J JILL (Germany) Market Value
| 1MJ1 Stock | EUR 13.60 0.70 5.43% |
| Symbol | 1MJ1 |
J JILL '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 J JILL'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 J JILL.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in J JILL on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding J JILL INC or generate 0.0% return on investment in J JILL over 90 days. J JILL is related to or competes with FAST RETAILCOSPHDR, Ross Stores, Designer Brands, Genesco, AOYAMA TRADING, Global Fashion. J.Jill, Inc. operates as an omnichannel retailer for womens apparel under the J.Jill brand in the United States More
J JILL 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 J JILL'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 J JILL INC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.29 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 24.28 | |||
| Value At Risk | (4.34) | |||
| Potential Upside | 4.9 |
J JILL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for J JILL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as J JILL's standard deviation. In reality, there are many statistical measures that can use J JILL historical prices to predict the future J JILL's volatility.| Risk Adjusted Performance | 0.0404 | |||
| Jensen Alpha | 0.0797 | |||
| Total Risk Alpha | (0.55) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.4985 |
J JILL INC Backtested Returns
At this point, J JILL is somewhat reliable. J JILL INC holds Efficiency (Sharpe) Ratio of 0.0175, which attests that the company had a 0.0175 % return per unit of risk over the last 3 months. We have found thirty technical indicators for J JILL INC, which you can use to evaluate the volatility of the entity. Please check out J JILL's downside deviation of 4.29, and Semi Deviation of 3.8 to validate if the risk estimate we provide is consistent with the expected return of 0.0628%. J JILL has a performance score of 1 on a scale of 0 to 100. The firm retains a Market Volatility (i.e., Beta) of 0.24, which attests to not very significant fluctuations relative to the market. As returns on the market increase, J JILL's returns are expected to increase less than the market. However, during the bear market, the loss of holding J JILL is expected to be smaller as well. J JILL INC today retains a risk of 3.59%. Please check out J JILL downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to decide if J JILL will be following its current trending patterns.
Auto-correlation | -0.04 |
Very weak reverse predictability
J JILL INC has very weak reverse predictability. Overlapping area represents the amount of predictability between J JILL time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 J JILL INC price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current J JILL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.55 |
J JILL INC lagged returns against current returns
Autocorrelation, which is J JILL 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 J JILL's stock expected returns. We can calculate the autocorrelation of J JILL returns to help us make a trade decision. For example, suppose you find that J JILL 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 |
J JILL 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 J JILL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if J JILL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in J JILL stock over time.
Current vs Lagged Prices |
| Timeline |
J JILL Lagged Returns
When evaluating J JILL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of J JILL stock have on its future price. J JILL 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, J JILL autocorrelation shows the relationship between J JILL stock current value and its past values and can show if there is a momentum factor associated with investing in J JILL INC.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in 1MJ1 Stock
J JILL financial ratios help investors to determine whether 1MJ1 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 1MJ1 with respect to the benefits of owning J JILL security.