JCurve Solutions (Australia) Market Value
| JCS Stock | 0.02 0 12.00% |
| Symbol | JCurve |
JCurve Solutions '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 JCurve Solutions' 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 JCurve Solutions.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in JCurve Solutions on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding JCurve Solutions or generate 0.0% return on investment in JCurve Solutions over 90 days. JCurve Solutions is related to or competes with Austco Healthcare, Mount Gibson, Red Hill, Fisher Paykel, Apiam Animal, and Kip McGrath. More
JCurve Solutions 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 JCurve Solutions' 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 JCurve Solutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 32.0 | |||
| Value At Risk | (10.71) | |||
| Potential Upside | 7.14 |
JCurve Solutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JCurve Solutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JCurve Solutions' standard deviation. In reality, there are many statistical measures that can use JCurve Solutions historical prices to predict the future JCurve Solutions' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | 0.3761 | |||
| Treynor Ratio | (0.38) |
JCurve Solutions Backtested Returns
JCurve Solutions holds Efficiency (Sharpe) Ratio of -0.0501, which attests that the company had a -0.0501 % return per unit of risk over the last 3 months. JCurve Solutions exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JCurve Solutions' variance of 26.4, and Coefficient Of Variation of (1,996) to validate the risk estimate we provide. The firm retains a Market Volatility (i.e., Beta) of 0.7, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JCurve Solutions' returns are expected to increase less than the market. However, during the bear market, the loss of holding JCurve Solutions is expected to be smaller as well. At this point, JCurve Solutions has a negative expected return of -0.26%. Please make sure to check out JCurve Solutions' skewness, daily balance of power, and the relationship between the potential upside and kurtosis , to decide if JCurve Solutions performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.37 |
Below average predictability
JCurve Solutions has below average predictability. Overlapping area represents the amount of predictability between JCurve Solutions 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 JCurve Solutions price movement. The serial correlation of 0.37 indicates that just about 37.0% of current JCurve Solutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
JCurve Solutions lagged returns against current returns
Autocorrelation, which is JCurve Solutions 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 JCurve Solutions' stock expected returns. We can calculate the autocorrelation of JCurve Solutions returns to help us make a trade decision. For example, suppose you find that JCurve Solutions 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 |
JCurve Solutions 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 JCurve Solutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JCurve Solutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JCurve Solutions stock over time.
Current vs Lagged Prices |
| Timeline |
JCurve Solutions Lagged Returns
When evaluating JCurve Solutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JCurve Solutions stock have on its future price. JCurve Solutions 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, JCurve Solutions autocorrelation shows the relationship between JCurve Solutions stock current value and its past values and can show if there is a momentum factor associated with investing in JCurve Solutions.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for JCurve Stock Analysis
When running JCurve Solutions' price analysis, check to measure JCurve Solutions' 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 JCurve Solutions is operating at the current time. Most of JCurve Solutions' value examination focuses on studying past and present price action to predict the probability of JCurve Solutions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JCurve Solutions' price. Additionally, you may evaluate how the addition of JCurve Solutions to your portfolios can decrease your overall portfolio volatility.