JIO Financial (India) Market Value
| JIOFIN Stock | 319.10 6.70 2.06% |
| Symbol | JIO |
JIO Financial '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 JIO Financial'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 JIO Financial.
| 04/16/2025 |
| 07/15/2025 |
If you would invest 0.00 in JIO Financial on April 16, 2025 and sell it all today you would earn a total of 0.00 from holding JIO Financial Services or generate 0.0% return on investment in JIO Financial over 90 days. JIO Financial is related to or competes with Mangalam Drugs, Aarti Drugs, Agarwal Industrial, Nucleus Software, Shyam Metalics, Alkali Metals, and Sarthak Metals. More
JIO Financial 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 JIO Financial'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 JIO Financial Services upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | 0.1105 | |||
| Maximum Drawdown | 8.06 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 3.49 |
JIO Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JIO Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JIO Financial's standard deviation. In reality, there are many statistical measures that can use JIO Financial historical prices to predict the future JIO Financial's volatility.| Risk Adjusted Performance | 0.362 | |||
| Jensen Alpha | 0.5113 | |||
| Total Risk Alpha | 0.1264 | |||
| Sortino Ratio | 0.1387 | |||
| Treynor Ratio | (1.62) |
JIO Financial Services Backtested Returns
JIO Financial appears to be very steady, given 3 months investment horizon. JIO Financial Services holds Efficiency (Sharpe) Ratio of 0.26, which attests that the entity had a 0.26 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for JIO Financial Services, which you can use to evaluate the volatility of the firm. Please utilize JIO Financial's market risk adjusted performance of (1.61), and Risk Adjusted Performance of 0.362 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, JIO Financial holds a performance score of 20. The company retains a Market Volatility (i.e., Beta) of -0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JIO Financial are expected to decrease at a much lower rate. During the bear market, JIO Financial is likely to outperform the market. Please check JIO Financial's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether JIO Financial's current trending patterns will revert.
Auto-correlation | 0.91 |
Excellent predictability
JIO Financial Services has excellent predictability. Overlapping area represents the amount of predictability between JIO Financial time series from 16th of April 2025 to 31st of May 2025 and 31st of May 2025 to 15th 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 JIO Financial Services price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current JIO Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 270.09 |
JIO Financial Services lagged returns against current returns
Autocorrelation, which is JIO Financial 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 JIO Financial's stock expected returns. We can calculate the autocorrelation of JIO Financial returns to help us make a trade decision. For example, suppose you find that JIO Financial 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 |
JIO Financial 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 JIO Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JIO Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JIO Financial stock over time.
Current vs Lagged Prices |
| Timeline |
JIO Financial Lagged Returns
When evaluating JIO Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JIO Financial stock have on its future price. JIO Financial 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, JIO Financial autocorrelation shows the relationship between JIO Financial stock current value and its past values and can show if there is a momentum factor associated with investing in JIO Financial Services.
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 JIO Stock
JIO Financial financial ratios help investors to determine whether JIO 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 JIO with respect to the benefits of owning JIO Financial security.