JZ Capital (UK) Market Value
| JZCP Stock | 205.00 5.00 2.50% |
| Symbol | JZCP |
JZ Capital '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 JZ Capital'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 JZ Capital.
| 09/02/2024 |
| 12/01/2024 |
If you would invest 0.00 in JZ Capital on September 2, 2024 and sell it all today you would earn a total of 0.00 from holding JZ Capital Partners or generate 0.0% return on investment in JZ Capital over 90 days. JZ Capital is related to or competes with SM Energy, FuelCell Energy, Grand Vision, Overstock, Intuitive Investments, and Argo Blockchain. JZ Capital is entity of United Kingdom. It is traded as Stock on LSE exchange. More
JZ Capital 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 JZ Capital'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 JZ Capital Partners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.91 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.6 |
JZ Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JZ Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JZ Capital's standard deviation. In reality, there are many statistical measures that can use JZ Capital historical prices to predict the future JZ Capital's volatility.| Risk Adjusted Performance | 0.0543 | |||
| Jensen Alpha | 0.0841 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0.40) |
JZ Capital Partners Backtested Returns
Currently, JZ Capital Partners is very steady. JZ Capital Partners retains Efficiency (Sharpe Ratio) of 0.084, which attests that the entity had a 0.084% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for JZ Capital, which you can use to evaluate the volatility of the firm. Please check out JZ Capital's Semi Deviation of 0.4782, market risk adjusted performance of (0.39), and Standard Deviation of 1.1 to validate if the risk estimate we provide is consistent with the expected return of 0.098%. JZ Capital has a performance score of 6 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JZ Capital are expected to decrease at a much lower rate. During the bear market, JZ Capital is likely to outperform the market. JZ Capital Partners at this moment owns a risk of 1.17%. Please check out JZ Capital Partners downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if JZ Capital Partners will be following its current price history.
Auto-correlation | -0.59 |
Good reverse predictability
JZ Capital Partners has good reverse predictability. Overlapping area represents the amount of predictability between JZ Capital time series from 2nd of September 2024 to 17th of October 2024 and 17th of October 2024 to 1st of December 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 JZ Capital Partners price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current JZ Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 40.67 |
JZ Capital Partners lagged returns against current returns
Autocorrelation, which is JZ Capital 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 JZ Capital's stock expected returns. We can calculate the autocorrelation of JZ Capital returns to help us make a trade decision. For example, suppose you find that JZ Capital 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 |
JZ Capital 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 JZ Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JZ Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JZ Capital stock over time.
Current vs Lagged Prices |
| Timeline |
JZ Capital Lagged Returns
When evaluating JZ Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JZ Capital stock have on its future price. JZ Capital 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, JZ Capital autocorrelation shows the relationship between JZ Capital stock current value and its past values and can show if there is a momentum factor associated with investing in JZ Capital Partners.
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.Additional Tools for JZCP Stock Analysis
When running JZ Capital's price analysis, check to measure JZ Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy JZ Capital is operating at the current time. Most of JZ Capital's value examination focuses on studying past and present price action to predict the probability of JZ Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JZ Capital's price. Additionally, you may evaluate how the addition of JZ Capital to your portfolios can decrease your overall portfolio volatility.