Jd Logistics Stock Alpha and Beta Analysis

JDLGF Stock  USD 1.00  0.00  0.00%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as JD Logistics. It also helps investors analyze the systematic and unsystematic risks associated with investing in JD Logistics over a specified time horizon. Remember, high JD Logistics' 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 JD Logistics' market risk premium analysis include:
Beta
0.61
Alpha
(0.36)
Risk
3.14
Sharpe Ratio
(0.09)
Expected Return
(0.30)
Please note that although JD Logistics alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, JD Logistics did 0.36  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of JD Logistics stock's relative risk over its benchmark. JD Logistics has a beta of 0.61  . As returns on the market increase, JD Logistics' returns are expected to increase less than the market. However, during the bear market, the loss of holding JD Logistics is expected to be smaller as well. .
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.
  
Check out JD Logistics Backtesting, JD Logistics Valuation, JD Logistics Correlation, JD Logistics Hype Analysis, JD Logistics Volatility, JD Logistics History and analyze JD Logistics Performance.

JD Logistics Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. JD Logistics market risk premium is the additional return an investor will receive from holding JD Logistics 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 JD Logistics. 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 JD Logistics' performance over market.
α-0.36   β0.61

JD Logistics 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 JD Logistics' Buy-and-hold return. Our buy-and-hold chart shows how JD Logistics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

JD Logistics Market Price Analysis

Market price analysis indicators help investors to evaluate how JD Logistics pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JD Logistics shares will generate the highest return on investment. By understating and applying JD Logistics pink sheet market price indicators, traders can identify JD Logistics position entry and exit signals to maximize returns.

JD Logistics Return and Market Media

The median price of JD Logistics for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 1.0 with a coefficient of variation of 13.41. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 1.04, and mean deviation of 0.13. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  

About JD Logistics 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 JDLGF or other pink sheets. Alpha measures the amount that position in JD Logistics 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.
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 JD Logistics 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, JD Logistics' short interest history, or implied volatility extrapolated from JD Logistics options trading.

Build Portfolio with JD Logistics

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out JD Logistics Backtesting, JD Logistics Valuation, JD Logistics Correlation, JD Logistics Hype Analysis, JD Logistics Volatility, JD Logistics History and analyze JD Logistics Performance.
Note that the JD Logistics information on this page should be used as a complementary analysis to other JD Logistics' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for JDLGF Pink Sheet analysis

When running JD Logistics' price analysis, check to measure JD Logistics' 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 JD Logistics is operating at the current time. Most of JD Logistics' value examination focuses on studying past and present price action to predict the probability of JD Logistics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JD Logistics' price. Additionally, you may evaluate how the addition of JD Logistics to your portfolios can decrease your overall portfolio volatility.
Sign In To Macroaxis
Sign in to explore Macroaxis' wealth optimization platform and fintech modules
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Share Portfolio
Track or share privately all of your investments from the convenience of any device
ETFs
Find actively traded Exchange Traded Funds (ETF) from around the world
Portfolio Dashboard
Portfolio dashboard that provides centralized access to all your investments
Stocks Directory
Find actively traded stocks across global markets
Sectors
List of equity sectors categorizing publicly traded companies based on their primary business activities
Equity Valuation
Check real value of public entities based on technical and fundamental data
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Piotroski F Score
Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals
JD Logistics 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.
A focus of JD Logistics technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of JD Logistics trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...