John Bean (Germany) Market Value
| JBT Stock | EUR 110.00 1.00 0.92% |
| Symbol | John |
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.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in John Bean on January 27, 2025 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 30 days. John Bean is related to or competes with Global Ship, FUYO GENERAL, JAPAN AIRLINES, Aegean Airlines, Cleanaway Waste, and AEGEAN AIRLINES. 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.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 10.92 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 2.5 |
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 | (0.03) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.12) |
John Bean Technologies Backtested Returns
John Bean Technologies holds Efficiency (Sharpe) Ratio of -0.0524, which attests that the entity had a -0.0524 % return per unit of risk over the last 3 months. John Bean Technologies exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out John Bean's Risk Adjusted Performance of (0.03), standard deviation of 1.88, and Market Risk Adjusted Performance of (0.11) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.87, which attests to possible diversification benefits within a given portfolio. John Bean returns are very sensitive to returns on the market. As the market goes up or down, John Bean is expected to follow. At this point, John Bean Technologies has a negative expected return of -0.0984%. Please make sure to check out John Bean's maximum drawdown, daily balance of power, and the relationship between the total risk alpha and skewness , to decide if John Bean Technologies performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.29 |
Poor predictability
John Bean Technologies has poor predictability. Overlapping area represents the amount of predictability between John Bean time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th 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 Bean Technologies price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current John Bean price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 14.74 |
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 |
| Timeline |
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 |
| Timeline |
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 |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in John Stock
John Bean financial ratios help investors to determine whether John 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 John with respect to the benefits of owning John Bean security.