Jyske Bank As Stock Market Value
JYSKY Stock | USD 14.29 0.00 0.00% |
Symbol | Jyske |
Jyske Bank '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 Jyske Bank's pink sheet 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 Jyske Bank.
03/31/2024 |
| 04/30/2024 |
If you would invest 0.00 in Jyske Bank on March 31, 2024 and sell it all today you would earn a total of 0.00 from holding Jyske Bank AS or generate 0.0% return on investment in Jyske Bank over 30 days. Jyske Bank is related to or competes with Home Federal, HMN Financial, Affinity Bancshares, Community West, Northfield Bancorp, Sierra Bancorp, and Bogota Financial. Jyske Bank AS provides a range of financial solutions to personal and corporate clients in Denmark, Gibraltar, and Germa... More
Jyske Bank 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 Jyske Bank's pink sheet 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 Jyske Bank AS upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.32) | |||
Maximum Drawdown | 1.64 |
Jyske Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jyske Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jyske Bank's standard deviation. In reality, there are many statistical measures that can use Jyske Bank historical prices to predict the future Jyske Bank's volatility.Risk Adjusted Performance | 0.0558 | |||
Jensen Alpha | 0.0181 | |||
Total Risk Alpha | (0.01) | |||
Treynor Ratio | (0.35) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jyske Bank's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Jyske Bank AS Backtested Returns
We consider Jyske Bank very steady. Jyske Bank AS holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Jyske Bank AS, which you can use to evaluate the volatility of the firm. Please check out Jyske Bank's Standard Deviation of 0.2014, risk adjusted performance of 0.0558, and Market Risk Adjusted Performance of (0.34) to validate if the risk estimate we provide is consistent with the expected return of 0.0264%. Jyske Bank has a performance score of 9 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.042, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Jyske Bank are expected to decrease at a much lower rate. During the bear market, Jyske Bank is likely to outperform the market. Jyske Bank AS right now retains a risk of 0.21%. Please check out Jyske Bank jensen alpha and day typical price , to decide if Jyske Bank will be following its current trending patterns.
Auto-correlation | 1.00 |
Perfect predictability
Jyske Bank AS has perfect predictability. Overlapping area represents the amount of predictability between Jyske Bank time series from 31st of March 2024 to 15th of April 2024 and 15th of April 2024 to 30th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Jyske Bank AS price movement. The serial correlation of 1.0 indicates that 100.0% of current Jyske Bank price fluctuation can be explain by its past prices.
Correlation Coefficient | 1.0 | |
Spearman Rank Test | 1.0 | |
Residual Average | 0.0 | |
Price Variance | 0.0 |
Jyske Bank AS lagged returns against current returns
Autocorrelation, which is Jyske Bank pink sheet'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 Jyske Bank's pink sheet expected returns. We can calculate the autocorrelation of Jyske Bank returns to help us make a trade decision. For example, suppose you find that Jyske Bank has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Jyske Bank 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 Jyske Bank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jyske Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jyske Bank pink sheet over time.
Current vs Lagged Prices |
Timeline |
Jyske Bank Lagged Returns
When evaluating Jyske Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jyske Bank pink sheet have on its future price. Jyske Bank 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, Jyske Bank autocorrelation shows the relationship between Jyske Bank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Jyske Bank AS.
Regressed Prices |
Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Jyske Bank in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Jyske Bank's short interest history, or implied volatility extrapolated from Jyske Bank options trading.
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Complementary Tools for Jyske Pink Sheet analysis
When running Jyske Bank's price analysis, check to measure Jyske Bank's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Jyske Bank is operating at the current time. Most of Jyske Bank's value examination focuses on studying past and present price action to predict the probability of Jyske Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jyske Bank's price. Additionally, you may evaluate how the addition of Jyske Bank to your portfolios can decrease your overall portfolio volatility.
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Jyske Bank technical pink sheet 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, pink sheet market cycles, or different charting patterns.