Jyske Bank (UK) Market Value
| 0MGD Stock | 548.50 19.75 3.48% |
| Symbol | Jyske |
Jyske Bank '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 Jyske Bank'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 Jyske Bank.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Jyske Bank on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Jyske Bank AS or generate 0.0% return on investment in Jyske Bank over 30 days. Jyske Bank is related to or competes with Deutsche Pfandbriefbank, Berner Kantonalbank, International Biotechnology, Synthomer Plc, Liechtensteinische, Tetragon Financial, and DFS Furniture. Jyske Bank is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Jyske Bank 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 Jyske Bank'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 Jyske Bank AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.24 | |||
| Information Ratio | 0.1088 | |||
| Maximum Drawdown | 6.49 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.15 |
Jyske Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jyske Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jyske Bank's standard deviation. In reality, there are many statistical measures that can use Jyske Bank historical prices to predict the future Jyske Bank's volatility.| Risk Adjusted Performance | 0.0928 | |||
| Jensen Alpha | 0.147 | |||
| Total Risk Alpha | 0.1359 | |||
| Sortino Ratio | 0.1121 | |||
| Treynor Ratio | (0.29) |
Jyske Bank AS Backtested Returns
Currently, Jyske Bank AS is very steady. Jyske Bank AS holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Jyske Bank AS, which you can use to evaluate the volatility of the firm. Please check out Jyske Bank's Downside Deviation of 1.24, risk adjusted performance of 0.0928, and Market Risk Adjusted Performance of (0.28) to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Jyske Bank has a performance score of 11 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.5, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Jyske Bank are expected to decrease at a much lower rate. During the bear market, Jyske Bank is likely to outperform the market. Jyske Bank AS right now retains a risk of 1.3%. Please check out Jyske Bank coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Jyske Bank will be following its current trending patterns.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Jyske Bank AS has insignificant reverse predictability. Overlapping area represents the amount of predictability between Jyske Bank time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Jyske Bank AS price movement. The serial correlation of -0.17 indicates that over 17.0% of current Jyske Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 92.86 |
Jyske Bank AS lagged returns against current returns
Autocorrelation, which is Jyske Bank 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 Jyske Bank's stock expected returns. We can calculate the autocorrelation of Jyske Bank returns to help us make a trade decision. For example, suppose you find that Jyske Bank 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 |
Jyske Bank 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 Jyske Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jyske Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jyske Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Jyske Bank Lagged Returns
When evaluating Jyske Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jyske Bank stock have on its future price. Jyske Bank 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, Jyske Bank autocorrelation shows the relationship between Jyske Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Jyske Bank AS.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Jyske Stock Analysis
When running Jyske Bank's price analysis, check to measure Jyske Bank'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 Jyske Bank is operating at the current time. Most of Jyske Bank's value examination focuses on studying past and present price action to predict the probability of Jyske Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jyske Bank's price. Additionally, you may evaluate how the addition of Jyske Bank to your portfolios can decrease your overall portfolio volatility.