John Bean Technologies Stock Market Value
| JBT Stock | USD 119.18 0.64 0.54% |
| Symbol | John |
John Bean Technologies Price To Book Ratio
Is Industrial Machinery & Supplies & Components 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 Bean. 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 Bean 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 (0.91) | Dividend Share 0.4 | Earnings Share 4.47 | Revenue Per Share 52.906 | Quarterly Revenue Growth 0.124 |
The market value of John Bean Technologies 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 Bean's value that differs from its market value or its book value, called intrinsic value, which is John Bean'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 Bean's market value can be influenced by many factors that don't directly affect John Bean'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 Bean's value and its price as these two are different measures arrived at by different means. Investors typically determine if John Bean is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, John Bean'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 Bean '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 Bean'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 Bean.
| 12/02/2022 |
| 11/21/2024 |
If you would invest 0.00 in John Bean on December 2, 2022 and sell it all today you would earn a total of 0.00 from holding John Bean Technologies or generate 0.0% return on investment in John Bean over 720 days. John Bean is related to or competes with Small Cap, Freedom Holding, Gfl Environmental, Growth Fund, Spring Valley, Gold Fields, and Knife River. John Bean Technologies Corporation provides technology solutions to food and beverage industry and equipment and service... More
John Bean 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 Bean'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 Bean Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.95 | |||
| Information Ratio | 0.1311 | |||
| Maximum Drawdown | 21.44 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 3.84 |
John Bean Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for John Bean's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as John Bean's standard deviation. In reality, there are many statistical measures that can use John Bean historical prices to predict the future John Bean's volatility.| Risk Adjusted Performance | 0.1305 | |||
| Jensen Alpha | 0.4018 | |||
| Total Risk Alpha | 0.1376 | |||
| Sortino Ratio | 0.1986 | |||
| Treynor Ratio | 0.5719 |
John Bean Technologies Backtested Returns
John Bean appears to be very steady, given 3 months investment horizon. John Bean Technologies 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. We have found twenty-nine technical indicators for John Bean Technologies, which you can use to evaluate the volatility of the firm. Please utilize John Bean's Downside Deviation of 1.95, risk adjusted performance of 0.1305, and Market Risk Adjusted Performance of 0.5819 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, John Bean holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, John Bean's returns are expected to increase less than the market. However, during the bear market, the loss of holding John Bean is expected to be smaller as well. Please check John Bean's potential upside, and the relationship between the total risk alpha and kurtosis , to make a quick decision on whether John Bean's current trending patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
John Bean Technologies has weak reverse predictability. Overlapping area represents the amount of predictability between John Bean time series from 2nd of December 2022 to 27th of November 2023 and 27th of November 2023 to 21st 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 John Bean Technologies price movement. The serial correlation of -0.22 indicates that over 22.0% of current John Bean price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 54.23 |
John Bean Technologies lagged returns against current returns
Autocorrelation, which is John Bean 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 Bean's stock expected returns. We can calculate the autocorrelation of John Bean returns to help us make a trade decision. For example, suppose you find that John Bean 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 Bean 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 Bean stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if John Bean stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in John Bean stock over time.
Current vs Lagged Prices |
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John Bean Lagged Returns
When evaluating John Bean's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of John Bean stock have on its future price. John Bean 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 Bean autocorrelation shows the relationship between John Bean stock current value and its past values and can show if there is a momentum factor associated with investing in John Bean Technologies.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for John Stock Analysis
When running John Bean's price analysis, check to measure John Bean'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 Bean is operating at the current time. Most of John Bean's value examination focuses on studying past and present price action to predict the probability of John Bean'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 Bean's price. Additionally, you may evaluate how the addition of John Bean to your portfolios can decrease your overall portfolio volatility.