Jakks Pacific Stock Market Value
| JAKK Stock | USD 27.79 0.05 0.18% |
| Symbol | JAKKS |
JAKKS Pacific Price To Book Ratio
Is Leisure Products 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 JAKKS Pacific. If investors know JAKKS 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 JAKKS Pacific 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 0.024 | Earnings Share 2.89 | Revenue Per Share 65.194 | Quarterly Revenue Growth 0.038 | Return On Assets 0.047 |
The market value of JAKKS Pacific is measured differently than its book value, which is the value of JAKKS that is recorded on the company's balance sheet. Investors also form their own opinion of JAKKS Pacific's value that differs from its market value or its book value, called intrinsic value, which is JAKKS Pacific's 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 JAKKS Pacific's market value can be influenced by many factors that don't directly affect JAKKS Pacific's 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 JAKKS Pacific's value and its price as these two are different measures arrived at by different means. Investors typically determine if JAKKS Pacific is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JAKKS Pacific's 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.
JAKKS Pacific '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 JAKKS Pacific'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 JAKKS Pacific.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in JAKKS Pacific on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding JAKKS Pacific or generate 0.0% return on investment in JAKKS Pacific over 360 days. JAKKS Pacific is related to or competes with MCBC Holdings, Winnebago Industries, LCI Industries, Thor Industries, EZGO Technologies, and Polaris Industries. JAKKS Pacific, Inc. develops, produces, markets, sells, and distributes toys, consumables, and electronics and related p... More
JAKKS Pacific 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 JAKKS Pacific'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 JAKKS Pacific upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.38 | |||
| Information Ratio | 0.0723 | |||
| Maximum Drawdown | 20.03 | |||
| Value At Risk | (3.44) | |||
| Potential Upside | 3.97 |
JAKKS Pacific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JAKKS Pacific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JAKKS Pacific's standard deviation. In reality, there are many statistical measures that can use JAKKS Pacific historical prices to predict the future JAKKS Pacific's volatility.| Risk Adjusted Performance | 0.0976 | |||
| Jensen Alpha | 0.3257 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0874 | |||
| Treynor Ratio | 11.51 |
JAKKS Pacific Backtested Returns
JAKKS Pacific appears to be very steady, given 3 months investment horizon. JAKKS Pacific holds Efficiency (Sharpe) Ratio of 0.0878, which attests that the company had a 0.0878% return per unit of risk over the last 3 months. We have found thirty technical indicators for JAKKS Pacific, which you can use to evaluate the volatility of the entity. Please utilize JAKKS Pacific's downside deviation of 2.38, and Semi Deviation of 2.08 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, JAKKS Pacific holds a performance score of 6. The firm retains a Market Volatility (i.e., Beta) of 0.0286, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JAKKS Pacific's returns are expected to increase less than the market. However, during the bear market, the loss of holding JAKKS Pacific is expected to be smaller as well. Please check JAKKS Pacific's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether JAKKS Pacific's current trending patterns will revert.
Auto-correlation | -0.88 |
Excellent reverse predictability
JAKKS Pacific has excellent reverse predictability. Overlapping area represents the amount of predictability between JAKKS Pacific time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th 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 JAKKS Pacific price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current JAKKS Pacific price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 14.77 |
JAKKS Pacific lagged returns against current returns
Autocorrelation, which is JAKKS Pacific 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 JAKKS Pacific's stock expected returns. We can calculate the autocorrelation of JAKKS Pacific returns to help us make a trade decision. For example, suppose you find that JAKKS Pacific 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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JAKKS Pacific 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 JAKKS Pacific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JAKKS Pacific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JAKKS Pacific stock over time.
Current vs Lagged Prices |
| Timeline |
JAKKS Pacific Lagged Returns
When evaluating JAKKS Pacific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JAKKS Pacific stock have on its future price. JAKKS Pacific 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, JAKKS Pacific autocorrelation shows the relationship between JAKKS Pacific stock current value and its past values and can show if there is a momentum factor associated with investing in JAKKS Pacific.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out JAKKS Pacific Correlation, JAKKS Pacific Volatility and JAKKS Pacific Alpha and Beta module to complement your research on JAKKS Pacific. For more information on how to buy JAKKS Stock please use our How to buy in JAKKS Stock guide.You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
JAKKS Pacific 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.