Jones Soda Co Stock Market Value
| JSDA Stock | USD 0.35 0.04 12.90% |
| Symbol | Jones |
Jones Soda '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 Jones Soda's otc 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 Jones Soda.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in Jones Soda on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding Jones Soda Co or generate 0.0% return on investment in Jones Soda over 30 days. Jones Soda is related to or competes with Big Rock, Elamex SA, Optimi Health, and Burcon NutraScience. Jones Soda Co., together with its subsidiaries, develops, produces, markets, and distributes beverages primarily in the ... More
Jones Soda 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 Jones Soda's otc 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 Jones Soda Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.69 | |||
| Information Ratio | 0.1539 | |||
| Maximum Drawdown | 56.54 | |||
| Value At Risk | (10.26) | |||
| Potential Upside | 19.23 |
Jones Soda Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jones Soda's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jones Soda's standard deviation. In reality, there are many statistical measures that can use Jones Soda historical prices to predict the future Jones Soda's volatility.| Risk Adjusted Performance | 0.1238 | |||
| Jensen Alpha | 1.53 | |||
| Total Risk Alpha | 0.2967 | |||
| Sortino Ratio | 0.1753 | |||
| Treynor Ratio | (1.50) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jones Soda'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.
Jones Soda Backtested Returns
Jones Soda is out of control given 3 months investment horizon. Jones Soda holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.54% are justified by taking the suggested risk. Use Jones Soda Co Market Risk Adjusted Performance of (1.49), downside deviation of 7.69, and Risk Adjusted Performance of 0.1238 to evaluate company specific risk that cannot be diversified away. Jones Soda holds a performance score of 13 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -0.96, which attests to possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Jones Soda are expected to decrease slowly. On the other hand, during market turmoil, Jones Soda is expected to outperform it slightly. Use Jones Soda Co semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to analyze future returns on Jones Soda Co.
Auto-correlation | 0.09 |
Virtually no predictability
Jones Soda Co has virtually no predictability. Overlapping area represents the amount of predictability between Jones Soda time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 Jones Soda price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Jones Soda price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Jones Soda lagged returns against current returns
Autocorrelation, which is Jones Soda otc 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 Jones Soda's otc stock expected returns. We can calculate the autocorrelation of Jones Soda returns to help us make a trade decision. For example, suppose you find that Jones Soda has exhibited high autocorrelation historically, and you observe that the otc 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 |
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Jones Soda 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 Jones Soda otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jones Soda otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jones Soda otc stock over time.
Current vs Lagged Prices |
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Jones Soda Lagged Returns
When evaluating Jones Soda's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jones Soda otc stock have on its future price. Jones Soda 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, Jones Soda autocorrelation shows the relationship between Jones Soda otc stock current value and its past values and can show if there is a momentum factor associated with investing in Jones Soda Co.
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 Jones OTC Stock
Jones Soda financial ratios help investors to determine whether Jones OTC 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 Jones with respect to the benefits of owning Jones Soda security.