Jacques Bogart (France) Market Value
| JBOG Stock | EUR 5.92 0.04 0.67% |
| Symbol | Jacques |
Jacques Bogart '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 Jacques Bogart'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 Jacques Bogart.
| 05/07/2023 |
| 11/27/2024 |
If you would invest 0.00 in Jacques Bogart on May 7, 2023 and sell it all today you would earn a total of 0.00 from holding Jacques Bogart SA or generate 0.0% return on investment in Jacques Bogart over 570 days. Jacques Bogart is related to or competes with Stef SA, Bonduelle SCA, Lisi SA, and Interparfums. Jacques Bogart S.A. produces and sells fragrances and cosmetics in Paris and internationally More
Jacques Bogart 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 Jacques Bogart'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 Jacques Bogart SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 14.78 | |||
| Value At Risk | (4.07) | |||
| Potential Upside | 2.9 |
Jacques Bogart Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jacques Bogart's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jacques Bogart's standard deviation. In reality, there are many statistical measures that can use Jacques Bogart historical prices to predict the future Jacques Bogart's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | (0.58) |
Jacques Bogart SA Backtested Returns
Jacques Bogart SA holds Efficiency (Sharpe) Ratio of -0.0804, which attests that the entity had a -0.0804% return per unit of risk over the last 3 months. Jacques Bogart SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jacques Bogart's Market Risk Adjusted Performance of (0.57), risk adjusted performance of (0.04), and Standard Deviation of 2.28 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jacques Bogart's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jacques Bogart is expected to be smaller as well. At this point, Jacques Bogart SA has a negative expected return of -0.19%. Please make sure to check out Jacques Bogart's mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if Jacques Bogart SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.47 |
Average predictability
Jacques Bogart SA has average predictability. Overlapping area represents the amount of predictability between Jacques Bogart time series from 7th of May 2023 to 16th of February 2024 and 16th of February 2024 to 27th 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 Jacques Bogart SA price movement. The serial correlation of 0.47 indicates that about 47.0% of current Jacques Bogart price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Jacques Bogart SA lagged returns against current returns
Autocorrelation, which is Jacques Bogart 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 Jacques Bogart's stock expected returns. We can calculate the autocorrelation of Jacques Bogart returns to help us make a trade decision. For example, suppose you find that Jacques Bogart 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 |
Jacques Bogart 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 Jacques Bogart stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jacques Bogart stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jacques Bogart stock over time.
Current vs Lagged Prices |
| Timeline |
Jacques Bogart Lagged Returns
When evaluating Jacques Bogart's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jacques Bogart stock have on its future price. Jacques Bogart 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, Jacques Bogart autocorrelation shows the relationship between Jacques Bogart stock current value and its past values and can show if there is a momentum factor associated with investing in Jacques Bogart SA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Jacques Stock
Jacques Bogart financial ratios help investors to determine whether Jacques 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 Jacques with respect to the benefits of owning Jacques Bogart security.