Jjill Inc Stock Alpha and Beta Analysis
| JILL Stock | USD 27.69 0.47 1.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JJill Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in JJill over a specified time horizon. Remember, high JJill's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to JJill's market risk premium analysis include:
Beta 1.76 | Alpha (0.50) | Risk 3.16 | Sharpe Ratio (0.06) | Expected Return (0.20) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
JJill |
JJill Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JJill market risk premium is the additional return an investor will receive from holding JJill long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in JJill. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate JJill's performance over market.| α | -0.5 | β | 1.76 |
JJill expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of JJill's Buy-and-hold return. Our buy-and-hold chart shows how JJill performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.JJill Market Price Analysis
Market price analysis indicators help investors to evaluate how JJill stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JJill shares will generate the highest return on investment. By understating and applying JJill stock market price indicators, traders can identify JJill position entry and exit signals to maximize returns.
JJill Return and Market Media
The median price of JJill for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 24.88 with a coefficient of variation of 9.17. The daily time series for the period is distributed with a sample standard deviation of 2.36, arithmetic mean of 25.68, and mean deviation of 1.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1348 shares by Mark Webb of JJill at 26.48 subject to Rule 16b-3 | 09/06/2024 |
2 | J.Jill Inc Trading Down 3.43 percent on Sep 10 | 09/10/2024 |
3 | Disposition of 13491 shares by Claire Spofford of JJill at 37.38 subject to Rule 16b-3 | 09/11/2024 |
4 | Disposition of 358 shares by James Guido of JJill at 25.55 subject to Rule 16b-3 | 09/19/2024 |
5 | J.Jill, Inc. Shares Sold by Long Focus Capital Management LLC - MarketBeat | 09/27/2024 |
6 | AECOM appoints Jill Hudkins to lead its new Water Environment Advisory global business line | 09/30/2024 |
7 | Acquisition by Mark Webb of 29211 shares of JJill subject to Rule 16b-3 | 10/01/2024 |
| JJill dividend paid on 2nd of October 2024 | 10/02/2024 |
8 | Could The Market Be Wrong About J.Jill, Inc. Given Its Attractive Financial Prospects | 10/14/2024 |
9 | GREAT AMERICAN FAMILY ANNOUNCES ORIGINAL CHRISTMAS SPECIAL, CHRISTMAS ON THE FARM WITH JILL WAGNER FAMILY, A CELEBRATION HONORING THE TRUE MEANING OF CHRISTMAS,... | 11/11/2024 |
10 | J.Jill, Inc. Receives Average Recommendation of Moderate Buy from Brokerages | 11/20/2024 |
11 | Heres Why J.Jill Can Manage Its Debt Responsibly | 11/26/2024 |
About JJill Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including JJill or other stocks. Alpha measures the amount that position in JJill Inc has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2010 | 2020 | 2024 (projected) | Dividend Yield | 0.96 | 0.0155 | 0.0132 | Price To Sales Ratio | 0.0753 | 0.56 | 0.98 |
JJill Upcoming Company Events
As portrayed in its financial statements, the presentation of JJill's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, JJill's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of JJill's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of JJill. Please utilize our Beneish M Score to check the likelihood of JJill's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 5th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 12th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Align your risk with return expectations
Check out JJill Backtesting, JJill Valuation, JJill Correlation, JJill Hype Analysis, JJill Volatility, JJill History and analyze JJill Performance. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
JJill technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.