JD (Brazil) Market Value
| JDCO34 Stock | BRL 31.56 1.26 4.16% |
| Symbol | JD |
JD '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 JD'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 JD.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in JD on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding JD Inc or generate 0.0% return on investment in JD over 90 days. JD is related to or competes with Alibaba Group, Amazon, Pinduoduo, Vipshop Holdings, and Enjoei SA. More
JD 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 JD'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 JD Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 14.07 | |||
| Value At Risk | (6.00) | |||
| Potential Upside | 4.16 |
JD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JD's standard deviation. In reality, there are many statistical measures that can use JD historical prices to predict the future JD's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.68) | |||
| Treynor Ratio | (0.42) |
JD Inc Backtested Returns
At this point, JD is very steady. JD Inc retains Efficiency (Sharpe Ratio) of close to zero, which attests that the entity had a close to zero % return per unit of price deviation over the last 3 months. We have found twenty-four technical indicators for JD, which you can use to evaluate the volatility of the firm. Please check out JD's Market Risk Adjusted Performance of (0.41), information ratio of (0.14), and Coefficient Of Variation of (1,096) to validate if the risk estimate we provide is consistent with the expected return of 0.015%. The company owns a Beta (Systematic Risk) of 0.65, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JD's returns are expected to increase less than the market. However, during the bear market, the loss of holding JD is expected to be smaller as well. JD Inc today owns a risk of 2.65%. Please check out JD Inc standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if JD Inc will be following its current price history.
Auto-correlation | 0.35 |
Below average predictability
JD Inc has below average predictability. Overlapping area represents the amount of predictability between JD time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 JD Inc price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current JD price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.7 |
JD Inc lagged returns against current returns
Autocorrelation, which is JD 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 JD's stock expected returns. We can calculate the autocorrelation of JD returns to help us make a trade decision. For example, suppose you find that JD 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 |
JD 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 JD stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JD stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JD stock over time.
Current vs Lagged Prices |
| Timeline |
JD Lagged Returns
When evaluating JD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JD stock have on its future price. JD 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, JD autocorrelation shows the relationship between JD stock current value and its past values and can show if there is a momentum factor associated with investing in JD Inc.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in JD Stock
JD financial ratios help investors to determine whether JD 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 JD with respect to the benefits of owning JD security.