Juniper Stock Market Value
| JNPR Stock | USD 27.79 0.05 0.18% |
| Symbol | Juniper |
Juniper Networks Valuation
Is Juniper Networks' 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 Juniper Networks. If investors know Juniper 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 Juniper Networks 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 (0.80) | Dividend Share 0.86 | Earnings Share 1.26 | Revenue Per Share 17.597 | Quarterly Revenue Growth 0.126 |
The market value of Juniper Networks is measured differently than its book value, which is the value of Juniper that is recorded on the company's balance sheet. Investors also form their own opinion of Juniper Networks' value that differs from its market value or its book value, called intrinsic value, which is Juniper Networks' 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 Juniper Networks' market value can be influenced by many factors that don't directly affect Juniper Networks' 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 Juniper Networks' value and its price as these two are different measures arrived at by different means. Investors typically determine if Juniper Networks is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Juniper Networks' 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.
Juniper Networks '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 Juniper Networks' 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 Juniper Networks.
| 10/10/2021 |
| 09/30/2023 |
If you would invest 0.00 in Juniper Networks on October 10, 2021 and sell it all today you would earn a total of 0.00 from holding Juniper Networks or generate 0.0% return on investment in Juniper Networks over 720 days. Juniper Networks is related to or competes with Desktop Metal, Fabrinet, Kimball Electronics, Knowles Cor, Deswell Industries, and Via OptronicsAg. Juniper Networks, Inc. designs, develops, and sells network products and services worldwide More
Juniper Networks 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 Juniper Networks' 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 Juniper Networks upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.02 | |||
| Value At Risk | (2.02) | |||
| Potential Upside | 1.54 |
Juniper Networks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Juniper Networks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Juniper Networks' standard deviation. In reality, there are many statistical measures that can use Juniper Networks historical prices to predict the future Juniper Networks' volatility.| Risk Adjusted Performance | (0.040368) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (0.39) |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Juniper Networks' 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. Please use the tools below to analyze the current value of Juniper Networks in the context of predictive analytics.
Juniper Networks Backtested Returns
Juniper Networks holds Efficiency (Sharpe) Ratio of -0.1, which attests that the entity had -0.1% of return per unit of risk over the last 3 months. Our standpoint towards determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Juniper Networks exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please check out Juniper Networks Risk Adjusted Performance of (0.040368), standard deviation of 1.56, and Market Risk Adjusted Performance of (0.38) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.3251, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Juniper Networks returns are expected to increase less than the market. However, during the bear market, the loss on holding Juniper Networks will be expected to be smaller as well. Even though it is essential to pay attention to Juniper Networks current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Juniper Networks exposes fifteen different technical indicators, which can help you to evaluate its performance. Juniper Networks has an expected return of -0.16%. Please make sure to check out Juniper Networks information ratio and kurtosis to decide if Juniper Networks performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.71 |
Good predictability
Juniper Networks has good predictability. Overlapping area represents the amount of predictability between Juniper Networks time series from 10th of October 2021 to 5th of October 2022 and 5th of October 2022 to 30th of September 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Juniper Networks price movement. The serial correlation of 0.71 indicates that around 71.0% of current Juniper Networks price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 3.09 |
Juniper Networks lagged returns against current returns
Autocorrelation, which is Juniper Networks 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 Juniper Networks' stock expected returns. We can calculate the autocorrelation of Juniper Networks returns to help us make a trade decision. For example, suppose you find that Juniper Networks stock 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 stock movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Juniper Networks 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 Juniper Networks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Juniper Networks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Juniper Networks stock over time.
Current vs Lagged Prices |
| Timeline |
Juniper Networks Lagged Returns
When evaluating Juniper Networks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Juniper Networks stock have on its future price. Juniper Networks 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, Juniper Networks autocorrelation shows the relationship between Juniper Networks stock current value and its past values and can show if there is a momentum factor associated with investing in Juniper Networks.
Regressed Prices |
| Timeline |
Juniper Networks Investors Sentiment
The influence of Juniper Networks' 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 Juniper. 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 Juniper Networks' public news can be used to forecast risks associated with an investment in Juniper. The trend in average sentiment can be used to explain how an investor holding Juniper can time the market purely based on public headlines and social activities around Juniper Networks. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Juniper Networks' 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 Juniper Networks' 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 Juniper Networks' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Juniper Networks.
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 Juniper Networks 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, Juniper Networks' short interest history, or implied volatility extrapolated from Juniper Networks options trading.
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Check out Juniper Networks Correlation, Juniper Networks Volatility and Juniper Networks Alpha and Beta module to complement your research on Juniper Networks. To learn how to invest in Juniper Stock, please use our How to Invest in Juniper Networks guide. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Juniper Stock analysis
When running Juniper Networks' price analysis, check to measure Juniper Networks' 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 Juniper Networks is operating at the current time. Most of Juniper Networks' value examination focuses on studying past and present price action to predict the probability of Juniper Networks' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Juniper Networks' price. Additionally, you may evaluate how the addition of Juniper Networks to your portfolios can decrease your overall portfolio volatility.
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Juniper Networks 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.