JM Financial (India) Market Value

JMFINANCIL   91.45  0.28  0.31%   
JM Financial's market value is the price at which a share of JM Financial trades on a public exchange. It measures the collective expectations of JM Financial Limited investors about its performance. JM Financial is selling at 91.45 as of the 20th of March 2025; that is 0.31 percent increase since the beginning of the trading day. The stock's open price was 91.17.
With this module, you can estimate the performance of a buy and hold strategy of JM Financial Limited and determine expected loss or profit from investing in JM Financial over a given investment horizon. Check out JM Financial Correlation, JM Financial Volatility and JM Financial Alpha and Beta module to complement your research on JM Financial.
Symbol

Please note, there is a significant difference between JM Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if JM Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JM Financial'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.

JM Financial '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 JM Financial'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 JM Financial.
0.00
12/20/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/20/2025
0.00
If you would invest  0.00  in JM Financial on December 20, 2024 and sell it all today you would earn a total of 0.00 from holding JM Financial Limited or generate 0.0% return on investment in JM Financial over 90 days. JM Financial is related to or competes with SANOFI S, Silly Monks, Hindustan Media, Blue Jet, Aster DM, Sri Havisha, and Diligent MediaLimited. JM Financial is entity of India. It is traded as Stock on NSE exchange. More

JM Financial 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 JM Financial'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 JM Financial Limited upside and downside potential and time the market with a certain degree of confidence.

JM Financial Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for JM Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JM Financial's standard deviation. In reality, there are many statistical measures that can use JM Financial historical prices to predict the future JM Financial's volatility.
Hype
Prediction
LowEstimatedHigh
87.1290.2693.40
Details
Intrinsic
Valuation
LowRealHigh
80.5383.67100.29
Details
Naive
Forecast
LowNextHigh
86.7489.8893.02
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
82.6593.91105.16
Details

JM Financial Limited Backtested Returns

JM Financial Limited 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. JM Financial exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JM Financial's Market Risk Adjusted Performance of (2.63), coefficient of variation of (503.16), and Information Ratio of (0.18) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JM Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding JM Financial is expected to be smaller as well. At this point, JM Financial Limited has a negative expected return of -0.54%. Please make sure to check out JM Financial's total risk alpha, as well as the relationship between the skewness and day median price , to decide if JM Financial Limited performance from the past will be repeated sooner or later.

Auto-correlation

    
  0.77  

Good predictability

JM Financial Limited has good predictability. Overlapping area represents the amount of predictability between JM Financial time series from 20th of December 2024 to 3rd of February 2025 and 3rd of February 2025 to 20th 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 JM Financial Limited price movement. The serial correlation of 0.77 indicates that around 77.0% of current JM Financial price fluctuation can be explain by its past prices.
Correlation Coefficient0.77
Spearman Rank Test0.84
Residual Average0.0
Price Variance62.28

JM Financial Limited lagged returns against current returns

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

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

JM Financial Lagged Returns

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

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Other Information on Investing in JMFINANCIL Stock

JM Financial financial ratios help investors to determine whether JMFINANCIL 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 JMFINANCIL with respect to the benefits of owning JM Financial security.