Jde Peets (Netherlands) Market Value
| JDEP Stock | EUR 18.86 0.01 0.05% |
| Symbol | Jde |
Jde Peets '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 Jde Peets' 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 Jde Peets.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Jde Peets on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Jde Peets Nv or generate 0.0% return on investment in Jde Peets over 30 days. Jde Peets is related to or competes with Koninklijke Vopak, Signify NV, Koninklijke Ahold, NN Group, and ASR Nederland. JDE Peets N.V., together with its subsidiaries, provides various coffee and tea products and solutions to serve consumer... More
Jde Peets 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 Jde Peets' 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 Jde Peets Nv upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 20.36 | |||
| Value At Risk | (2.98) | |||
| Potential Upside | 1.66 |
Jde Peets Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jde Peets' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jde Peets' standard deviation. In reality, there are many statistical measures that can use Jde Peets historical prices to predict the future Jde Peets' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | 0.7957 |
Jde Peets Nv Backtested Returns
Jde Peets Nv holds Efficiency (Sharpe) Ratio of -0.0348, which attests that the entity had a -0.0348% return per unit of risk over the last 3 months. Jde Peets Nv exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jde Peets' Risk Adjusted Performance of (0.03), standard deviation of 2.61, and Market Risk Adjusted Performance of 0.8057 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jde Peets are expected to decrease at a much lower rate. During the bear market, Jde Peets is likely to outperform the market. At this point, Jde Peets Nv has a negative expected return of -0.0914%. Please make sure to check out Jde Peets' jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Jde Peets Nv performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.89 |
Excellent reverse predictability
Jde Peets Nv has excellent reverse predictability. Overlapping area represents the amount of predictability between Jde Peets time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd of December 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 Jde Peets Nv price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Jde Peets price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Jde Peets Nv lagged returns against current returns
Autocorrelation, which is Jde Peets 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 Jde Peets' stock expected returns. We can calculate the autocorrelation of Jde Peets returns to help us make a trade decision. For example, suppose you find that Jde Peets 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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Jde Peets 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 Jde Peets stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jde Peets stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jde Peets stock over time.
Current vs Lagged Prices |
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Jde Peets Lagged Returns
When evaluating Jde Peets' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jde Peets stock have on its future price. Jde Peets 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, Jde Peets autocorrelation shows the relationship between Jde Peets stock current value and its past values and can show if there is a momentum factor associated with investing in Jde Peets Nv.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Jde Stock Analysis
When running Jde Peets' price analysis, check to measure Jde Peets' 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 Jde Peets is operating at the current time. Most of Jde Peets' value examination focuses on studying past and present price action to predict the probability of Jde Peets' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jde Peets' price. Additionally, you may evaluate how the addition of Jde Peets to your portfolios can decrease your overall portfolio volatility.