Jupiter Energy (Germany) Market Value
| J2E Stock | EUR 0.01 0 9.09% |
| Symbol | Jupiter |
Jupiter Energy '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 Energy'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 Energy.
| 10/24/2024 |
| 01/22/2025 |
If you would invest 0.00 in Jupiter Energy on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Jupiter Energy Limited or generate 0.0% return on investment in Jupiter Energy over 90 days. Jupiter Energy is related to or competes with Guangdong Investment, Japan Steel, Olympic Steel, United States, CHAMPION IRON, KOBE STEEL, and MidCap Financial. Jupiter Energy Limited operates as an oil and gas exploration, appraisal, development, and production company in Kazakhs... More
Jupiter Energy 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 Energy'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 Energy Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 34.93 | |||
| Information Ratio | 0.1527 | |||
| Maximum Drawdown | 853.19 | |||
| Value At Risk | (38.10) | |||
| Potential Upside | 113.64 |
Jupiter Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jupiter Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jupiter Energy's standard deviation. In reality, there are many statistical measures that can use Jupiter Energy historical prices to predict the future Jupiter Energy's volatility.| Risk Adjusted Performance | 0.1391 | |||
| Jensen Alpha | 16.49 | |||
| Total Risk Alpha | 13.25 | |||
| Sortino Ratio | 0.4766 | |||
| Treynor Ratio | 2.32 |
Jupiter Energy Backtested Returns
Jupiter Energy is out of control given 3 months investment horizon. Jupiter Energy 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 were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 16.69% are justified by taking the suggested risk. Use Jupiter Energy Limited Market Risk Adjusted Performance of 2.33, downside deviation of 34.93, and Risk Adjusted Performance of 0.1391 to evaluate company specific risk that cannot be diversified away. Jupiter Energy holds a performance score of 12 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 7.17, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Jupiter Energy will likely underperform. Use Jupiter Energy Limited sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to analyze future returns on Jupiter Energy Limited.
Auto-correlation | 0.07 |
Virtually no predictability
Jupiter Energy Limited has virtually no predictability. Overlapping area represents the amount of predictability between Jupiter Energy time series from 24th of October 2024 to 8th of December 2024 and 8th of December 2024 to 22nd of January 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 Jupiter Energy price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Jupiter Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Jupiter Energy lagged returns against current returns
Autocorrelation, which is Jupiter Energy 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 Energy's stock expected returns. We can calculate the autocorrelation of Jupiter Energy returns to help us make a trade decision. For example, suppose you find that Jupiter Energy 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 Energy 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 Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jupiter Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jupiter Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Jupiter Energy Lagged Returns
When evaluating Jupiter Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jupiter Energy stock have on its future price. Jupiter Energy 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 Energy autocorrelation shows the relationship between Jupiter Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Jupiter Energy Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Jupiter Stock
Jupiter Energy 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 Energy security.