JS Investments (Pakistan) Market Value
| JSIL Stock | 32.50 1.95 5.66% |
| Symbol | JSIL |
JS Investments '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 JS Investments' 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 JS Investments.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in JS Investments on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding JS Investments or generate 0.0% return on investment in JS Investments over 90 days. JS Investments is related to or competes with Masood Textile, Fauji Foods, KSB Pumps, Mari Energies, Loads, Thatta Cement, and KOT Addu. More
JS Investments 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 JS Investments' 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 JS Investments upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 19.45 | |||
| Value At Risk | (9.90) | |||
| Potential Upside | 6.57 |
JS Investments Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JS Investments' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JS Investments' standard deviation. In reality, there are many statistical measures that can use JS Investments historical prices to predict the future JS Investments' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | 0.9721 |
JS Investments March 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.02) | |||
| Market Risk Adjusted Performance | 0.9821 | |||
| Mean Deviation | 3.6 | |||
| Coefficient Of Variation | (2,357) | |||
| Standard Deviation | 4.77 | |||
| Variance | 22.75 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | 0.9721 | |||
| Maximum Drawdown | 19.45 | |||
| Value At Risk | (9.90) | |||
| Potential Upside | 6.57 | |||
| Skewness | (0.19) | |||
| Kurtosis | (0.25) |
JS Investments Backtested Returns
JS Investments retains Efficiency (Sharpe Ratio) of -0.0473, which attests that the entity had a -0.0473 % return per unit of price deviation over the last 3 months. JS Investments exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JS Investments' Coefficient Of Variation of (2,357), information ratio of (0.05), and Market Risk Adjusted Performance of 0.9821 to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JS Investments are expected to decrease at a much lower rate. During the bear market, JS Investments is likely to outperform the market. At this point, JS Investments has a negative expected return of -0.23%. Please make sure to check out JS Investments' mean deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to decide if JS Investments performance from the past will be repeated sooner or later.
Auto-correlation | 0.35 |
Below average predictability
JS Investments has below average predictability. Overlapping area represents the amount of predictability between JS Investments time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 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 JS Investments price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current JS Investments price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 19.08 |
Pair Trading with JS Investments
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if JS Investments position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in JS Investments will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to JS Investments could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace JS Investments when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back JS Investments - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling JS Investments to buy it.
The correlation of JS Investments is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as JS Investments moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if JS Investments moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for JS Investments can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in JSIL Stock
JS Investments financial ratios help investors to determine whether JSIL 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 JSIL with respect to the benefits of owning JS Investments security.