Jauharabad Sugar (Pakistan) Market Value
| JSML Stock | 80.53 3.23 4.18% |
| Symbol | Jauharabad |
Please note, there is a significant difference between Jauharabad Sugar's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jauharabad Sugar is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jauharabad Sugar's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Jauharabad Sugar '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 Jauharabad Sugar'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 Jauharabad Sugar.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Jauharabad Sugar on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Jauharabad Sugar Mills or generate 0.0% return on investment in Jauharabad Sugar over 30 days. Jauharabad Sugar is related to or competes with Masood Textile, Fauji Foods, KSB Pumps, Mari Energies, Loads, Thatta Cement, and KOT Addu. More
Jauharabad Sugar 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 Jauharabad Sugar'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 Jauharabad Sugar Mills upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.4 | |||
| Information Ratio | 0.1116 | |||
| Maximum Drawdown | 12.06 | |||
| Value At Risk | (3.55) | |||
| Potential Upside | 4.49 |
Jauharabad Sugar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jauharabad Sugar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jauharabad Sugar's standard deviation. In reality, there are many statistical measures that can use Jauharabad Sugar historical prices to predict the future Jauharabad Sugar's volatility.| Risk Adjusted Performance | 0.1092 | |||
| Jensen Alpha | 0.3644 | |||
| Total Risk Alpha | 0.1264 | |||
| Sortino Ratio | 0.1222 | |||
| Treynor Ratio | (3.43) |
Jauharabad Sugar Mills Backtested Returns
Jauharabad Sugar appears to be very steady, given 3 months investment horizon. Jauharabad Sugar Mills 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 have found twenty-eight technical indicators for Jauharabad Sugar Mills, which you can use to evaluate the volatility of the firm. Please utilize Jauharabad Sugar's Market Risk Adjusted Performance of (3.42), downside deviation of 2.4, and Risk Adjusted Performance of 0.1092 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Jauharabad Sugar holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of -0.1, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jauharabad Sugar are expected to decrease at a much lower rate. During the bear market, Jauharabad Sugar is likely to outperform the market. Please check Jauharabad Sugar's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Jauharabad Sugar's current trending patterns will revert.
Auto-correlation | 0.80 |
Very good predictability
Jauharabad Sugar Mills has very good predictability. Overlapping area represents the amount of predictability between Jauharabad Sugar time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 Jauharabad Sugar Mills price movement. The serial correlation of 0.8 indicates that around 80.0% of current Jauharabad Sugar price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 2.52 |
Jauharabad Sugar Mills lagged returns against current returns
Autocorrelation, which is Jauharabad Sugar 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 Jauharabad Sugar's stock expected returns. We can calculate the autocorrelation of Jauharabad Sugar returns to help us make a trade decision. For example, suppose you find that Jauharabad Sugar 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 |
Jauharabad Sugar 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 Jauharabad Sugar stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jauharabad Sugar stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jauharabad Sugar stock over time.
Current vs Lagged Prices |
| Timeline |
Jauharabad Sugar Lagged Returns
When evaluating Jauharabad Sugar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jauharabad Sugar stock have on its future price. Jauharabad Sugar 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, Jauharabad Sugar autocorrelation shows the relationship between Jauharabad Sugar stock current value and its past values and can show if there is a momentum factor associated with investing in Jauharabad Sugar Mills.
Regressed Prices |
| Timeline |
Pair Trading with Jauharabad Sugar
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 Jauharabad Sugar 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 Jauharabad Sugar will appreciate offsetting losses from the drop in the long position's value.Moving together with Jauharabad Stock
Moving against Jauharabad Stock
The ability to find closely correlated positions to Jauharabad Sugar could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Jauharabad Sugar 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 Jauharabad Sugar - 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 Jauharabad Sugar Mills to buy it.
The correlation of Jauharabad Sugar 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 Jauharabad Sugar moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Jauharabad Sugar Mills 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 Jauharabad Sugar 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 Jauharabad Stock
Jauharabad Sugar financial ratios help investors to determine whether Jauharabad 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 Jauharabad with respect to the benefits of owning Jauharabad Sugar security.