Jones Lang Backtesting

Jones Lang LaSalle Incorporated -- USA Stock  

USD 174.76  0.69  0.40%

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

February 17, 2018
No Change 0.00  0.0%
In 31 days
March 19, 2018
If you would invest  0.00  in Jones Lang on February 17, 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 ABM Industries, CBRE, Digital Realty, Extra Space, Xinyuan Real. Jones Lang LaSalle Incorporated, a professional services company, provides commercial real estate and investment managem...

Jones Lang Upside/Downside Indicators


Jones Lang Market Premium Indicators

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 LaSalle Backtested Returns

Macroaxis considers Jones Lang not too risky given 1 month investment horizon. Jones Lang LaSalle holds Efficiency (Sharpe) Ratio of 0.4872 which attests that Jones Lang LaSalle had 0.4872% 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 technical indicators for Jones Lang LaSalle which you can use to evaluate future volatility of the corporation. Please utilize Jones Lang Coefficient Of Variation of 203.82, Market Risk Adjusted Performance of 40.04 and Risk Adjusted Performance of 0.5469 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Jones Lang holds performance score of 32. The company retains Market Volatility (i.e. Beta) of 0.011 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 vital to follow to Jones Lang LaSalle current price history, it is good to be conservative about what you can actually do with the information regarding 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 0.4641% will be sustainable into the future. Please utilizes Jones Lang Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to make a quick decision on weather Jones Lang LaSalle Incorporated current trending patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.75 

Good predictability

Jones Lang LaSalle Incorporated has good predictability. Overlapping area represents the amount of predictability between Jones Lang time series from February 17, 2018 to March 4, 2018 and March 4, 2018 to March 19, 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 0.75 indicates that around 75.0% of current Jones Lang price fluctuation can be explain by its past prices.
Correlation Coefficient 0.75
Spearman Rank Test 0.79
Price Variance 8.82
Lagged Price Variance 2.52

Jones Lang Lagged Returns

 Regressed Prices 

Jones Lang Performance vs DOW

The median price of Jones Lang for the period between Sat, Feb 17, 2018 and Mon, Mar 19, 2018 is 163.91 with a coefficient of variation of 3.57. The daily time series for the period is distributed with a sample standard deviation of 5.91, arithmetic mean of 165.47, and mean deviation of 5.38. The Stock received some media coverage during the period.
 Price Growth (%)  
Jones Lang exotic insider transaction detected03/19/2018