Jardine Matheson Holdings Stock Market Value
| JMHLY Stock | USD 42.85 0.20 0.46% |
| Symbol | Jardine |
Jardine Matheson '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 Jardine Matheson's pink sheet 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 Jardine Matheson.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Jardine Matheson on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Jardine Matheson Holdings or generate 0.0% return on investment in Jardine Matheson over 90 days. Jardine Matheson is related to or competes with Swire Pacific, CITIC, Fosun International, Cibl, Hitachi, Teijin, and Marubeni Corp. Jardine Matheson Holdings Limited, through its subsidiaries, engages in the motor vehicles and related operations, prope... More
Jardine Matheson 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 Jardine Matheson's pink sheet 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 Jardine Matheson Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.43 | |||
| Information Ratio | 0.0919 | |||
| Maximum Drawdown | 4.99 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 2.56 |
Jardine Matheson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jardine Matheson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jardine Matheson's standard deviation. In reality, there are many statistical measures that can use Jardine Matheson historical prices to predict the future Jardine Matheson's volatility.| Risk Adjusted Performance | 0.0252 | |||
| Jensen Alpha | 0.0274 | |||
| Total Risk Alpha | 0.2091 | |||
| Sortino Ratio | 0.0941 | |||
| Treynor Ratio | 1.6 |
Jardine Matheson Holdings Backtested Returns
At this stage we consider Jardine Pink Sheet to be very steady. Jardine Matheson Holdings holds Efficiency (Sharpe) Ratio of 0.0243, which attests that the entity had a 0.0243 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Jardine Matheson Holdings, which you can use to evaluate the volatility of the firm. Please check out Jardine Matheson's Risk Adjusted Performance of 0.0252, market risk adjusted performance of 1.61, and Downside Deviation of 1.43 to validate if the risk estimate we provide is consistent with the expected return of 0.0356%. Jardine Matheson has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.016, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jardine Matheson's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jardine Matheson is expected to be smaller as well. Jardine Matheson Holdings right now retains a risk of 1.47%. Please check out Jardine Matheson potential upside, as well as the relationship between the accumulation distribution and price action indicator , to decide if Jardine Matheson will be following its current trending patterns.
Auto-correlation | -0.35 |
Poor reverse predictability
Jardine Matheson Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Jardine Matheson 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 Jardine Matheson Holdings price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Jardine Matheson price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Jardine Matheson Holdings lagged returns against current returns
Autocorrelation, which is Jardine Matheson pink sheet'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 Jardine Matheson's pink sheet expected returns. We can calculate the autocorrelation of Jardine Matheson returns to help us make a trade decision. For example, suppose you find that Jardine Matheson has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Jardine Matheson 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 Jardine Matheson pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jardine Matheson pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jardine Matheson pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Jardine Matheson Lagged Returns
When evaluating Jardine Matheson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jardine Matheson pink sheet have on its future price. Jardine Matheson 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, Jardine Matheson autocorrelation shows the relationship between Jardine Matheson pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Jardine Matheson Holdings.
Regressed Prices |
| Timeline |
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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.Additional Tools for Jardine Pink Sheet Analysis
When running Jardine Matheson's price analysis, check to measure Jardine Matheson's 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 Jardine Matheson is operating at the current time. Most of Jardine Matheson's value examination focuses on studying past and present price action to predict the probability of Jardine Matheson's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jardine Matheson's price. Additionally, you may evaluate how the addition of Jardine Matheson to your portfolios can decrease your overall portfolio volatility.