Jupiter Fund (Germany) Market Value
| 4JF Stock | EUR 0.96 0.02 2.13% |
| Symbol | Jupiter |
Jupiter Fund '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 Jupiter Fund'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 Jupiter Fund.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Jupiter Fund on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Jupiter Fund Management or generate 0.0% return on investment in Jupiter Fund over 720 days. Jupiter Fund is related to or competes with Bank of New York Mellon, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, and NorAm Drilling. Jupiter Fund Management Plc is a publicly owned investment manager More
Jupiter Fund 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 Jupiter Fund'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 Jupiter Fund Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.79 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 4.21 |
Jupiter Fund Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jupiter Fund's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jupiter Fund's standard deviation. In reality, there are many statistical measures that can use Jupiter Fund historical prices to predict the future Jupiter Fund's volatility.| Risk Adjusted Performance | 0.0029 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 0.1522 |
Jupiter Fund Management Backtested Returns
Jupiter Fund Management holds Efficiency (Sharpe) Ratio of -0.0121, which attests that the entity had a -0.0121% return per unit of risk over the last 3 months. Jupiter Fund Management exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jupiter Fund's Risk Adjusted Performance of 0.0029, standard deviation of 2.11, and Market Risk Adjusted Performance of 0.1622 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jupiter Fund are expected to decrease at a much lower rate. During the bear market, Jupiter Fund is likely to outperform the market. At this point, Jupiter Fund Management has a negative expected return of -0.0258%. Please make sure to check out Jupiter Fund's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Jupiter Fund Management performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.56 |
Good reverse predictability
Jupiter Fund Management has good reverse predictability. Overlapping area represents the amount of predictability between Jupiter Fund time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th 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 Jupiter Fund Management price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Jupiter Fund price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Jupiter Fund Management lagged returns against current returns
Autocorrelation, which is Jupiter Fund 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 Jupiter Fund's stock expected returns. We can calculate the autocorrelation of Jupiter Fund returns to help us make a trade decision. For example, suppose you find that Jupiter Fund 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 |
Jupiter Fund 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 Jupiter Fund stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jupiter Fund stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jupiter Fund stock over time.
Current vs Lagged Prices |
| Timeline |
Jupiter Fund Lagged Returns
When evaluating Jupiter Fund's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jupiter Fund stock have on its future price. Jupiter Fund 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, Jupiter Fund autocorrelation shows the relationship between Jupiter Fund stock current value and its past values and can show if there is a momentum factor associated with investing in Jupiter Fund Management.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Jupiter Stock
Jupiter Fund financial ratios help investors to determine whether Jupiter 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 Jupiter with respect to the benefits of owning Jupiter Fund security.