Jackson Financial Preferred Stock Market Value
| JXN-PA Preferred Stock | 27.22 0.19 0.70% |
| Symbol | Jackson |
Jackson Financial '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 Jackson Financial's preferred 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 Jackson Financial.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Jackson Financial on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Jackson Financial or generate 0.0% return on investment in Jackson Financial over 720 days. Jackson Financial is related to or competes with MetLife Preferred, MetLife Preferred, and Brighthouse Financial. More
Jackson Financial 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 Jackson Financial's preferred 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 Jackson Financial upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5155 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 2.56 | |||
| Value At Risk | (0.81) | |||
| Potential Upside | 0.7916 |
Jackson Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jackson Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jackson Financial's standard deviation. In reality, there are many statistical measures that can use Jackson Financial historical prices to predict the future Jackson Financial's volatility.| Risk Adjusted Performance | 0.0633 | |||
| Jensen Alpha | 0.0295 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.17) | |||
| Treynor Ratio | 0.7023 |
Jackson Financial Backtested Returns
At this point, Jackson Financial is very steady. Jackson Financial holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Jackson Financial, which you can use to evaluate the volatility of the firm. Please check out Jackson Financial's Risk Adjusted Performance of 0.0633, downside deviation of 0.5155, and Market Risk Adjusted Performance of 0.7123 to validate if the risk estimate we provide is consistent with the expected return of 0.062%. Jackson Financial has a performance score of 9 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0508, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jackson Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jackson Financial is expected to be smaller as well. Jackson Financial right now retains a risk of 0.53%. Please check out Jackson Financial treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Jackson Financial will be following its current trending patterns.
Auto-correlation | 0.71 |
Good predictability
Jackson Financial has good predictability. Overlapping area represents the amount of predictability between Jackson Financial time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Jackson Financial price movement. The serial correlation of 0.71 indicates that around 71.0% of current Jackson Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Jackson Financial lagged returns against current returns
Autocorrelation, which is Jackson Financial preferred 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 Jackson Financial's preferred stock expected returns. We can calculate the autocorrelation of Jackson Financial returns to help us make a trade decision. For example, suppose you find that Jackson Financial has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Jackson Financial 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 Jackson Financial preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jackson Financial preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jackson Financial preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Jackson Financial Lagged Returns
When evaluating Jackson Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jackson Financial preferred stock have on its future price. Jackson Financial 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, Jackson Financial autocorrelation shows the relationship between Jackson Financial preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Jackson Financial.
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 Jackson Preferred Stock
Jackson Financial financial ratios help investors to determine whether Jackson Preferred 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 Jackson with respect to the benefits of owning Jackson Financial security.