Jbdi Holdings Limited Stock Market Value
| JBDI Stock | 0.58 0.01 1.75% |
| Symbol | JBDI |
Is Trading Companies & Distributors 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 JBDI Holdings. If investors know JBDI 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 JBDI Holdings 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 (0.54) | Earnings Share 0.02 | Revenue Per Share 0.572 | Quarterly Revenue Growth (0.14) | Return On Assets 0.0589 |
The market value of JBDI Holdings Limited is measured differently than its book value, which is the value of JBDI that is recorded on the company's balance sheet. Investors also form their own opinion of JBDI Holdings' value that differs from its market value or its book value, called intrinsic value, which is JBDI Holdings' 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 JBDI Holdings' market value can be influenced by many factors that don't directly affect JBDI Holdings' 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 JBDI Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if JBDI Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JBDI Holdings' 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.
JBDI Holdings '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 JBDI Holdings' 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 JBDI Holdings.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in JBDI Holdings on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding JBDI Holdings Limited or generate 0.0% return on investment in JBDI Holdings over 30 days. JBDI Holdings is related to or competes with Japan Tobacco, JBG SMITH, Compania Cervecerias, Molson Coors, Vita Coco, SL Green, and Haverty Furniture. JBDI Holdings is entity of United States More
JBDI Holdings 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 JBDI Holdings' 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 JBDI Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 46.13 | |||
| Value At Risk | (9.48) | |||
| Potential Upside | 9.71 |
JBDI Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JBDI Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JBDI Holdings' standard deviation. In reality, there are many statistical measures that can use JBDI Holdings historical prices to predict the future JBDI Holdings' volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (1.11) | |||
| Total Risk Alpha | (1.32) | |||
| Treynor Ratio | 1.01 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JBDI Holdings' 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.
JBDI Holdings Limited Backtested Returns
JBDI Holdings Limited holds Efficiency (Sharpe) Ratio of -0.14, which attests that the company had a -0.14% return per unit of return volatility over the last 3 months. JBDI Holdings Limited exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JBDI Holdings' standard deviation of 6.75, and Coefficient Of Variation of (600.62) to validate the risk estimate we provide. The firm retains a Market Volatility (i.e., Beta) of -1.12, which attests to a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning JBDI Holdings are expected to decrease slowly. On the other hand, during market turmoil, JBDI Holdings is expected to outperform it slightly. At this point, JBDI Holdings Limited has a negative expected return of -0.92%. Please make sure to check out JBDI Holdings' skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if JBDI Holdings Limited performance from the past will be repeated in the future.
Auto-correlation | -0.27 |
Weak reverse predictability
JBDI Holdings Limited has weak reverse predictability. Overlapping area represents the amount of predictability between JBDI Holdings time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st 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 JBDI Holdings Limited price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current JBDI Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
JBDI Holdings Limited lagged returns against current returns
Autocorrelation, which is JBDI Holdings 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 JBDI Holdings' stock expected returns. We can calculate the autocorrelation of JBDI Holdings returns to help us make a trade decision. For example, suppose you find that JBDI Holdings 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 |
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JBDI Holdings 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 JBDI Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JBDI Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JBDI Holdings stock over time.
Current vs Lagged Prices |
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JBDI Holdings Lagged Returns
When evaluating JBDI Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JBDI Holdings stock have on its future price. JBDI Holdings 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, JBDI Holdings autocorrelation shows the relationship between JBDI Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in JBDI Holdings Limited.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether JBDI Holdings Limited offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of JBDI Holdings' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Jbdi Holdings Limited Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Jbdi Holdings Limited Stock:Check out JBDI Holdings Correlation, JBDI Holdings Volatility and JBDI Holdings Alpha and Beta module to complement your research on JBDI Holdings. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
JBDI Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.