Jsp Corporation Stock Market Value
| JSPCF Stock | USD 14.76 0.00 0.00% |
| Symbol | JSP |
JSP '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 JSP'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 JSP.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in JSP on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding JSP Corporation or generate 0.0% return on investment in JSP over 30 days. JSP is related to or competes with Pendragon PLC, Nippon Sheet, and Nippon Sheet. JSP Corporation manufactures and sells expanded polymers worldwide More
JSP 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 JSP'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 JSP Corporation upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 1.94 |
JSP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JSP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JSP's standard deviation. In reality, there are many statistical measures that can use JSP historical prices to predict the future JSP's volatility.| Risk Adjusted Performance | 0.12 | |||
| Jensen Alpha | 0.0487 | |||
| Total Risk Alpha | 0.0181 | |||
| Treynor Ratio | 2.39 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JSP'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.
JSP Corporation Backtested Returns
At this point, JSP is very steady. JSP Corporation holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of volatility over the last 3 months. We have found sixteen technical indicators for JSP Corporation, which you can use to evaluate the volatility of the firm. Please check out JSP's risk adjusted performance of 0.12, and Market Risk Adjusted Performance of 2.4 to validate if the risk estimate we provide is consistent with the expected return of 0.0345%. JSP has a performance score of 11 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.021, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JSP's returns are expected to increase less than the market. However, during the bear market, the loss of holding JSP is expected to be smaller as well. JSP Corporation currently retains a risk of 0.24%. Please check out JSP information ratio, skewness, as well as the relationship between the Skewness and day median price , to decide if JSP will be following its current trending patterns.
Auto-correlation | 1.00 |
Perfect predictability
JSP Corporation has perfect predictability. Overlapping area represents the amount of predictability between JSP time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 JSP Corporation price movement. The serial correlation of 1.0 indicates that 100.0% of current JSP price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
JSP Corporation lagged returns against current returns
Autocorrelation, which is JSP 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 JSP's otc stock expected returns. We can calculate the autocorrelation of JSP returns to help us make a trade decision. For example, suppose you find that JSP 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 |
| Timeline |
JSP 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 JSP otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JSP otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JSP otc stock over time.
Current vs Lagged Prices |
| Timeline |
JSP Lagged Returns
When evaluating JSP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JSP otc stock have on its future price. JSP 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, JSP autocorrelation shows the relationship between JSP otc stock current value and its past values and can show if there is a momentum factor associated with investing in JSP Corporation.
Regressed Prices |
| Timeline |
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Other Information on Investing in JSP OTC Stock
JSP financial ratios help investors to determine whether JSP 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 JSP with respect to the benefits of owning JSP security.