Julius Br Gruppe Stock Market Value
| JBARF Stock | USD 66.72 1.77 2.73% |
| Symbol | Julius |
Julius Bär '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 Julius Bär's pink sheet 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 Julius Bär.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in Julius Bär on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding Julius Br Gruppe or generate 0.0% return on investment in Julius Bär over 180 days. Julius Bär is related to or competes with Julius Baer, NN Group, Erste Group, Partners, and 3i Group. Julius Br Gruppe AG provides wealth management solutions in Switzerland, Europe, Americas, Asia, and internationally More
Julius Bär 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 Julius Bär's pink sheet 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 Julius Br Gruppe upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.0 | |||
| Information Ratio | 0.038 | |||
| Maximum Drawdown | 15.76 | |||
| Value At Risk | (4.99) | |||
| Potential Upside | 6.61 |
Julius Bär Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Julius Bär's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Julius Bär's standard deviation. In reality, there are many statistical measures that can use Julius Bär historical prices to predict the future Julius Bär's volatility.| Risk Adjusted Performance | 0.0715 | |||
| Jensen Alpha | 0.1426 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.0285 | |||
| Treynor Ratio | 0.3112 |
Julius Br Gruppe Backtested Returns
Julius Bär appears to be very steady, given 3 months investment horizon. Julius Br Gruppe holds Efficiency (Sharpe) Ratio of 0.0863, which attests that the entity had a 0.0863% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Julius Br Gruppe, which you can use to evaluate the volatility of the firm. Please utilize Julius Bär's Market Risk Adjusted Performance of 0.3212, downside deviation of 4.0, and Risk Adjusted Performance of 0.0715 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Julius Bär holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of 0.78, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Julius Bär's returns are expected to increase less than the market. However, during the bear market, the loss of holding Julius Bär is expected to be smaller as well. Please check Julius Bär's potential upside, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Julius Bär's current trending patterns will revert.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Julius Br Gruppe has insignificant reverse predictability. Overlapping area represents the amount of predictability between Julius Bär time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st 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 Julius Br Gruppe price movement. The serial correlation of -0.17 indicates that over 17.0% of current Julius Bär price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 10.63 |
Julius Br Gruppe lagged returns against current returns
Autocorrelation, which is Julius Bär pink sheet'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 Julius Bär's pink sheet expected returns. We can calculate the autocorrelation of Julius Bär returns to help us make a trade decision. For example, suppose you find that Julius Bär has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Julius Bär 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 Julius Bär pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Julius Bär pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Julius Bär pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Julius Bär Lagged Returns
When evaluating Julius Bär's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Julius Bär pink sheet have on its future price. Julius Bär 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, Julius Bär autocorrelation shows the relationship between Julius Bär pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Julius Br Gruppe.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Julius Pink Sheet
Julius Bär financial ratios help investors to determine whether Julius Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Julius with respect to the benefits of owning Julius Bär security.