John Bean Technologies Stock Market Value
| JBT Stock | USD 90.18 0.39 0.43% |
| Symbol | John |
John Bean Technologies Price To Book Ratio
Is John Bean'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 John Bean. If investors know John 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 John Bean 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 0.321 | Dividend Share 0.4 | Earnings Share 4.02 | Revenue Per Share 52.013 | Quarterly Revenue Growth 0.008 |
The market value of John Bean Technologies is measured differently than its book value, which is the value of John that is recorded on the company's balance sheet. Investors also form their own opinion of John Bean's value that differs from its market value or its book value, called intrinsic value, which is John Bean'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 John Bean's market value can be influenced by many factors that don't directly affect John Bean'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 John Bean's value and its price as these two are different measures arrived at by different means. Investors typically determine if John Bean is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, John Bean'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.
John Bean '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 John Bean'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 John Bean.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in John Bean on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding John Bean Technologies or generate 0.0% return on investment in John Bean over 30 days. John Bean is related to or competes with Parker Hannifin, Emerson Electric, Smith AO, and Franklin Electric. John Bean Technologies Corporation provides technology solutions to food and beverage industry and equipment and service... More
John Bean 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 John Bean'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 John Bean Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 14.29 | |||
| Value At Risk | (3.53) | |||
| Potential Upside | 3.95 |
John Bean Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for John Bean's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as John Bean's standard deviation. In reality, there are many statistical measures that can use John Bean historical prices to predict the future John Bean's volatility.| Risk Adjusted Performance | (0.0003) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.22) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of John Bean'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.
John Bean Technologies Backtested Returns
John Bean Technologies holds Efficiency (Sharpe) Ratio of -0.0574, which attests that the entity had a -0.0574% return per unit of risk over the last 3 months. John Bean Technologies exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out John Bean's Market Risk Adjusted Performance of (0.01), risk adjusted performance of (0.0003), and Standard Deviation of 2.45 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 2.12, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, John Bean will likely underperform. John Bean Technologies has an expected return of -0.13%. Please make sure to check out John Bean maximum drawdown, as well as the relationship between the accumulation distribution and market facilitation index , to decide if John Bean Technologies performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
John Bean Technologies has very weak reverse predictability. Overlapping area represents the amount of predictability between John Bean time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 to 18th 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 John Bean Technologies price movement. The serial correlation of -0.03 indicates that only 3.0% of current John Bean price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 11.85 |
John Bean Technologies lagged returns against current returns
Autocorrelation, which is John Bean 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 John Bean's stock expected returns. We can calculate the autocorrelation of John Bean returns to help us make a trade decision. For example, suppose you find that John Bean 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 |
John Bean 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 John Bean stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if John Bean stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in John Bean stock over time.
Current vs Lagged Prices |
| Timeline |
John Bean Lagged Returns
When evaluating John Bean's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of John Bean stock have on its future price. John Bean 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, John Bean autocorrelation shows the relationship between John Bean stock current value and its past values and can show if there is a momentum factor associated with investing in John Bean Technologies.
Regressed Prices |
| Timeline |
John Bean Investors Sentiment
The influence of John Bean'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 John. 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 John Bean's public news can be used to forecast risks associated with an investment in John. The trend in average sentiment can be used to explain how an investor holding John can time the market purely based on public headlines and social activities around John Bean Technologies. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
John Bean'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 John Bean'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 John Bean's news discussions. The higher the estimated score, the more favorable is the investor's outlook on John Bean.
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 John Bean 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, John Bean's short interest history, or implied volatility extrapolated from John Bean options trading.
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Try AI Portfolio ArchitectCheck out John Bean Correlation, John Bean Volatility and John Bean Alpha and Beta module to complement your research on John Bean. Note that the John Bean Technologies information on this page should be used as a complementary analysis to other John Bean'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 Commodity Directory module to find actively traded commodities issued by global exchanges.
Complementary Tools for John Stock analysis
When running John Bean's price analysis, check to measure John Bean'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 John Bean is operating at the current time. Most of John Bean's value examination focuses on studying past and present price action to predict the probability of John Bean's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move John Bean's price. Additionally, you may evaluate how the addition of John Bean to your portfolios can decrease your overall portfolio volatility.
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John Bean 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.