Jushi Holdings Stock Market Value
| JUSHF Stock | USD 0.35 0.04 12.90% |
| Symbol | Jushi |
Jushi 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 Jushi Holdings' 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 Jushi Holdings.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Jushi Holdings on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Jushi Holdings or generate 0.0% return on investment in Jushi Holdings over 30 days. Jushi Holdings Inc., a vertically integrated cannabis company, engages in the cultivation, processing, retail, and distr... More
Jushi 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 Jushi Holdings' 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 Jushi Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.53 | |||
| Information Ratio | 0.0191 | |||
| Maximum Drawdown | 18.8 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 8.57 |
Jushi Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jushi Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jushi Holdings' standard deviation. In reality, there are many statistical measures that can use Jushi Holdings historical prices to predict the future Jushi Holdings' volatility.| Risk Adjusted Performance | 0.0207 | |||
| Jensen Alpha | 0.0803 | |||
| Total Risk Alpha | 0.233 | |||
| Sortino Ratio | 0.0176 | |||
| Treynor Ratio | 0.2794 |
Jushi Holdings Backtested Returns
At this point, Jushi Holdings is out of control. Jushi Holdings holds Efficiency (Sharpe) Ratio of 0.0354, which attests that the entity had a 0.0354 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Jushi Holdings, which you can use to evaluate the volatility of the firm. Please check out Jushi Holdings' Market Risk Adjusted Performance of 0.2894, downside deviation of 5.53, and Risk Adjusted Performance of 0.0207 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Jushi Holdings has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jushi Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Jushi Holdings is expected to be smaller as well. Jushi Holdings right now retains a risk of 5.47%. Please check out Jushi Holdings maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to decide if Jushi Holdings will be following its current trending patterns.
Auto-correlation | 0.04 |
Virtually no predictability
Jushi Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Jushi Holdings time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Jushi Holdings price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Jushi Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Jushi Holdings lagged returns against current returns
Autocorrelation, which is Jushi Holdings 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 Jushi Holdings' otc stock expected returns. We can calculate the autocorrelation of Jushi Holdings returns to help us make a trade decision. For example, suppose you find that Jushi Holdings 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 |
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Jushi 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 Jushi Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jushi Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jushi Holdings otc stock over time.
Current vs Lagged Prices |
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Jushi Holdings Lagged Returns
When evaluating Jushi Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jushi Holdings otc stock have on its future price. Jushi 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, Jushi Holdings autocorrelation shows the relationship between Jushi Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in Jushi Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Jushi OTC Stock
Jushi Holdings financial ratios help investors to determine whether Jushi 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 Jushi with respect to the benefits of owning Jushi Holdings security.