price analysis, check to measure JD SPORTS'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 JD SPORTS is operating at the current time. Most of JD SPORTS's value examination focuses on studying past and present price action to predict the probability of JD SPORTS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JD SPORTS's price. Additionally, you may evaluate how the addition of JD SPORTS to your portfolios can decrease your overall portfolio volatility.
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities |