Jfe Holdings Stock Market Value
| JFEEF Stock | USD 13.63 0.00 0.00% |
| Symbol | JFE |
JFE Holdings '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 JFE Holdings' 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 JFE Holdings.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in JFE Holdings on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding JFE Holdings or generate 0.0% return on investment in JFE Holdings over 90 days. JFE Holdings is related to or competes with SSAB AB, SSAB AB, Kumba Iron, Evonik Industries, Evonik Industries, Brenntag, and BlueScope Steel. JFE Holdings, Inc., through its subsidiaries, engages in steel, engineering, and trading businesses in Japan and interna... More
JFE Holdings 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 JFE Holdings' 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 JFE Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1117 | |||
| Maximum Drawdown | 7.4 | |||
| Potential Upside | 0.6982 |
JFE Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JFE Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JFE Holdings' standard deviation. In reality, there are many statistical measures that can use JFE Holdings historical prices to predict the future JFE Holdings' volatility.| Risk Adjusted Performance | 0.1405 | |||
| Jensen Alpha | 0.2052 | |||
| Total Risk Alpha | 0.0872 | |||
| Treynor Ratio | (0.57) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JFE Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
JFE Holdings January 26, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.1405 | |||
| Market Risk Adjusted Performance | (0.56) | |||
| Mean Deviation | 0.3885 | |||
| Coefficient Of Variation | 531.89 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.06 | |||
| Information Ratio | 0.1117 | |||
| Jensen Alpha | 0.2052 | |||
| Total Risk Alpha | 0.0872 | |||
| Treynor Ratio | (0.57) | |||
| Maximum Drawdown | 7.4 | |||
| Potential Upside | 0.6982 | |||
| Skewness | 5.41 | |||
| Kurtosis | 29.91 |
JFE Holdings Backtested Returns
JFE Holdings appears to be very steady, given 3 months investment horizon. JFE Holdings holds Efficiency (Sharpe) Ratio of 0.2, which attests that the entity had a 0.2 % return per unit of return volatility over the last 3 months. We have found eighteen technical indicators for JFE Holdings, which you can use to evaluate the volatility of the firm. Please utilize JFE Holdings' Coefficient Of Variation of 531.89, risk adjusted performance of 0.1405, and Market Risk Adjusted Performance of (0.56) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, JFE Holdings holds a performance score of 15. The company retains a Market Volatility (i.e., Beta) of -0.32, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning JFE Holdings are expected to decrease at a much lower rate. During the bear market, JFE Holdings is likely to outperform the market. Please check JFE Holdings' maximum drawdown, and the relationship between the variance and kurtosis , to make a quick decision on whether JFE Holdings' current trending patterns will revert.
Auto-correlation | 0.73 |
Good predictability
JFE Holdings has good predictability. Overlapping area represents the amount of predictability between JFE Holdings time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of JFE Holdings price movement. The serial correlation of 0.73 indicates that around 73.0% of current JFE Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
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Other Information on Investing in JFE Pink Sheet
JFE Holdings financial ratios help investors to determine whether JFE 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 JFE with respect to the benefits of owning JFE Holdings security.