JTC PLC (UK) Market Value
| JTC Stock | 1,282 2.00 0.16% |
| Symbol | JTC |
JTC PLC '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 JTC PLC'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 JTC PLC.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in JTC PLC on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding JTC PLC or generate 0.0% return on investment in JTC PLC over 30 days. JTC PLC is related to or competes with Universal Display, MTI Wireless, Aeorema Communications, Mobilezone Holding, Orient Telecoms, Zegona Communications, and Everplay Group. JTC PLC is entity of United Kingdom. It is traded as Stock on LSE exchange. More
JTC PLC 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 JTC PLC'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 JTC PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 9.38 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 1.54 |
JTC PLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JTC PLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JTC PLC's standard deviation. In reality, there are many statistical measures that can use JTC PLC historical prices to predict the future JTC PLC's volatility.| Risk Adjusted Performance | 0.0062 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.06) |
JTC PLC Backtested Returns
JTC PLC retains Efficiency (Sharpe Ratio) of -0.0103, which attests that the entity had a -0.0103 % return per unit of return volatility over the last 3 months. JTC PLC exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JTC PLC's Downside Deviation of 1.17, semi deviation of 1.03, and Market Risk Adjusted Performance of (0.05) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JTC PLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding JTC PLC is expected to be smaller as well. At this point, JTC PLC has a negative expected return of -0.0123%. Please make sure to check out JTC PLC's semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to decide if JTC PLC performance from the past will be repeated at future time.
Auto-correlation | 0.59 |
Modest predictability
JTC PLC has modest predictability. Overlapping area represents the amount of predictability between JTC PLC time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 JTC PLC price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current JTC PLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 3.65 |
JTC PLC lagged returns against current returns
Autocorrelation, which is JTC PLC 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 JTC PLC's stock expected returns. We can calculate the autocorrelation of JTC PLC returns to help us make a trade decision. For example, suppose you find that JTC PLC 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 |
JTC PLC 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 JTC PLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JTC PLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JTC PLC stock over time.
Current vs Lagged Prices |
| Timeline |
JTC PLC Lagged Returns
When evaluating JTC PLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JTC PLC stock have on its future price. JTC PLC 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, JTC PLC autocorrelation shows the relationship between JTC PLC stock current value and its past values and can show if there is a momentum factor associated with investing in JTC PLC.
Regressed Prices |
| Timeline |
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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 JTC Stock
JTC PLC financial ratios help investors to determine whether JTC 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 JTC with respect to the benefits of owning JTC PLC security.