Jd Bancshares Stock Market Value
| JDVB Stock | USD 24.49 0.49 2.04% |
| Symbol | JDVB |
JD Bancshares '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 JD Bancshares' otc 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 JD Bancshares.
| 10/25/2023 |
| 12/18/2024 |
If you would invest 0.00 in JD Bancshares on October 25, 2023 and sell it all today you would earn a total of 0.00 from holding JD Bancshares or generate 0.0% return on investment in JD Bancshares over 420 days. JD Bancshares is related to or competes with HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, Via Renewables, Bondbloxx ETF, and Knife River. JD Bancshares, Inc. provides various banking products and services to individuals and businesses primarily in Southwest ... More
JD Bancshares 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 JD Bancshares' otc 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 JD Bancshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.08 | |||
| Information Ratio | 0.1362 | |||
| Maximum Drawdown | 9.14 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 2.78 |
JD Bancshares Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JD Bancshares' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JD Bancshares' standard deviation. In reality, there are many statistical measures that can use JD Bancshares historical prices to predict the future JD Bancshares' volatility.| Risk Adjusted Performance | 0.1382 | |||
| Jensen Alpha | 0.229 | |||
| Total Risk Alpha | 0.1382 | |||
| Sortino Ratio | 0.0932 | |||
| Treynor Ratio | 0.6503 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JD Bancshares' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
JD Bancshares Backtested Returns
At this point, JD Bancshares is very steady. JD Bancshares retains Efficiency (Sharpe Ratio) of 0.17, which attests that the entity had a 0.17% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for JD Bancshares, which you can use to evaluate the volatility of the firm. Please check out JD Bancshares' Market Risk Adjusted Performance of 0.6603, standard deviation of 1.42, and Semi Deviation of 0.8393 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. JD Bancshares has a performance score of 13 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JD Bancshares' returns are expected to increase less than the market. However, during the bear market, the loss of holding JD Bancshares is expected to be smaller as well. JD Bancshares today owns a risk of 1.11%. Please check out JD Bancshares coefficient of variation, potential upside, day median price, as well as the relationship between the sortino ratio and skewness , to decide if JD Bancshares will be following its current price history.
Auto-correlation | 0.20 |
Weak predictability
JD Bancshares has weak predictability. Overlapping area represents the amount of predictability between JD Bancshares time series from 25th of October 2023 to 22nd of May 2024 and 22nd of May 2024 to 18th 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 JD Bancshares price movement. The serial correlation of 0.2 indicates that over 20.0% of current JD Bancshares price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 1.07 |
JD Bancshares lagged returns against current returns
Autocorrelation, which is JD Bancshares otc 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 JD Bancshares' otc stock expected returns. We can calculate the autocorrelation of JD Bancshares returns to help us make a trade decision. For example, suppose you find that JD Bancshares has exhibited high autocorrelation historically, and you observe that the otc 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 |
JD Bancshares 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 JD Bancshares otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JD Bancshares otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JD Bancshares otc stock over time.
Current vs Lagged Prices |
| Timeline |
JD Bancshares Lagged Returns
When evaluating JD Bancshares' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JD Bancshares otc stock have on its future price. JD Bancshares 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, JD Bancshares autocorrelation shows the relationship between JD Bancshares otc stock current value and its past values and can show if there is a momentum factor associated with investing in JD Bancshares.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in JDVB OTC Stock
JD Bancshares financial ratios help investors to determine whether JDVB OTC 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 JDVB with respect to the benefits of owning JD Bancshares security.