Judges Scientific (UK) Market Value
| JDG Stock | 8,100 80.00 1.00% |
| Symbol | Judges |
Judges Scientific '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 Judges Scientific'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 Judges Scientific.
| 06/18/2025 |
| 07/18/2025 |
If you would invest 0.00 in Judges Scientific on June 18, 2025 and sell it all today you would earn a total of 0.00 from holding Judges Scientific Plc or generate 0.0% return on investment in Judges Scientific over 30 days. Judges Scientific is related to or competes with Rightmove PLC, Bioventix, VeriSign, Games Workshop, Auto Trader, 4Imprint Group, and AJ Bell. Judges Scientific is entity of United Kingdom More
Judges Scientific 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 Judges Scientific'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 Judges Scientific Plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.0637 | |||
| Maximum Drawdown | 13.38 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 4.72 |
Judges Scientific Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Judges Scientific's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Judges Scientific's standard deviation. In reality, there are many statistical measures that can use Judges Scientific historical prices to predict the future Judges Scientific's volatility.| Risk Adjusted Performance | 0.1265 | |||
| Jensen Alpha | 0.3 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0805 | |||
| Treynor Ratio | 23.77 |
Judges Scientific Plc Backtested Returns
Judges Scientific appears to be very steady, given 3 months investment horizon. Judges Scientific Plc holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Judges Scientific Plc, which you can use to evaluate the volatility of the firm. Please utilize Judges Scientific's Risk Adjusted Performance of 0.1265, downside deviation of 1.92, and Market Risk Adjusted Performance of 23.78 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Judges Scientific holds a performance score of 13. The company retains a Market Volatility (i.e., Beta) of 0.0127, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Judges Scientific's returns are expected to increase less than the market. However, during the bear market, the loss of holding Judges Scientific is expected to be smaller as well. Please check Judges Scientific's total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to make a quick decision on whether Judges Scientific's current trending patterns will revert.
Auto-correlation | -0.68 |
Very good reverse predictability
Judges Scientific Plc has very good reverse predictability. Overlapping area represents the amount of predictability between Judges Scientific time series from 18th of June 2025 to 3rd of July 2025 and 3rd of July 2025 to 18th 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 Judges Scientific Plc price movement. The serial correlation of -0.68 indicates that around 68.0% of current Judges Scientific price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 44.4 K |
Judges Scientific Plc lagged returns against current returns
Autocorrelation, which is Judges Scientific 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 Judges Scientific's stock expected returns. We can calculate the autocorrelation of Judges Scientific returns to help us make a trade decision. For example, suppose you find that Judges Scientific 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 |
Judges Scientific 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 Judges Scientific stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Judges Scientific stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Judges Scientific stock over time.
Current vs Lagged Prices |
| Timeline |
Judges Scientific Lagged Returns
When evaluating Judges Scientific's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Judges Scientific stock have on its future price. Judges Scientific 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, Judges Scientific autocorrelation shows the relationship between Judges Scientific stock current value and its past values and can show if there is a momentum factor associated with investing in Judges Scientific Plc.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Judges Stock
Judges Scientific financial ratios help investors to determine whether Judges 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 Judges with respect to the benefits of owning Judges Scientific security.