Jd Inc Adr Stock Market Value
| JD Stock | USD 37.38 0.19 0.51% |
| Symbol | JD |
JD Inc Adr Price To Book Ratio
Is Broadline Retail 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 JD. If investors know JD 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 JD 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 0.966 | Earnings Share 3.11 | Revenue Per Share 711.043 | Quarterly Revenue Growth 0.012 | Return On Assets 0.0337 |
The market value of JD Inc Adr is measured differently than its book value, which is the value of JD that is recorded on the company's balance sheet. Investors also form their own opinion of JD's value that differs from its market value or its book value, called intrinsic value, which is JD'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 JD's market value can be influenced by many factors that don't directly affect JD'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 JD's value and its price as these two are different measures arrived at by different means. Investors typically determine if JD is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JD'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.
JD '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 JD'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 JD.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in JD on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding JD Inc Adr or generate 0.0% return on investment in JD over 30 days. JD is related to or competes with Alibaba Group, Sea, Vipshop Holdings, Jumia Technologies, Amazon, PDD Holdings, and MercadoLibre. JD.com, Inc. provides supply chain-based technologies and services in the Peoples Republic of China More
JD 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 JD'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 JD Inc Adr upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.6 | |||
| Information Ratio | 0.1221 | |||
| Maximum Drawdown | 23.41 | |||
| Value At Risk | (6.99) | |||
| Potential Upside | 6.76 |
JD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JD's standard deviation. In reality, there are many statistical measures that can use JD historical prices to predict the future JD's volatility.| Risk Adjusted Performance | 0.1273 | |||
| Jensen Alpha | 0.5527 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.138 | |||
| Treynor Ratio | 1.1 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JD's 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.
JD Inc Adr Backtested Returns
JD appears to be very steady, given 3 months investment horizon. JD Inc Adr retains Efficiency (Sharpe Ratio) of 0.15, which attests that the entity had a 0.15% return per unit of price deviation over the last 3 months. By inspecting JD's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please utilize JD's Market Risk Adjusted Performance of 1.11, standard deviation of 4.08, and Semi Deviation of 2.94 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, JD holds a performance score of 11. The company owns a Beta (Systematic Risk) of 0.57, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JD's returns are expected to increase less than the market. However, during the bear market, the loss of holding JD is expected to be smaller as well. Please check JD's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether JD's current price history will revert.
Auto-correlation | -0.85 |
Excellent reverse predictability
JD Inc Adr has excellent reverse predictability. Overlapping area represents the amount of predictability between JD time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 JD Inc Adr price movement. The serial correlation of -0.85 indicates that around 85.0% of current JD price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.86 |
JD Inc Adr lagged returns against current returns
Autocorrelation, which is JD 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 JD's stock expected returns. We can calculate the autocorrelation of JD returns to help us make a trade decision. For example, suppose you find that JD 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 |
JD 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 JD stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JD stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JD stock over time.
Current vs Lagged Prices |
| Timeline |
JD Lagged Returns
When evaluating JD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JD stock have on its future price. JD 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, JD autocorrelation shows the relationship between JD stock current value and its past values and can show if there is a momentum factor associated with investing in JD Inc Adr.
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.Check out JD Correlation, JD Volatility and JD Alpha and Beta module to complement your research on JD. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
JD 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.