J B (Greece) Market Value
| MIN Stock | EUR 0.53 0.02 3.92% |
| Symbol | MIN |
J B '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 B'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 B.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in J B on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding J B Ladenis or generate 0.0% return on investment in J B over 90 days. J B is related to or competes with EL D, Lanakam SA, Nafpaktos Textile, and Avax SA. Ladenis Bros S.A. - Minerva - Knitwear Manufacturing Company manufactures and trades underwear, sleepwear, and other pro... More
J B 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 B'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 B Ladenis upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.4 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 16.84 | |||
| Value At Risk | (6.12) | |||
| Potential Upside | 6.38 |
J B Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for J B's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as J B's standard deviation. In reality, there are many statistical measures that can use J B historical prices to predict the future J B's volatility.| Risk Adjusted Performance | 0.0467 | |||
| Jensen Alpha | 0.1978 | |||
| Total Risk Alpha | (0.51) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.43) |
J B Ladenis Backtested Returns
J B appears to be abnormally volatile, given 3 months investment horizon. J B Ladenis retains Efficiency (Sharpe Ratio) of 0.0714, which attests that the company had a 0.0714 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for J B, which you can use to evaluate the volatility of the entity. Please utilize J B's Downside Deviation of 5.4, market risk adjusted performance of (0.42), and Semi Deviation of 2.78 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, J B holds a performance score of 5. The firm owns a Beta (Systematic Risk) of -0.33, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning J B are expected to decrease at a much lower rate. During the bear market, J B is likely to outperform the market. Please check J B's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether J B's current price history will revert.
Auto-correlation | -0.18 |
Insignificant reverse predictability
J B Ladenis has insignificant reverse predictability. Overlapping area represents the amount of predictability between J B 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 B Ladenis price movement. The serial correlation of -0.18 indicates that over 18.0% of current J B price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
J B Ladenis lagged returns against current returns
Autocorrelation, which is J B 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 B's stock expected returns. We can calculate the autocorrelation of J B returns to help us make a trade decision. For example, suppose you find that J B 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 B 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 B stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if J B stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in J B stock over time.
Current vs Lagged Prices |
| Timeline |
J B Lagged Returns
When evaluating J B's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of J B stock have on its future price. J B 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 B autocorrelation shows the relationship between J B stock current value and its past values and can show if there is a momentum factor associated with investing in J B Ladenis.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for MIN Stock Analysis
When running J B's price analysis, check to measure J B's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy J B is operating at the current time. Most of J B's value examination focuses on studying past and present price action to predict the probability of J B's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move J B's price. Additionally, you may evaluate how the addition of J B to your portfolios can decrease your overall portfolio volatility.