Jbtmarel Corp Stock Market Value
| JBTM Stock | 126.47 0.44 0.35% |
| Symbol | JBTMarel |
Is Machinery space 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 JBTMarel Corp. If investors know JBTMarel 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 JBTMarel Corp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of JBTMarel Corp is measured differently than its book value, which is the value of JBTMarel that is recorded on the company's balance sheet. Investors also form their own opinion of JBTMarel Corp's value that differs from its market value or its book value, called intrinsic value, which is JBTMarel Corp'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 JBTMarel Corp's market value can be influenced by many factors that don't directly affect JBTMarel Corp'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 JBTMarel Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if JBTMarel Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JBTMarel Corp'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.
JBTMarel Corp '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 JBTMarel Corp'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 JBTMarel Corp.
| 04/07/2025 |
| 07/06/2025 |
If you would invest 0.00 in JBTMarel Corp on April 7, 2025 and sell it all today you would earn a total of 0.00 from holding JBTMarel Corp or generate 0.0% return on investment in JBTMarel Corp over 90 days. JBTMarel Corp is related to or competes with Norwegian Air, Porvair Plc, Alaska Air, Gentex, BCE, Grupo Aeroportuario, and Playtika Holding. More
JBTMarel Corp 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 JBTMarel Corp'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 JBTMarel Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.32 | |||
| Information Ratio | 0.1165 | |||
| Maximum Drawdown | 13.79 | |||
| Value At Risk | (2.96) | |||
| Potential Upside | 4.53 |
JBTMarel Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JBTMarel Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JBTMarel Corp's standard deviation. In reality, there are many statistical measures that can use JBTMarel Corp historical prices to predict the future JBTMarel Corp's volatility.| Risk Adjusted Performance | 0.2678 | |||
| Jensen Alpha | 0.4175 | |||
| Total Risk Alpha | 0.2339 | |||
| Sortino Ratio | 0.1224 | |||
| Treynor Ratio | (1.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JBTMarel Corp'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.
JBTMarel Corp Backtested Returns
JBTMarel Corp appears to be very steady, given 3 months investment horizon. JBTMarel Corp holds Efficiency (Sharpe) Ratio of 0.16, which attests that the company had a 0.16 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for JBTMarel Corp, which you can use to evaluate the volatility of the entity. Please utilize JBTMarel Corp's semi deviation of 1.86, and Market Risk Adjusted Performance of (1.25) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, JBTMarel Corp holds a performance score of 12. The firm retains a Market Volatility (i.e., Beta) of -0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning JBTMarel Corp are expected to decrease at a much lower rate. During the bear market, JBTMarel Corp is likely to outperform the market. Please check JBTMarel Corp's potential upside, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether JBTMarel Corp's current trending patterns will revert.
Auto-correlation | 0.61 |
Good predictability
JBTMarel Corp has good predictability. Overlapping area represents the amount of predictability between JBTMarel Corp time series from 7th of April 2025 to 22nd of May 2025 and 22nd of May 2025 to 6th 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 JBTMarel Corp price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current JBTMarel Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 12.26 |
JBTMarel Corp lagged returns against current returns
Autocorrelation, which is JBTMarel Corp 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 JBTMarel Corp's stock expected returns. We can calculate the autocorrelation of JBTMarel Corp returns to help us make a trade decision. For example, suppose you find that JBTMarel Corp 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 |
JBTMarel Corp 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 JBTMarel Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JBTMarel Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JBTMarel Corp stock over time.
Current vs Lagged Prices |
| Timeline |
JBTMarel Corp Lagged Returns
When evaluating JBTMarel Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JBTMarel Corp stock have on its future price. JBTMarel Corp 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, JBTMarel Corp autocorrelation shows the relationship between JBTMarel Corp stock current value and its past values and can show if there is a momentum factor associated with investing in JBTMarel Corp.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out JBTMarel Corp Correlation, JBTMarel Corp Volatility and JBTMarel Corp Alpha and Beta module to complement your research on JBTMarel Corp. To learn how to invest in JBTMarel Stock, please use our How to Invest in JBTMarel Corp guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
JBTMarel Corp 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.