Judo Capital (Australia) Market Value
| JDO Stock | 1.85 0.01 0.54% |
| Symbol | Judo |
Judo 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 Judo 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 Judo Capital.
| 01/05/2024 |
| 12/30/2024 |
If you would invest 0.00 in Judo Capital on January 5, 2024 and sell it all today you would earn a total of 0.00 from holding Judo Capital Holdings or generate 0.0% return on investment in Judo Capital over 360 days. Judo Capital is related to or competes with Westpac Banking, IShares Global, Adriatic Metals, Australian Agricultural, and VanEck FTSE. Judo Capital is entity of Australia. It is traded as Stock on AU exchange. More
Judo 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 Judo 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 Judo Capital Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.91 | |||
| Information Ratio | 0.0498 | |||
| Maximum Drawdown | 8.72 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 2.42 |
Judo Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Judo Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Judo Capital's standard deviation. In reality, there are many statistical measures that can use Judo Capital historical prices to predict the future Judo Capital's volatility.| Risk Adjusted Performance | 0.0602 | |||
| Jensen Alpha | 0.1019 | |||
| Total Risk Alpha | 0.0589 | |||
| Sortino Ratio | 0.0436 | |||
| Treynor Ratio | 0.6626 |
Judo Capital Holdings Backtested Returns
Currently, Judo Capital Holdings is relatively risky. Judo Capital Holdings holds Efficiency (Sharpe) Ratio of 0.0981, which attests that the entity had a 0.0981% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Judo Capital Holdings, which you can use to evaluate the volatility of the firm. Please check out Judo Capital's Downside Deviation of 1.91, market risk adjusted performance of 0.6726, and Risk Adjusted Performance of 0.0602 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. Judo Capital has a performance score of 7 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Judo Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Judo Capital is expected to be smaller as well. Judo Capital Holdings right now retains a risk of 1.59%. Please check out Judo Capital coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Judo Capital will be following its current trending patterns.
Auto-correlation | 0.72 |
Good predictability
Judo Capital Holdings has good predictability. Overlapping area represents the amount of predictability between Judo Capital time series from 5th of January 2024 to 3rd of July 2024 and 3rd of July 2024 to 30th 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 Judo Capital Holdings price movement. The serial correlation of 0.72 indicates that around 72.0% of current Judo Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Judo Capital Holdings lagged returns against current returns
Autocorrelation, which is Judo 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 Judo Capital's stock expected returns. We can calculate the autocorrelation of Judo Capital returns to help us make a trade decision. For example, suppose you find that Judo 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 |
Judo 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 Judo Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Judo Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Judo Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Judo Capital Lagged Returns
When evaluating Judo Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Judo Capital stock have on its future price. Judo 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, Judo Capital autocorrelation shows the relationship between Judo Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Judo Capital Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Judo Stock Analysis
When running Judo Capital's price analysis, check to measure Judo 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 Judo Capital is operating at the current time. Most of Judo Capital's value examination focuses on studying past and present price action to predict the probability of Judo 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 Judo Capital's price. Additionally, you may evaluate how the addition of Judo Capital to your portfolios can decrease your overall portfolio volatility.