Juniper Networks (UK) Market Value
| 0JPH Stock | 37.24 0.49 1.30% |
| Symbol | Juniper |
Juniper Networks '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 Juniper Networks' 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 Juniper Networks.
| 05/28/2023 |
| 12/18/2024 |
If you would invest 0.00 in Juniper Networks on May 28, 2023 and sell it all today you would earn a total of 0.00 from holding Juniper Networks or generate 0.0% return on investment in Juniper Networks over 570 days. Juniper Networks is related to or competes with Panther Metals, Jacquet Metal, Blackrock World, Summit Materials, GreenX Metals, Empire Metals, and Vulcan Materials. Juniper Networks is entity of United Kingdom More
Juniper Networks 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 Juniper Networks' 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 Juniper Networks upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 5.88 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.32 |
Juniper Networks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Juniper Networks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Juniper Networks' standard deviation. In reality, there are many statistical measures that can use Juniper Networks historical prices to predict the future Juniper Networks' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | 0.9598 |
Juniper Networks Backtested Returns
Juniper Networks holds Efficiency (Sharpe) Ratio of -0.0564, which attests that the entity had a -0.0564% return per unit of risk over the last 3 months. Juniper Networks exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Juniper Networks' Risk Adjusted Performance of (0.02), standard deviation of 1.02, and Market Risk Adjusted Performance of 0.9698 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.0498, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Juniper Networks are expected to decrease at a much lower rate. During the bear market, Juniper Networks is likely to outperform the market. At this point, Juniper Networks has a negative expected return of -0.0587%. Please make sure to check out Juniper Networks' jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Juniper Networks performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.20 |
Weak predictability
Juniper Networks has weak predictability. Overlapping area represents the amount of predictability between Juniper Networks time series from 28th of May 2023 to 8th of March 2024 and 8th of March 2024 to 18th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Juniper Networks price movement. The serial correlation of 0.2 indicates that over 20.0% of current Juniper Networks price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 2.61 |
Juniper Networks lagged returns against current returns
Autocorrelation, which is Juniper Networks 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 Juniper Networks' stock expected returns. We can calculate the autocorrelation of Juniper Networks returns to help us make a trade decision. For example, suppose you find that Juniper Networks 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 |
Juniper Networks 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 Juniper Networks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Juniper Networks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Juniper Networks stock over time.
Current vs Lagged Prices |
| Timeline |
Juniper Networks Lagged Returns
When evaluating Juniper Networks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Juniper Networks stock have on its future price. Juniper Networks 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, Juniper Networks autocorrelation shows the relationship between Juniper Networks stock current value and its past values and can show if there is a momentum factor associated with investing in Juniper Networks.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Juniper Stock Analysis
When running Juniper Networks' price analysis, check to measure Juniper Networks' 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 Juniper Networks is operating at the current time. Most of Juniper Networks' value examination focuses on studying past and present price action to predict the probability of Juniper Networks' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Juniper Networks' price. Additionally, you may evaluate how the addition of Juniper Networks to your portfolios can decrease your overall portfolio volatility.