Jupiter Energy (Australia) Market Value
| JPR Stock | 0.03 0 6.25% |
| Symbol | Jupiter |
Jupiter Energy '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 Jupiter Energy'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 Jupiter Energy.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Jupiter Energy on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Jupiter Energy or generate 0.0% return on investment in Jupiter Energy over 90 days. Jupiter Energy is related to or competes with Platinum Asset, Clime Investment, Ambertech, Technology One, and Dug Technology. Jupiter Energy is entity of Australia. It is traded as Stock on AU exchange. More
Jupiter Energy 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 Jupiter Energy'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 Jupiter Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0314 | |||
| Maximum Drawdown | 17.36 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 3.45 |
Jupiter Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jupiter Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jupiter Energy's standard deviation. In reality, there are many statistical measures that can use Jupiter Energy historical prices to predict the future Jupiter Energy's volatility.| Risk Adjusted Performance | 0.0027 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.321 | |||
| Treynor Ratio | 0.6196 |
Jupiter Energy Backtested Returns
Currently, Jupiter Energy is out of control. Jupiter Energy holds Efficiency (Sharpe) Ratio of 0.0547, which attests that the entity had a 0.0547 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Jupiter Energy, which you can use to evaluate the volatility of the firm. Please check out Jupiter Energy's Market Risk Adjusted Performance of 0.6296, risk adjusted performance of 0.0027, and Standard Deviation of 2.75 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Jupiter Energy has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.037, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jupiter Energy are expected to decrease at a much lower rate. During the bear market, Jupiter Energy is likely to outperform the market. Jupiter Energy right now retains a risk of 2.67%. Please check out Jupiter Energy treynor ratio, skewness, and the relationship between the total risk alpha and potential upside , to decide if Jupiter Energy will be following its current trending patterns.
Auto-correlation | 0.38 |
Below average predictability
Jupiter Energy has below average predictability. Overlapping area represents the amount of predictability between Jupiter Energy time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Jupiter Energy price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Jupiter Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Jupiter Energy lagged returns against current returns
Autocorrelation, which is Jupiter Energy 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 Jupiter Energy's stock expected returns. We can calculate the autocorrelation of Jupiter Energy returns to help us make a trade decision. For example, suppose you find that Jupiter Energy 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 |
Jupiter Energy 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 Jupiter Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jupiter Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jupiter Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Jupiter Energy Lagged Returns
When evaluating Jupiter Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jupiter Energy stock have on its future price. Jupiter Energy 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, Jupiter Energy autocorrelation shows the relationship between Jupiter Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Jupiter Energy.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Jupiter Stock Analysis
When running Jupiter Energy's price analysis, check to measure Jupiter Energy'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 Jupiter Energy is operating at the current time. Most of Jupiter Energy's value examination focuses on studying past and present price action to predict the probability of Jupiter Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jupiter Energy's price. Additionally, you may evaluate how the addition of Jupiter Energy to your portfolios can decrease your overall portfolio volatility.