Jjill Inc Stock Market Value
| JILL Stock | USD 25.28 0.13 0.51% |
| Symbol | JJill |
JJill Inc Company Valuation
Is JJill'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 JJill. If investors know JJill 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 JJill 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 3.713 | Earnings Share 2.51 | Revenue Per Share 42.753 | Quarterly Revenue Growth 0.012 | Return On Assets 0.1223 |
The market value of JJill Inc is measured differently than its book value, which is the value of JJill that is recorded on the company's balance sheet. Investors also form their own opinion of JJill's value that differs from its market value or its book value, called intrinsic value, which is JJill'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 JJill's market value can be influenced by many factors that don't directly affect JJill'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 JJill's value and its price as these two are different measures arrived at by different means. Investors typically determine if JJill is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JJill'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.
JJill '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 JJill'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 JJill.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in JJill on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding JJill Inc or generate 0.0% return on investment in JJill over 30 days. JJill is related to or competes with Vera Bradley, Wolverine World, Rocky Brands, Steven Madden, Weyco, and Designer Brands. J.Jill, Inc. operates as an omnichannel retailer for womens apparel under the J.Jill brand in the United States More
JJill 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 JJill'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 JJill Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.16 | |||
| Information Ratio | 0.0331 | |||
| Maximum Drawdown | 15.73 | |||
| Value At Risk | (4.66) | |||
| Potential Upside | 3.43 |
JJill Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JJill's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JJill's standard deviation. In reality, there are many statistical measures that can use JJill historical prices to predict the future JJill's volatility.| Risk Adjusted Performance | 0.0408 | |||
| Jensen Alpha | 0.0538 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0302 | |||
| Treynor Ratio | 0.0735 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JJill'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.
JJill Inc Backtested Returns
We consider JJill very steady. JJill Inc holds Efficiency (Sharpe) Ratio of 0.0351, which attests that the entity had a 0.0351% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for JJill Inc, which you can use to evaluate the volatility of the firm. Please check out JJill's Downside Deviation of 3.16, risk adjusted performance of 0.0408, and Market Risk Adjusted Performance of 0.0835 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. JJill has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.92, 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, JJill will likely underperform. JJill Inc presently retains a risk of 2.95%. Please check out JJill downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if JJill will be following its current trending patterns.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
JJill Inc has almost perfect reverse predictability. Overlapping area represents the amount of predictability between JJill 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 JJill Inc price movement. The serial correlation of -0.75 indicates that around 75.0% of current JJill price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 3.48 |
JJill Inc lagged returns against current returns
Autocorrelation, which is JJill 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 JJill's stock expected returns. We can calculate the autocorrelation of JJill returns to help us make a trade decision. For example, suppose you find that JJill 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 |
JJill 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 JJill stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JJill stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JJill stock over time.
Current vs Lagged Prices |
| Timeline |
JJill Lagged Returns
When evaluating JJill's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JJill stock have on its future price. JJill 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, JJill autocorrelation shows the relationship between JJill stock current value and its past values and can show if there is a momentum factor associated with investing in JJill Inc.
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 JJill 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, JJill's short interest history, or implied volatility extrapolated from JJill options trading.
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Try AI Portfolio ArchitectCheck out JJill Correlation, JJill Volatility and JJill Alpha and Beta module to complement your research on JJill. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Complementary Tools for JJill Stock analysis
When running JJill's price analysis, check to measure JJill'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 JJill is operating at the current time. Most of JJill's value examination focuses on studying past and present price action to predict the probability of JJill's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JJill's price. Additionally, you may evaluate how the addition of JJill to your portfolios can decrease your overall portfolio volatility.
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JJill 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.