Jack In The Stock Market Value
| JACK Stock | USD 59.55 1.08 1.78% |
| Symbol | Jack |
Jack In Price To Book Ratio
Is Jack In's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Jack In. If investors know Jack will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Jack In listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.24) | Dividend Share 1.76 | Earnings Share 6.3 | Revenue Per Share 81.23 | Quarterly Revenue Growth (0.07) |
The market value of Jack In is measured differently than its book value, which is the value of Jack that is recorded on the company's balance sheet. Investors also form their own opinion of Jack In's value that differs from its market value or its book value, called intrinsic value, which is Jack In's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Jack In's market value can be influenced by many factors that don't directly affect Jack In's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Jack In's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jack In is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jack In's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Jack In '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 Jack In's stock 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 Jack In.
| 02/16/2024 |
| 04/16/2024 |
If you would invest 0.00 in Jack In on February 16, 2024 and sell it all today you would earn a total of 0.00 from holding Jack In The or generate 0.0% return on investment in Jack In over 60 days. Jack In is related to or competes with Dine Brands, Bloomin Brands, BJs Restaurants, Cheesecake Factory, Brinker International, Dennys Corp, and Chuys Holdings. Jack in the Box Inc. operates and franchises Jack in the Box quick-service restaurants More
Jack In 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 Jack In's stock 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 Jack In The upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.26) | |||
| Maximum Drawdown | 8.33 | |||
| Value At Risk | (3.55) | |||
| Potential Upside | 2.39 |
Jack In Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jack In's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jack In's standard deviation. In reality, there are many statistical measures that can use Jack In historical prices to predict the future Jack In's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | (2.42) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jack In'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.
Jack In Backtested Returns
Jack In holds Efficiency (Sharpe) Ratio of -0.19, which attests that the entity had a -0.19% return per unit of risk over the last 3 months. Jack In exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jack In's Risk Adjusted Performance of (0.14), market risk adjusted performance of (2.41), and Standard Deviation of 1.85 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jack In's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jack In is expected to be smaller as well. Jack In has an expected return of -0.35%. Please make sure to check out Jack In potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if Jack In performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.07 |
Very weak reverse predictability
Jack In The has very weak reverse predictability. Overlapping area represents the amount of predictability between Jack In time series from 16th of February 2024 to 17th of March 2024 and 17th of March 2024 to 16th 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 Jack In price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Jack In price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 17.51 |
Jack In lagged returns against current returns
Autocorrelation, which is Jack In stock'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 Jack In's stock expected returns. We can calculate the autocorrelation of Jack In returns to help us make a trade decision. For example, suppose you find that Jack In has exhibited high autocorrelation historically, and you observe that the stock 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 |
Jack In 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 Jack In stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jack In stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jack In stock over time.
Current vs Lagged Prices |
| Timeline |
Jack In Lagged Returns
When evaluating Jack In's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jack In stock have on its future price. Jack In 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, Jack In autocorrelation shows the relationship between Jack In stock current value and its past values and can show if there is a momentum factor associated with investing in Jack In The.
Regressed Prices |
| Timeline |
Jack In Investors Sentiment
The influence of Jack In's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Jack. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Jack In's public news can be used to forecast risks associated with an investment in Jack. The trend in average sentiment can be used to explain how an investor holding Jack can time the market purely based on public headlines and social activities around Jack In The. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Jack In's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Jack In's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Jack In's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Jack In.
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 Jack In 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, Jack In's short interest history, or implied volatility extrapolated from Jack In options trading.
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Try AI Portfolio ArchitectCheck out Jack In Correlation, Jack In Volatility and Jack In Alpha and Beta module to complement your research on Jack In. Note that the Jack In information on this page should be used as a complementary analysis to other Jack In's 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 Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Complementary Tools for Jack Stock analysis
When running Jack In's price analysis, check to measure Jack In'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 Jack In is operating at the current time. Most of Jack In's value examination focuses on studying past and present price action to predict the probability of Jack In's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jack In's price. Additionally, you may evaluate how the addition of Jack In to your portfolios can decrease your overall portfolio volatility.
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Jack In 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.