Juventus Football Club Stock Market Value
| JVTSF Stock | USD 1.50 0.25 14.29% |
| Symbol | Juventus |
Juventus Football '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 Juventus Football's pink sheet 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 Juventus Football.
| 03/28/2024 |
| 04/27/2024 |
If you would invest 0.00 in Juventus Football on March 28, 2024 and sell it all today you would earn a total of 0.00 from holding Juventus Football Club or generate 0.0% return on investment in Juventus Football over 30 days. Juventus Football is related to or competes with Fox Corp, and Paramount Global. Juventus Football Club S.p.A. operates as a professional football club in Italy More
Juventus Football 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 Juventus Football's pink sheet 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 Juventus Football Club upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 53.33 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 8.75 |
Juventus Football Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Juventus Football's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Juventus Football's standard deviation. In reality, there are many statistical measures that can use Juventus Football historical prices to predict the future Juventus Football's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (1.42) | |||
| Treynor Ratio | (0.90) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Juventus Football'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.
Juventus Football Club Backtested Returns
Juventus Football Club holds Efficiency (Sharpe) Ratio of -0.0719, which attests that the entity had a -0.0719% return per unit of risk over the last 3 months. Juventus Football Club exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Juventus Football's Risk Adjusted Performance of (0.04), standard deviation of 6.81, and Market Risk Adjusted Performance of (0.89) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.61, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Juventus Football's returns are expected to increase less than the market. However, during the bear market, the loss of holding Juventus Football is expected to be smaller as well. Juventus Football Club has an expected return of -0.5%. Please make sure to check out Juventus Football treynor ratio and rate of daily change , to decide if Juventus Football Club performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.61 |
Good predictability
Juventus Football Club has good predictability. Overlapping area represents the amount of predictability between Juventus Football time series from 28th of March 2024 to 12th of April 2024 and 12th of April 2024 to 27th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Juventus Football Club price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Juventus Football price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Juventus Football Club lagged returns against current returns
Autocorrelation, which is Juventus Football pink sheet'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 Juventus Football's pink sheet expected returns. We can calculate the autocorrelation of Juventus Football returns to help us make a trade decision. For example, suppose you find that Juventus Football has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Juventus Football 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 Juventus Football pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Juventus Football pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Juventus Football pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Juventus Football Lagged Returns
When evaluating Juventus Football's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Juventus Football pink sheet have on its future price. Juventus Football 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, Juventus Football autocorrelation shows the relationship between Juventus Football pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Juventus Football Club.
Regressed Prices |
| Timeline |
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Complementary Tools for Juventus Pink Sheet analysis
When running Juventus Football's price analysis, check to measure Juventus Football'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 Juventus Football is operating at the current time. Most of Juventus Football's value examination focuses on studying past and present price action to predict the probability of Juventus Football's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Juventus Football's price. Additionally, you may evaluate how the addition of Juventus Football to your portfolios can decrease your overall portfolio volatility.
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Juventus Football technical pink sheet 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, pink sheet market cycles, or different charting patterns.