Jabil (Germany) Market Value
| JBL Stock | EUR 134.70 5.30 3.79% |
| Symbol | Jabil |
Jabil '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 Jabil'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 Jabil.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Jabil on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Jabil Inc or generate 0.0% return on investment in Jabil over 30 days. Jabil is related to or competes with Ibiden CoLtd, Plexus Corp, KCE EL, TTM Technologies, Hana Microelectronics, and AT S. Jabil Inc. provides electronic manufacturing services and solutions worldwide More
Jabil 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 Jabil'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 Jabil Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.1849 | |||
| Maximum Drawdown | 13.18 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 3.64 |
Jabil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jabil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jabil's standard deviation. In reality, there are many statistical measures that can use Jabil historical prices to predict the future Jabil's volatility.| Risk Adjusted Performance | 0.1637 | |||
| Jensen Alpha | 0.4775 | |||
| Total Risk Alpha | 0.4035 | |||
| Sortino Ratio | 0.3001 | |||
| Treynor Ratio | (1.74) |
Jabil Inc Backtested Returns
Jabil appears to be very steady, given 3 months investment horizon. Jabil Inc holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jabil Inc, which you can use to evaluate the volatility of the firm. Please utilize Jabil's Risk Adjusted Performance of 0.1637, market risk adjusted performance of (1.73), and Downside Deviation of 1.5 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Jabil holds a performance score of 14. The company retains a Market Volatility (i.e., Beta) of -0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jabil are expected to decrease at a much lower rate. During the bear market, Jabil is likely to outperform the market. Please check Jabil's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Jabil's current trending patterns will revert.
Auto-correlation | 0.43 |
Average predictability
Jabil Inc has average predictability. Overlapping area represents the amount of predictability between Jabil time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Jabil Inc price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Jabil price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 28.41 |
Jabil Inc lagged returns against current returns
Autocorrelation, which is Jabil 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 Jabil's stock expected returns. We can calculate the autocorrelation of Jabil returns to help us make a trade decision. For example, suppose you find that Jabil 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 |
Jabil 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 Jabil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jabil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jabil stock over time.
Current vs Lagged Prices |
| Timeline |
Jabil Lagged Returns
When evaluating Jabil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jabil stock have on its future price. Jabil 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, Jabil autocorrelation shows the relationship between Jabil stock current value and its past values and can show if there is a momentum factor associated with investing in Jabil Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Jabil Stock
Jabil financial ratios help investors to determine whether Jabil Stock 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 Jabil with respect to the benefits of owning Jabil security.