Sjw Group Common Stock Market Value
| SJW Stock | USD 49.62 0.04 0.08% |
| Symbol | SJW |
SJW Group Common Price To Book Ratio
Is Water Utilities space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of SJW Group. If investors know SJW will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about SJW Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.035 | Dividend Share 1.58 | Earnings Share 2.77 | Revenue Per Share | Quarterly Revenue Growth 0.099 |
The market value of SJW Group Common is measured differently than its book value, which is the value of SJW that is recorded on the company's balance sheet. Investors also form their own opinion of SJW Group's value that differs from its market value or its book value, called intrinsic value, which is SJW Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because SJW Group's market value can be influenced by many factors that don't directly affect SJW Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between SJW Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if SJW Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SJW Group'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.
SJW Group '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 SJW Group'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 SJW Group.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in SJW Group on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding SJW Group Common or generate 0.0% return on investment in SJW Group over 30 days. SJW Group is related to or competes with California Water, Artesian Resources, York Water, American States, Middlesex Water, Consolidated Water, and Essential Utilities. SJW Group, through its subsidiaries, provides water utility services in the United States More
SJW Group 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 SJW Group'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 SJW Group Common upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 8.46 | |||
| Value At Risk | (2.64) | |||
| Potential Upside | 2.61 |
SJW Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SJW Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SJW Group's standard deviation. In reality, there are many statistical measures that can use SJW Group historical prices to predict the future SJW Group's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.32) |
SJW Group Common Backtested Returns
SJW Group Common owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0842, which indicates the firm had a -0.0842 % return per unit of risk over the last 3 months. SJW Group Common exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SJW Group's Variance of 2.87, coefficient of variation of (1,005), and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SJW Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding SJW Group is expected to be smaller as well. At this point, SJW Group Common has a negative expected return of -0.14%. Please make sure to validate SJW Group's potential upside and day median price , to decide if SJW Group Common performance from the past will be repeated at some future point.
Auto-correlation | 0.14 |
Insignificant predictability
SJW Group Common has insignificant predictability. Overlapping area represents the amount of predictability between SJW Group time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 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 SJW Group Common price movement. The serial correlation of 0.14 indicates that less than 14.0% of current SJW Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 2.37 |
SJW Group Common lagged returns against current returns
Autocorrelation, which is SJW Group 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 SJW Group's stock expected returns. We can calculate the autocorrelation of SJW Group returns to help us make a trade decision. For example, suppose you find that SJW Group 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 |
SJW Group 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 SJW Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SJW Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SJW Group stock over time.
Current vs Lagged Prices |
| Timeline |
SJW Group Lagged Returns
When evaluating SJW Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SJW Group stock have on its future price. SJW Group 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, SJW Group autocorrelation shows the relationship between SJW Group stock current value and its past values and can show if there is a momentum factor associated with investing in SJW Group Common.
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 SJW Stock Analysis
When running SJW Group's price analysis, check to measure SJW Group'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 SJW Group is operating at the current time. Most of SJW Group's value examination focuses on studying past and present price action to predict the probability of SJW Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SJW Group's price. Additionally, you may evaluate how the addition of SJW Group to your portfolios can decrease your overall portfolio volatility.