Jfe Holdings Stock Market Value
| JFEEF Stock | USD 12.20 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.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in JFE Holdings on November 24, 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 30 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 | (0.22) | |||
| Maximum Drawdown | 3.6 |
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 | (0.06) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.32) |
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 Backtested Returns
JFE Holdings holds Efficiency (Sharpe) Ratio of -0.0742, which attests that the entity had a -0.0742 % return per unit of return volatility over the last 3 months. JFE Holdings exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JFE Holdings' Risk Adjusted Performance of (0.06), coefficient of variation of (1,379), and Market Risk Adjusted Performance of (0.31) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JFE Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding JFE Holdings is expected to be smaller as well. At this point, JFE Holdings has a negative expected return of -0.0361%. Please make sure to check out JFE Holdings' variance, as well as the relationship between the maximum drawdown and rate of daily change , to decide if JFE Holdings performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
JFE Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between JFE Holdings time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 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 JFE Holdings price movement. The serial correlation of 0.0 indicates that just 0.0% of current JFE Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
JFE Holdings lagged returns against current returns
Autocorrelation, which is JFE Holdings 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 JFE Holdings' pink sheet expected returns. We can calculate the autocorrelation of JFE Holdings returns to help us make a trade decision. For example, suppose you find that JFE Holdings 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 |
| Timeline |
JFE Holdings 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 JFE Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JFE Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JFE Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
JFE Holdings Lagged Returns
When evaluating JFE Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JFE Holdings pink sheet have on its future price. JFE Holdings 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, JFE Holdings autocorrelation shows the relationship between JFE Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in JFE Holdings.
Regressed Prices |
| Timeline |
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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.