JSW Holdings (India) Market Value
| JSWHL Stock | 19,382 643.75 3.44% |
| Symbol | JSW |
JSW Holdings '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 JSW Holdings' 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 JSW Holdings.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in JSW Holdings on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding JSW Holdings Limited or generate 0.0% return on investment in JSW Holdings over 90 days. JSW Holdings is related to or competes with Oriental Hotels, Chalet Hotels, One 97, Paramount Communications, Iris Clothings, Newgen Software, and FCS Software. JSW Holdings is entity of India. It is traded as Stock on NSE exchange. More
JSW Holdings 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 JSW Holdings' 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 JSW Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.01 | |||
| Information Ratio | 0.1901 | |||
| Maximum Drawdown | 15.25 | |||
| Value At Risk | (4.35) | |||
| Potential Upside | 5.0 |
JSW Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JSW Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JSW Holdings' standard deviation. In reality, there are many statistical measures that can use JSW Holdings historical prices to predict the future JSW Holdings' volatility.| Risk Adjusted Performance | 0.147 | |||
| Jensen Alpha | 0.5091 | |||
| Total Risk Alpha | 0.9414 | |||
| Sortino Ratio | 0.2104 | |||
| Treynor Ratio | (3.80) |
JSW Holdings Limited Backtested Returns
JSW Holdings appears to be very steady, given 3 months investment horizon. JSW Holdings Limited holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of standard deviation over the last 3 months. By examining JSW Holdings' technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize JSW Holdings' risk adjusted performance of 0.147, and Market Risk Adjusted Performance of (3.79) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, JSW Holdings holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JSW Holdings are expected to decrease at a much lower rate. During the bear market, JSW Holdings is likely to outperform the market. Please check JSW Holdings' downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to make a quick decision on whether JSW Holdings' current trending patterns will revert.
Auto-correlation | 0.23 |
Weak predictability
JSW Holdings Limited has weak predictability. Overlapping area represents the amount of predictability between JSW Holdings time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 JSW Holdings Limited price movement. The serial correlation of 0.23 indicates that over 23.0% of current JSW Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 2.1 M |
JSW Holdings Limited lagged returns against current returns
Autocorrelation, which is JSW Holdings 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 JSW Holdings' stock expected returns. We can calculate the autocorrelation of JSW Holdings returns to help us make a trade decision. For example, suppose you find that JSW Holdings 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 |
JSW Holdings 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 JSW Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JSW Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JSW Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
JSW Holdings Lagged Returns
When evaluating JSW Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JSW Holdings stock have on its future price. JSW Holdings 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, JSW Holdings autocorrelation shows the relationship between JSW Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in JSW Holdings Limited.
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 JSW Stock
JSW Holdings financial ratios help investors to determine whether JSW 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 JSW with respect to the benefits of owning JSW Holdings security.