Jack In Risk Analysis And Volatility

JACK -- USA Stock  

USD 87.55  0.14  0.16%

We consider Jack In very steady. Jack In The holds Efficiency (Sharpe) Ratio of 0.0589 which attests that the entity had 0.0589% of return per unit of risk over the last 2 months. Our philosophy towards determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Jack In The which you can use to evaluate future volatility of the corporation. Please check out Jack In Risk Adjusted Performance of 0.0382, Downside Deviation of 1.59 and Market Risk Adjusted Performance of 0.2084 to validate if risk estimate we provide are consistent with the epected return of 0.1753%.
Interest Expense

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Slowly supersedes market
Horizon     30 Days    Login   to change

Jack In Market Sensitivity

As returns on market increase, Jack In returns are expected to increase less than the market. However during bear market, the loss on holding Jack In will be expected to be smaller as well.
2 Months Beta |Analyze Jack In The Demand Trend
Check current 30 days Jack In correlation with market (DOW)
β = 0.4552

Jack In Central Daily Price Deviation

Jack In The Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. The Median Price line plots median indexes of Jack In The price series. View also all equity analysis or get more info about median price price transform indicator.

Jack In Projected Return Density Against Market

Given the investment horizon of 30 days, Jack In has beta of 0.4552 . This indicates as returns on market go up, Jack In average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Jack In The Box will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1143 implying that it can potentially generate 0.1143% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Jack In is 1698.78. The daily returns are destributed with a variance of 8.87 and standard deviation of 2.98. The mean deviation of Jack In The Box is currently at 1.52. For similar time horizon, the selected benchmark (DOW) has volatility of 0.92
α
Alpha over DOW
=0.11
β
Beta against DOW=0.46
σ
Overall volatility
=2.98
Ir
Information ratio =0.0487

Jack In Return Volatility

the organization inherits 2.9776% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.9397% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Jack In Investment Opportunity

Jack In The Box has a volatility of 2.98 and is 3.17 times more volatile than DOW. 26% of all equities and portfolios are less risky than Jack In. Compared to the overall equity markets, volatility of historical daily returns of Jack In The Box is lower than 26 (%) of all global equities and portfolios over the last 30 days. Use Jack In The Box to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Jack In to be traded at $86.67 in 30 days. . As returns on market increase, Jack In returns are expected to increase less than the market. However during bear market, the loss on holding Jack In will be expected to be smaller as well.

Jack In correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Jack In The Box Inc and equity matching DJI index in the same portfolio.

Jack In Current Risk Indicators

Jack In Suggested Diversification Pairs

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