J JILL (Germany) Market Value
| 1MJ1 Stock | EUR 23.00 1.00 4.17% |
| Symbol | 1MJ1 |
J JILL '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 J JILL'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 J JILL.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in J JILL on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding J JILL INC or generate 0.0% return on investment in J JILL over 30 days. J JILL is related to or competes with ADRIATIC METALS, Warner Music, LION ONE, Tencent Music, Clean Energy, VIRGIN WINES, and Zoom Video. J.Jill, Inc. operates as an omnichannel retailer for womens apparel under the J.Jill brand in the United States More
J JILL 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 J JILL'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 J JILL INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 19.26 | |||
| Value At Risk | (3.54) | |||
| Potential Upside | 3.58 |
J JILL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for J JILL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as J JILL's standard deviation. In reality, there are many statistical measures that can use J JILL historical prices to predict the future J JILL's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.78) | |||
| Treynor Ratio | (0.87) |
J JILL INC Backtested Returns
J JILL INC holds Efficiency (Sharpe) Ratio of -0.12, which attests that the company had a -0.12% return per unit of risk over the last 3 months. J JILL INC exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out J JILL's coefficient of variation of (779.97), and Standard Deviation of 2.97 to validate the risk estimate we provide. The firm retains a Market Volatility (i.e., Beta) of 0.45, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, J JILL's returns are expected to increase less than the market. However, during the bear market, the loss of holding J JILL is expected to be smaller as well. At this point, J JILL INC has a negative expected return of -0.37%. Please make sure to check out J JILL's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if J JILL INC performance from the past will be repeated sooner or later.
Auto-correlation | 0.16 |
Very weak predictability
J JILL INC has very weak predictability. Overlapping area represents the amount of predictability between J JILL time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 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 J JILL INC price movement. The serial correlation of 0.16 indicates that over 16.0% of current J JILL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
J JILL INC lagged returns against current returns
Autocorrelation, which is J JILL 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 J JILL's stock expected returns. We can calculate the autocorrelation of J JILL returns to help us make a trade decision. For example, suppose you find that J JILL 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 |
J JILL 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 J JILL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if J JILL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in J JILL stock over time.
Current vs Lagged Prices |
| Timeline |
J JILL Lagged Returns
When evaluating J JILL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of J JILL stock have on its future price. J JILL 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, J JILL autocorrelation shows the relationship between J JILL stock current value and its past values and can show if there is a momentum factor associated with investing in J JILL INC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in 1MJ1 Stock
J JILL financial ratios help investors to determine whether 1MJ1 Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in 1MJ1 with respect to the benefits of owning J JILL security.