Jumbo SA (Greece) Market Value
| BELA Stock | EUR 27.32 0.22 0.81% |
| Symbol | Jumbo |
Jumbo SA '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 Jumbo SA'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 Jumbo SA.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Jumbo SA on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Jumbo SA or generate 0.0% return on investment in Jumbo SA over 90 days. Jumbo SA is related to or competes with Greek Organization, Mytilineos, Motor Oil, Hellenic Telecommunicatio, and Hellenic Petroleum. Jumbo S.A. engages in the retail of toys, baby products, gift articles, household products, stationery, seasonal and dec... More
Jumbo SA 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 Jumbo SA'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 Jumbo SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | 0.1474 | |||
| Maximum Drawdown | 5.54 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.31 |
Jumbo SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jumbo SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jumbo SA's standard deviation. In reality, there are many statistical measures that can use Jumbo SA historical prices to predict the future Jumbo SA's volatility.| Risk Adjusted Performance | 0.051 | |||
| Jensen Alpha | 0.0486 | |||
| Total Risk Alpha | 0.3128 | |||
| Sortino Ratio | 0.137 | |||
| Treynor Ratio | (0.46) |
Jumbo SA Backtested Returns
Currently, Jumbo SA is very steady. Jumbo SA holds Efficiency (Sharpe) Ratio of 0.059, which attests that the entity had a 0.059 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jumbo SA, which you can use to evaluate the volatility of the firm. Please check out Jumbo SA's Downside Deviation of 1.55, risk adjusted performance of 0.051, and Market Risk Adjusted Performance of (0.45) to validate if the risk estimate we provide is consistent with the expected return of 0.0868%. Jumbo SA has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.15, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jumbo SA are expected to decrease at a much lower rate. During the bear market, Jumbo SA is likely to outperform the market. Jumbo SA right now retains a risk of 1.47%. Please check out Jumbo SA coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if Jumbo SA will be following its current trending patterns.
Auto-correlation | 0.06 |
Virtually no predictability
Jumbo SA has virtually no predictability. Overlapping area represents the amount of predictability between Jumbo SA time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Jumbo SA price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Jumbo SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Jumbo SA lagged returns against current returns
Autocorrelation, which is Jumbo SA 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 Jumbo SA's stock expected returns. We can calculate the autocorrelation of Jumbo SA returns to help us make a trade decision. For example, suppose you find that Jumbo SA 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 |
Jumbo SA 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 Jumbo SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jumbo SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jumbo SA stock over time.
Current vs Lagged Prices |
| Timeline |
Jumbo SA Lagged Returns
When evaluating Jumbo SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jumbo SA stock have on its future price. Jumbo SA 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, Jumbo SA autocorrelation shows the relationship between Jumbo SA stock current value and its past values and can show if there is a momentum factor associated with investing in Jumbo SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Jumbo Stock Analysis
When running Jumbo SA's price analysis, check to measure Jumbo SA'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 Jumbo SA is operating at the current time. Most of Jumbo SA's value examination focuses on studying past and present price action to predict the probability of Jumbo SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jumbo SA's price. Additionally, you may evaluate how the addition of Jumbo SA to your portfolios can decrease your overall portfolio volatility.