Jacobs Solutions Stock Market Value
| J Stock | USD 137.36 1.93 1.43% |
| Symbol | Jacobs |
Jacobs Solutions Price To Book Ratio
Is Construction & Engineering space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Jacobs Solutions. If investors know Jacobs will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Jacobs Solutions listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.09) | Earnings Share 4.79 | Revenue Per Share 134.766 | Quarterly Revenue Growth 0.011 | Return On Assets 0.0498 |
The market value of Jacobs Solutions is measured differently than its book value, which is the value of Jacobs that is recorded on the company's balance sheet. Investors also form their own opinion of Jacobs Solutions' value that differs from its market value or its book value, called intrinsic value, which is Jacobs Solutions' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Jacobs Solutions' market value can be influenced by many factors that don't directly affect Jacobs Solutions' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Jacobs Solutions' value and its price as these two are different measures arrived at by different means. Investors typically determine if Jacobs Solutions is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jacobs Solutions' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Jacobs Solutions '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 Jacobs Solutions' 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 Jacobs Solutions.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Jacobs Solutions on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Jacobs Solutions or generate 0.0% return on investment in Jacobs Solutions over 30 days. Jacobs Solutions is related to or competes with Innovate Corp, Energy Services, Api Group, and Topbuild Corp. Jacobs Solutions Inc. provides consulting, technical, scientific, and project delivery services for the government and p... More
Jacobs Solutions 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 Jacobs Solutions' 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 Jacobs Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.78 | |||
| Information Ratio | 0.0247 | |||
| Maximum Drawdown | 9.97 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 2.41 |
Jacobs Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jacobs Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jacobs Solutions' standard deviation. In reality, there are many statistical measures that can use Jacobs Solutions historical prices to predict the future Jacobs Solutions' volatility.| Risk Adjusted Performance | 0.0884 | |||
| Jensen Alpha | 0.0261 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0215 | |||
| Treynor Ratio | 0.1444 |
Jacobs Solutions Backtested Returns
Jacobs Solutions is very steady at the moment. Jacobs Solutions holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1% return per unit of risk over the last 3 months. We have found thirty technical indicators for Jacobs Solutions, which you can use to evaluate the volatility of the firm. Please check out Jacobs Solutions' Market Risk Adjusted Performance of 0.1544, downside deviation of 1.78, and Risk Adjusted Performance of 0.0884 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. Jacobs Solutions has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.1, which attests to a somewhat significant risk relative to the market. Jacobs Solutions returns are very sensitive to returns on the market. As the market goes up or down, Jacobs Solutions is expected to follow. Jacobs Solutions right now retains a risk of 1.58%. Please check out Jacobs Solutions potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if Jacobs Solutions will be following its current trending patterns.
Auto-correlation | -0.51 |
Good reverse predictability
Jacobs Solutions has good reverse predictability. Overlapping area represents the amount of predictability between Jacobs Solutions time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Jacobs Solutions price movement. The serial correlation of -0.51 indicates that about 51.0% of current Jacobs Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 28.82 |
Jacobs Solutions lagged returns against current returns
Autocorrelation, which is Jacobs Solutions 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 Jacobs Solutions' stock expected returns. We can calculate the autocorrelation of Jacobs Solutions returns to help us make a trade decision. For example, suppose you find that Jacobs Solutions 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 |
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Jacobs Solutions 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 Jacobs Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jacobs Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jacobs Solutions stock over time.
Current vs Lagged Prices |
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Jacobs Solutions Lagged Returns
When evaluating Jacobs Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jacobs Solutions stock have on its future price. Jacobs Solutions 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, Jacobs Solutions autocorrelation shows the relationship between Jacobs Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in Jacobs Solutions.
Regressed Prices |
| Timeline |
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Jacobs Solutions technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.