Jeudan (Denmark) Market Value

JDAN Stock  DKK 195.00  3.00  1.52%   
Jeudan's market value is the price at which a share of Jeudan trades on a public exchange. It measures the collective expectations of Jeudan investors about its performance. Jeudan is selling at 195.00 as of the 1st of March 2025; that is 1.52% down since the beginning of the trading day. The stock's open price was 198.0.
With this module, you can estimate the performance of a buy and hold strategy of Jeudan and determine expected loss or profit from investing in Jeudan over a given investment horizon. Check out Jeudan Correlation, Jeudan Volatility and Jeudan Alpha and Beta module to complement your research on Jeudan.
Symbol

Please note, there is a significant difference between Jeudan's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jeudan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jeudan's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Jeudan '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 Jeudan'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 Jeudan.
0.00
03/12/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/01/2025
0.00
If you would invest  0.00  in Jeudan on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding Jeudan or generate 0.0% return on investment in Jeudan over 720 days. Jeudan is related to or competes with Schouw, Alm Brand, and DFDS AS. The company invests in and operates office, residential, and retail properties More

Jeudan 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 Jeudan'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 Jeudan upside and downside potential and time the market with a certain degree of confidence.

Jeudan Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Jeudan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jeudan's standard deviation. In reality, there are many statistical measures that can use Jeudan historical prices to predict the future Jeudan's volatility.
Hype
Prediction
LowEstimatedHigh
194.03195.00195.97
Details
Intrinsic
Valuation
LowRealHigh
180.38181.35214.50
Details

Jeudan Backtested Returns

Jeudan holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13 % return per unit of risk over the last 3 months. Jeudan exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jeudan's Market Risk Adjusted Performance of 1.19, risk adjusted performance of (0.09), and Standard Deviation of 0.9703 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jeudan are expected to decrease at a much lower rate. During the bear market, Jeudan is likely to outperform the market. At this point, Jeudan has a negative expected return of -0.13%. Please make sure to check out Jeudan's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Jeudan performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.15  

Insignificant reverse predictability

Jeudan has insignificant reverse predictability. Overlapping area represents the amount of predictability between Jeudan time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st 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 Jeudan price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Jeudan price fluctuation can be explain by its past prices.
Correlation Coefficient-0.15
Spearman Rank Test0.29
Residual Average0.0
Price Variance148.46

Jeudan lagged returns against current returns

Autocorrelation, which is Jeudan 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 Jeudan's stock expected returns. We can calculate the autocorrelation of Jeudan returns to help us make a trade decision. For example, suppose you find that Jeudan 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  

Jeudan 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 Jeudan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jeudan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jeudan stock over time.
   Current vs Lagged Prices   
       Timeline  

Jeudan Lagged Returns

When evaluating Jeudan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jeudan stock have on its future price. Jeudan 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, Jeudan autocorrelation shows the relationship between Jeudan stock current value and its past values and can show if there is a momentum factor associated with investing in Jeudan.
   Regressed Prices   
       Timeline  

Other Information on Investing in Jeudan Stock

Jeudan financial ratios help investors to determine whether Jeudan 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 Jeudan with respect to the benefits of owning Jeudan security.