Jupiter Green (UK) Market Value
| JGC Stock | 225.00 2.00 0.88% |
| Symbol | Jupiter |
Jupiter Green '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 Jupiter Green'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 Jupiter Green.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Jupiter Green on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Jupiter Green Investment or generate 0.0% return on investment in Jupiter Green over 30 days. Jupiter Green is related to or competes with Jacquet Metal, Synthomer Plc, DFS Furniture, American Homes, Empire Metals, Home Depot, and AMG Advanced. Jupiter Green is entity of United Kingdom More
Jupiter Green 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 Jupiter Green'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 Jupiter Green Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8568 | |||
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 3.19 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.33 |
Jupiter Green Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jupiter Green's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jupiter Green's standard deviation. In reality, there are many statistical measures that can use Jupiter Green historical prices to predict the future Jupiter Green's volatility.| Risk Adjusted Performance | 0.0453 | |||
| Jensen Alpha | 0.0176 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.4122 |
Jupiter Green Investment Backtested Returns
At this point, Jupiter Green is very steady. Jupiter Green Investment holds Efficiency (Sharpe) Ratio of 0.0647, which attests that the entity had a 0.0647% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jupiter Green Investment, which you can use to evaluate the volatility of the firm. Please check out Jupiter Green's Risk Adjusted Performance of 0.0453, market risk adjusted performance of 0.4222, and Downside Deviation of 0.8568 to validate if the risk estimate we provide is consistent with the expected return of 0.0361%. Jupiter Green has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.062, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jupiter Green's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jupiter Green is expected to be smaller as well. Jupiter Green Investment right now retains a risk of 0.56%. Please check out Jupiter Green total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if Jupiter Green will be following its current trending patterns.
Auto-correlation | 0.31 |
Below average predictability
Jupiter Green Investment has below average predictability. Overlapping area represents the amount of predictability between Jupiter Green time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 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 Jupiter Green Investment price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Jupiter Green price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 1.69 |
Jupiter Green Investment lagged returns against current returns
Autocorrelation, which is Jupiter Green 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 Jupiter Green's stock expected returns. We can calculate the autocorrelation of Jupiter Green returns to help us make a trade decision. For example, suppose you find that Jupiter Green 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 |
Jupiter Green 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 Jupiter Green stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jupiter Green stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jupiter Green stock over time.
Current vs Lagged Prices |
| Timeline |
Jupiter Green Lagged Returns
When evaluating Jupiter Green's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jupiter Green stock have on its future price. Jupiter Green 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, Jupiter Green autocorrelation shows the relationship between Jupiter Green stock current value and its past values and can show if there is a momentum factor associated with investing in Jupiter Green Investment.
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 Jupiter Stock
Jupiter Green financial ratios help investors to determine whether Jupiter 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 Jupiter with respect to the benefits of owning Jupiter Green security.