JSC National (Germany) Market Value
| 0ZQ Stock | EUR 37.90 0.20 0.52% |
| Symbol | JSC |
JSC National '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 JSC National'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 JSC National.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in JSC National on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding JSC National Atomic or generate 0.0% return on investment in JSC National over 90 days. JSC National is related to or competes with Global Atomic, and JSC National. JSC National Atomic Company Kazatomprom produces and sells uranium and uranium products in the Republic of Kazakhstan an... More
JSC National 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 JSC National'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 JSC National Atomic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.44 | |||
| Information Ratio | 0.147 | |||
| Maximum Drawdown | 16.46 | |||
| Value At Risk | (4.59) | |||
| Potential Upside | 6.44 |
JSC National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JSC National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JSC National's standard deviation. In reality, there are many statistical measures that can use JSC National historical prices to predict the future JSC National's volatility.| Risk Adjusted Performance | 0.1838 | |||
| Jensen Alpha | 0.6298 | |||
| Total Risk Alpha | 0.154 | |||
| Sortino Ratio | 0.1427 | |||
| Treynor Ratio | (10.54) |
JSC National Atomic Backtested Returns
JSC National appears to be not too volatile, given 3 months investment horizon. JSC National Atomic retains Efficiency (Sharpe Ratio) of 0.21, which attests that the entity had a 0.21 % return per unit of return volatility over the last 3 months. By reviewing JSC National's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please utilize JSC National's Semi Deviation of 2.5, market risk adjusted performance of (10.53), and Downside Deviation of 3.44 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, JSC National holds a performance score of 16. The company owns a Beta (Systematic Risk) of -0.059, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JSC National are expected to decrease at a much lower rate. During the bear market, JSC National is likely to outperform the market. Please check JSC National's semi deviation, jensen alpha, maximum drawdown, as well as the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether JSC National's current price history will revert.
Auto-correlation | 0.44 |
Average predictability
JSC National Atomic has average predictability. Overlapping area represents the amount of predictability between JSC National time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of JSC National Atomic price movement. The serial correlation of 0.44 indicates that just about 44.0% of current JSC National price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 2.03 |
JSC National Atomic lagged returns against current returns
Autocorrelation, which is JSC National 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 JSC National's stock expected returns. We can calculate the autocorrelation of JSC National returns to help us make a trade decision. For example, suppose you find that JSC National 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 |
JSC National 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 JSC National stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JSC National stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JSC National stock over time.
Current vs Lagged Prices |
| Timeline |
JSC National Lagged Returns
When evaluating JSC National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JSC National stock have on its future price. JSC National 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, JSC National autocorrelation shows the relationship between JSC National stock current value and its past values and can show if there is a momentum factor associated with investing in JSC National Atomic.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in JSC Stock
JSC National financial ratios help investors to determine whether JSC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in JSC with respect to the benefits of owning JSC National security.