Jones Lang Backtesting

JLL -- USA Stock  

USD 171.51  2.21  1.31%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Jones Lang LaSalle Incorporated and determine expected loss or profit from investing in Jones Lang over given investment horizon. Please also check Jones Lang Hype Analysis, Jones Lang Correlation, Jones Lang Valuation, Jones Lang Volatility as well as analyze Jones Lang Alpha and Beta and Jones Lang Performance.
 Time Horizon     30 Days    Login   to change

Jones Lang 'What if' Analysis

June 22, 2018
No Change 0.00  0.0%
In 30 days
July 22, 2018
If you would invest  0.00  in Jones Lang on June 22, 2018 and sell it all today you would earn a total of 0.00 from holding Jones Lang LaSalle Incorporated or generate 0.0% return on investment in Jones Lang over 30 days. Jones Lang is related to or competes with HFF, Kennedy Wilson, BBX Capital, Brookfield Property, FRP Holdings, FirstService, and Gazit-Globe Ltd. Jones Lang LaSalle Incorporated, a professional services company, provides commercial real estate and investment managem...

Jones Lang Upside/Downside Indicators

Downside Deviation1.78
Information Ratio0.08
Maximum Drawdown4.44
Value At Risk2.55
Potential Upside1.84

Jones Lang Market Premium Indicators

Risk Adjusted Performance0.0078
Jensen Alpha0.01346
Total Risk Alpha0.27
Sortino Ratio0.06
Treynor Ratio0.08

Jones Lang LaSalle Backtested Returns

We consider Jones Lang not too risky. Jones Lang LaSalle holds Efficiency (Sharpe) Ratio of 0.0162 which attests that Jones Lang LaSalle had 0.0162% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Jones Lang LaSalle which you can use to evaluate future volatility of the corporation. Please check out Jones Lang Downside Deviation of 1.78, Market Risk Adjusted Performance of 0.07 and Risk Adjusted Performance of 0.0078 to validate if risk estimate we provide are consistent with the epected return of 0.0221%. Jones Lang has performance score of 1 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.0752 which attests that as returns on market increase, Jones Lang returns are expected to increase less than the market. However during bear market, the loss on holding Jones Lang will be expected to be smaller as well.. Although it is extremely important to respect Jones Lang LaSalle current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Jones Lang LaSalle technical indicators you can presently evaluate if the expected return of 0.0221% will be sustainable into the future. Jones Lang LaSalle right now retains a risk of 1.3629%. Please check out Jones Lang Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Jones Lang will be following its current trending patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.36 

Below average predictability

Jones Lang LaSalle Incorporated has below average predictability. Overlapping area represents the amount of predictability between Jones Lang time series from June 22, 2018 to July 7, 2018 and July 7, 2018 to July 22, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Jones Lang LaSalle price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Jones Lang price fluctuation can be explain by its past prices.
Correlation Coefficient 0.36
Spearman Rank Test -0.2
Price Variance 3.63
Lagged Price Variance 6.02

Jones Lang LaSalle lagged returns against current returns

 Current and Lagged Values 

Jones Lang regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Jones Lang Lagged Returns

 Regressed Prices 

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