Jns Holdings Corp Stock Market Value
| JNSH Stock | USD 0 0.0001 3.33% |
| Symbol | JNS |
JNS Holdings '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 JNS Holdings' 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 JNS Holdings.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in JNS Holdings on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding JNS Holdings Corp or generate 0.0% return on investment in JNS Holdings over 30 days. JNS Holdings is related to or competes with Arcadis NV, KBR, Orion Group, and Jacobs Solutions. JNS Holdings Corporation, through its subsidiaries, operates as an electrical design build construction services contrac... More
JNS Holdings 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 JNS Holdings' 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 JNS Holdings Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.62 | |||
| Information Ratio | (0.0007) | |||
| Maximum Drawdown | 30.41 | |||
| Value At Risk | (8.82) | |||
| Potential Upside | 6.45 |
JNS Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JNS Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JNS Holdings' standard deviation. In reality, there are many statistical measures that can use JNS Holdings historical prices to predict the future JNS Holdings' volatility.| Risk Adjusted Performance | 0.0195 | |||
| Jensen Alpha | 0.1326 | |||
| Total Risk Alpha | (0.65) | |||
| Sortino Ratio | (0.0006) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JNS Holdings' 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.
JNS Holdings Corp Backtested Returns
JNS Holdings Corp holds Efficiency (Sharpe) Ratio of -0.0426, which attests that the entity had a -0.0426% return per unit of volatility over the last 3 months. JNS Holdings Corp exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JNS Holdings' market risk adjusted performance of (0.13), and Risk Adjusted Performance of 0.0195 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning JNS Holdings are expected to decrease at a much lower rate. During the bear market, JNS Holdings is likely to outperform the market. JNS Holdings Corp has an expected return of -0.22%. Please make sure to check out JNS Holdings value at risk, as well as the relationship between the skewness and day typical price , to decide if JNS Holdings Corp performance from the past will be repeated at future time.
Auto-correlation | 0.13 |
Insignificant predictability
JNS Holdings Corp has insignificant predictability. Overlapping area represents the amount of predictability between JNS Holdings time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 JNS Holdings Corp price movement. The serial correlation of 0.13 indicates that less than 13.0% of current JNS Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
JNS Holdings Corp lagged returns against current returns
Autocorrelation, which is JNS Holdings 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 JNS Holdings' pink sheet expected returns. We can calculate the autocorrelation of JNS Holdings returns to help us make a trade decision. For example, suppose you find that JNS Holdings 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 |
JNS Holdings 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 JNS Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JNS Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JNS Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
JNS Holdings Lagged Returns
When evaluating JNS Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JNS Holdings pink sheet have on its future price. JNS Holdings 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, JNS Holdings autocorrelation shows the relationship between JNS Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in JNS Holdings Corp.
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 JNS Holdings 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, JNS Holdings' short interest history, or implied volatility extrapolated from JNS Holdings options trading.
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Complementary Tools for JNS Pink Sheet analysis
When running JNS Holdings' price analysis, check to measure JNS Holdings' 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 JNS Holdings is operating at the current time. Most of JNS Holdings' value examination focuses on studying past and present price action to predict the probability of JNS Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JNS Holdings' price. Additionally, you may evaluate how the addition of JNS Holdings to your portfolios can decrease your overall portfolio volatility.
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JNS Holdings 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.