Jfe Systems, Stock Market Value
| JFEYF Stock | 12.97 0.00 0.00% |
| Symbol | JFE |
JFE Systems, '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 Systems,'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 JFE Systems,.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in JFE Systems, on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding JFE Systems, or generate 0.0% return on investment in JFE Systems, over 30 days.
JFE Systems, 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 Systems,'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 JFE Systems, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1178 | |||
| Maximum Drawdown | 39.31 |
JFE Systems, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JFE Systems,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JFE Systems,'s standard deviation. In reality, there are many statistical measures that can use JFE Systems, historical prices to predict the future JFE Systems,'s volatility.| Risk Adjusted Performance | 0.1036 | |||
| Jensen Alpha | 0.5188 | |||
| Total Risk Alpha | 0.1266 | |||
| Treynor Ratio | 0.3822 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JFE Systems,'s 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 Systems, Backtested Returns
JFE Systems, appears to be somewhat reliable, given 3 months investment horizon. JFE Systems, holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of return volatility over the last 3 months. By inspecting JFE Systems,'s technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please utilize JFE Systems,'s Coefficient Of Variation of 738.39, market risk adjusted performance of 0.3922, and Risk Adjusted Performance of 0.1036 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, JFE Systems, holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 1.69, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, JFE Systems, will likely underperform. Please check JFE Systems,'s mean deviation, information ratio, as well as the relationship between the Information Ratio and kurtosis , to make a quick decision on whether JFE Systems,'s current trending patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
JFE Systems, has no correlation between past and present. Overlapping area represents the amount of predictability between JFE Systems, time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 Systems, price movement. The serial correlation of 0.0 indicates that just 0.0% of current JFE Systems, 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 Systems, lagged returns against current returns
Autocorrelation, which is JFE Systems, 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 Systems,'s pink sheet expected returns. We can calculate the autocorrelation of JFE Systems, returns to help us make a trade decision. For example, suppose you find that JFE Systems, 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 Systems, 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 Systems, pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JFE Systems, 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 Systems, pink sheet over time.
Current vs Lagged Prices |
| Timeline |
JFE Systems, Lagged Returns
When evaluating JFE Systems,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JFE Systems, pink sheet have on its future price. JFE Systems, 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 Systems, autocorrelation shows the relationship between JFE Systems, pink sheet current value and its past values and can show if there is a momentum factor associated with investing in JFE Systems,.
Regressed Prices |
| Timeline |