Jd Logistics Stock Market Value
| JDLGF Stock | USD 1.00 0.00 0.00% |
| Symbol | JDLGF |
JD Logistics '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 JD Logistics' 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 JD Logistics.
| 04/29/2022 |
| 04/18/2024 |
If you would invest 0.00 in JD Logistics on April 29, 2022 and sell it all today you would earn a total of 0.00 from holding JD Logistics or generate 0.0% return on investment in JD Logistics over 720 days. JD Logistics is related to or competes with CH Robinson, United Parcel, Expeditors International, JB Hunt, and FedEx. JD Logistics Inc., an investment holding company, provides supply chain solutions and logistics services in the Peoples ... More
JD Logistics 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 JD Logistics' 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 JD Logistics upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 22.58 |
JD Logistics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JD Logistics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JD Logistics' standard deviation. In reality, there are many statistical measures that can use JD Logistics historical prices to predict the future JD Logistics' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | (0.68) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JD Logistics' 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.
JD Logistics Backtested Returns
JD Logistics retains Efficiency (Sharpe Ratio) of -0.0937, which attests that the entity had a -0.0937% return per unit of price deviation over the last 3 months. JD Logistics exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JD Logistics' Market Risk Adjusted Performance of (0.67), coefficient of variation of (1,101), and Information Ratio of (0.11) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.42, which attests to possible diversification benefits within a given portfolio. 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. JD Logistics has an expected return of -0.29%. Please make sure to check out JD Logistics kurtosis, day typical price, as well as the relationship between the jensen alpha and standard deviation , to decide if JD Logistics performance from the past will be repeated sooner or later.
Auto-correlation | 0.75 |
Good predictability
JD Logistics has good predictability. Overlapping area represents the amount of predictability between JD Logistics time series from 29th of April 2022 to 24th of April 2023 and 24th of April 2023 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 JD Logistics price movement. The serial correlation of 0.75 indicates that around 75.0% of current JD Logistics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
JD Logistics lagged returns against current returns
Autocorrelation, which is JD Logistics 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 JD Logistics' pink sheet expected returns. We can calculate the autocorrelation of JD Logistics returns to help us make a trade decision. For example, suppose you find that JD Logistics 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 |
JD Logistics 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 JD Logistics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JD Logistics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JD Logistics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
JD Logistics Lagged Returns
When evaluating JD Logistics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JD Logistics pink sheet have on its future price. JD Logistics 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, JD Logistics autocorrelation shows the relationship between JD Logistics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in JD Logistics.
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 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.
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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.
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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.