Jd Com Inc Stock Market Value
| JDCMF Stock | USD 17.73 0.56 3.26% |
| Symbol | JDCMF |
Jd Com Inc '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 Jd Com Inc'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 Jd Com Inc.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Jd Com Inc on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Jd Com Inc or generate 0.0% return on investment in Jd Com Inc over 30 days. Jd Com Inc is related to or competes with 1StdibsCom, Natural Health, Hour Loop, Liquidity Services, and Qurate Retail. JD.com, Inc. provides supply chain-based technologies and services in the Peoples Republic of China More
Jd Com Inc 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 Jd Com Inc'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 Jd Com Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.42 | |||
| Information Ratio | 0.0572 | |||
| Maximum Drawdown | 48.5 | |||
| Value At Risk | (10.11) | |||
| Potential Upside | 14.39 |
Jd Com Inc Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jd Com Inc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jd Com Inc's standard deviation. In reality, there are many statistical measures that can use Jd Com Inc historical prices to predict the future Jd Com Inc's volatility.| Risk Adjusted Performance | 0.0659 | |||
| Jensen Alpha | 0.6659 | |||
| Total Risk Alpha | (0.61) | |||
| Sortino Ratio | 0.0574 | |||
| Treynor Ratio | (0.53) |
Jd Com Inc Backtested Returns
Jd Com Inc appears to be slightly risky, given 3 months investment horizon. Jd Com Inc retains Efficiency (Sharpe Ratio) of 0.0762, which attests that the entity had a 0.0762% return per unit of price deviation over the last 3 months. By evaluating Jd Com Inc's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please utilize Jd Com Inc's Semi Deviation of 3.6, standard deviation of 7.45, and Market Risk Adjusted Performance of (0.52) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Jd Com Inc holds a performance score of 6. The company owns a Beta (Systematic Risk) of -1.02, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Jd Com Inc are expected to decrease slowly. On the other hand, during market turmoil, Jd Com Inc is expected to outperform it slightly. Please check Jd Com Inc's downside deviation, treynor ratio, expected short fall, as well as the relationship between the jensen alpha and potential upside , to make a quick decision on whether Jd Com Inc's current price history will revert.
Auto-correlation | 0.24 |
Weak predictability
Jd Com Inc has weak predictability. Overlapping area represents the amount of predictability between Jd Com Inc time series from 28th of October 2024 to 12th of November 2024 and 12th of November 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 Jd Com Inc price movement. The serial correlation of 0.24 indicates that over 24.0% of current Jd Com Inc price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
Jd Com Inc lagged returns against current returns
Autocorrelation, which is Jd Com Inc 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 Jd Com Inc's pink sheet expected returns. We can calculate the autocorrelation of Jd Com Inc returns to help us make a trade decision. For example, suppose you find that Jd Com Inc 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 |
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Jd Com Inc 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 Jd Com Inc pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jd Com Inc pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jd Com Inc pink sheet over time.
Current vs Lagged Prices |
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Jd Com Inc Lagged Returns
When evaluating Jd Com Inc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jd Com Inc pink sheet have on its future price. Jd Com Inc 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, Jd Com Inc autocorrelation shows the relationship between Jd Com Inc pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Jd Com Inc.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in JDCMF Pink Sheet
Jd Com Inc financial ratios help investors to determine whether JDCMF 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 JDCMF with respect to the benefits of owning Jd Com Inc security.