Julius Br Gruppe Stock Market Value
| JBARF Stock | USD 86.53 1.38 1.62% |
| Symbol | Julius |
Julius Br '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 Julius Br's pink sheet 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 Julius Br.
| 01/23/2025 |
| 01/18/2026 |
If you would invest 0.00 in Julius Br on January 23, 2025 and sell it all today you would earn a total of 0.00 from holding Julius Br Gruppe or generate 0.0% return on investment in Julius Br over 360 days. Julius Br is related to or competes with Amundi SA, SBI Holdings, L E, Bankinter, Bankinter, Admiral Group, and National Bank. Julius Br Gruppe AG provides wealth management solutions in Switzerland, Europe, Americas, Asia, and internationally More
Julius Br 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 Julius Br's pink sheet 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 Julius Br Gruppe upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.94 | |||
| Information Ratio | 0.1359 | |||
| Maximum Drawdown | 11.13 | |||
| Value At Risk | (4.23) | |||
| Potential Upside | 4.37 |
Julius Br Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Julius Br's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Julius Br's standard deviation. In reality, there are many statistical measures that can use Julius Br historical prices to predict the future Julius Br's volatility.| Risk Adjusted Performance | 0.1294 | |||
| Jensen Alpha | 0.4016 | |||
| Total Risk Alpha | 0.1042 | |||
| Sortino Ratio | 0.115 | |||
| Treynor Ratio | 1.45 |
Julius Br Gruppe Backtested Returns
Julius Br appears to be very steady, given 3 months investment horizon. Julius Br Gruppe 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 have found twenty-nine technical indicators for Julius Br Gruppe, which you can use to evaluate the volatility of the firm. Please utilize Julius Br's Downside Deviation of 2.94, risk adjusted performance of 0.1294, and Market Risk Adjusted Performance of 1.46 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Julius Br holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Julius Br's returns are expected to increase less than the market. However, during the bear market, the loss of holding Julius Br is expected to be smaller as well. Please check Julius Br's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Julius Br's current trending patterns will revert.
Auto-correlation | 0.29 |
Poor predictability
Julius Br Gruppe has poor predictability. Overlapping area represents the amount of predictability between Julius Br time series from 23rd of January 2025 to 22nd of July 2025 and 22nd of July 2025 to 18th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Julius Br Gruppe price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Julius Br price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 22.27 |
Julius Br Gruppe lagged returns against current returns
Autocorrelation, which is Julius Br pink sheet'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 Julius Br's pink sheet expected returns. We can calculate the autocorrelation of Julius Br returns to help us make a trade decision. For example, suppose you find that Julius Br has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Julius Br 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 Julius Br pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Julius Br pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Julius Br pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Julius Br Lagged Returns
When evaluating Julius Br's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Julius Br pink sheet have on its future price. Julius Br 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, Julius Br autocorrelation shows the relationship between Julius Br pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Julius Br Gruppe.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Julius Pink Sheet
Julius Br financial ratios help investors to determine whether Julius Pink Sheet 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 Julius with respect to the benefits of owning Julius Br security.