Jse (Germany) Market Value
| JF6 Stock | EUR 6.80 0.05 0.74% |
| Symbol | Jse |
Jse '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 Jse'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 Jse.
| 01/04/2024 |
| 12/24/2025 |
If you would invest 0.00 in Jse on January 4, 2024 and sell it all today you would earn a total of 0.00 from holding Jse or generate 0.0% return on investment in Jse over 720 days. Jse is related to or competes with Apple, Apple, SIVERS SEMICONDUCTORS, Meli Hotels, Heidelberg Materials, and Hemisphere Energy. More
Jse 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 Jse'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 Jse upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | 0.0582 | |||
| Maximum Drawdown | 14.73 | |||
| Value At Risk | (2.17) | |||
| Potential Upside | 2.24 |
Jse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jse's standard deviation. In reality, there are many statistical measures that can use Jse historical prices to predict the future Jse's volatility.| Risk Adjusted Performance | 0.0745 | |||
| Jensen Alpha | 0.1389 | |||
| Total Risk Alpha | 0.0159 | |||
| Sortino Ratio | 0.0439 | |||
| Treynor Ratio | 0.4793 |
Jse Backtested Returns
Jse appears to be somewhat reliable, given 3 months investment horizon. Jse holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Jse, which you can use to evaluate the volatility of the firm. Please utilize Jse's Downside Deviation of 2.28, risk adjusted performance of 0.0745, and Market Risk Adjusted Performance of 0.4893 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Jse holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jse's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jse is expected to be smaller as well. Please check Jse's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Jse's current trending patterns will revert.
Auto-correlation | 0.75 |
Good predictability
Jse has good predictability. Overlapping area represents the amount of predictability between Jse time series from 4th of January 2024 to 29th of December 2024 and 29th of December 2024 to 24th of December 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 Jse price movement. The serial correlation of 0.75 indicates that around 75.0% of current Jse price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Jse lagged returns against current returns
Autocorrelation, which is Jse 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 Jse's stock expected returns. We can calculate the autocorrelation of Jse returns to help us make a trade decision. For example, suppose you find that Jse 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 |
Jse 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 Jse stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jse stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jse stock over time.
Current vs Lagged Prices |
| Timeline |
Jse Lagged Returns
When evaluating Jse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jse stock have on its future price. Jse 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, Jse autocorrelation shows the relationship between Jse stock current value and its past values and can show if there is a momentum factor associated with investing in Jse.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Jse Stock
Jse financial ratios help investors to determine whether Jse 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 Jse with respect to the benefits of owning Jse security.