John B Sanfilippo Stock Market Value
| JBSS Stock | USD 72.34 5.07 6.55% |
| Symbol | John |
Is Packaged Foods & Meats 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 John B. If investors know John 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 John B listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of John B Sanfilippo is measured differently than its book value, which is the value of John that is recorded on the company's balance sheet. Investors also form their own opinion of John B's value that differs from its market value or its book value, called intrinsic value, which is John B'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 John B's market value can be influenced by many factors that don't directly affect John B'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 John B's value and its price as these two are different measures arrived at by different means. Investors typically determine if John B is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, John B'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.
John B '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 John B'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 John B.
| 02/15/2023 |
| 02/04/2025 |
If you would invest 0.00 in John B on February 15, 2023 and sell it all today you would earn a total of 0.00 from holding John B Sanfilippo or generate 0.0% return on investment in John B over 720 days. John B is related to or competes with Lancaster Colony, Treehouse Foods, Seneca Foods, J J, Nomad Foods, Central Garden, and Central Garden. Sanfilippo Son, Inc., through its subsidiary, JBSS Ventures, LLC, processes and distributes tree nuts and peanuts in the... More
John B 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 John B'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 John B Sanfilippo upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 13.65 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 2.11 |
John B Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for John B's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as John B's standard deviation. In reality, there are many statistical measures that can use John B historical prices to predict the future John B's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | (2.23) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of John B's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
John B Sanfilippo Backtested Returns
John B Sanfilippo holds Efficiency (Sharpe) Ratio of -0.16, which attests that the entity had a -0.16 % return per unit of risk over the last 3 months. John B Sanfilippo exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out John B's Market Risk Adjusted Performance of (2.22), risk adjusted performance of (0.13), and Standard Deviation of 2.12 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, John B's returns are expected to increase less than the market. However, during the bear market, the loss of holding John B is expected to be smaller as well. At this point, John B Sanfilippo has a negative expected return of -0.35%. Please make sure to check out John B's maximum drawdown, as well as the relationship between the accumulation distribution and market facilitation index , to decide if John B Sanfilippo performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.14 |
Insignificant predictability
John B Sanfilippo has insignificant predictability. Overlapping area represents the amount of predictability between John B time series from 15th of February 2023 to 10th of February 2024 and 10th of February 2024 to 4th of February 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 John B Sanfilippo price movement. The serial correlation of 0.14 indicates that less than 14.0% of current John B price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 36.44 |
John B Sanfilippo lagged returns against current returns
Autocorrelation, which is John B 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 John B's stock expected returns. We can calculate the autocorrelation of John B returns to help us make a trade decision. For example, suppose you find that John B 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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John B 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 John B stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if John B stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in John B stock over time.
Current vs Lagged Prices |
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John B Lagged Returns
When evaluating John B's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of John B stock have on its future price. John B 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, John B autocorrelation shows the relationship between John B stock current value and its past values and can show if there is a momentum factor associated with investing in John B Sanfilippo.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for John Stock Analysis
When running John B's price analysis, check to measure John B's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy John B is operating at the current time. Most of John B's value examination focuses on studying past and present price action to predict the probability of John B's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move John B's price. Additionally, you may evaluate how the addition of John B to your portfolios can decrease your overall portfolio volatility.