JB Chemicals (India) Market Value
| JBCHEPHARM | 1,716 11.00 0.65% |
| Symbol | JBCHEPHARM |
JB Chemicals '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 JB Chemicals' 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 JB Chemicals.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in JB Chemicals on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding JB Chemicals Pharmaceuticals or generate 0.0% return on investment in JB Chemicals over 90 days. JB Chemicals is related to or competes with BEML LAND, Orissa Minerals, Automotive Stampings, GVP Infotech, Kingfa Science, Rico Auto, and COSMO FIRST. JB Chemicals is entity of India. It is traded as Stock on NSE exchange. More
JB Chemicals 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 JB Chemicals' 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 JB Chemicals Pharmaceuticals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.75 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 13.14 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 2.23 |
JB Chemicals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JB Chemicals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JB Chemicals' standard deviation. In reality, there are many statistical measures that can use JB Chemicals historical prices to predict the future JB Chemicals' volatility.| Risk Adjusted Performance | 0.0586 | |||
| Jensen Alpha | 0.1002 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 1.76 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of JB Chemicals' 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.
JB Chemicals Pharmac Backtested Returns
JB Chemicals is very steady at the moment. JB Chemicals Pharmac retains Efficiency (Sharpe Ratio) of 0.0471, which attests that the company had a 0.0471 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for JB Chemicals, which you can use to evaluate the volatility of the entity. Please check out JB Chemicals' Standard Deviation of 1.76, market risk adjusted performance of 1.77, and Semi Deviation of 1.57 to validate if the risk estimate we provide is consistent with the expected return of 0.0834%. JB Chemicals has a performance score of 3 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.0612, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JB Chemicals' returns are expected to increase less than the market. However, during the bear market, the loss of holding JB Chemicals is expected to be smaller as well. JB Chemicals Pharmac today owns a risk of 1.77%. Please check out JB Chemicals Pharmaceuticals treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if JB Chemicals Pharmaceuticals will be following its current price history.
Auto-correlation | 0.34 |
Below average predictability
JB Chemicals Pharmaceuticals has below average predictability. Overlapping area represents the amount of predictability between JB Chemicals time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th of August 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 JB Chemicals Pharmac price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current JB Chemicals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 2432.63 |
JB Chemicals Pharmac lagged returns against current returns
Autocorrelation, which is JB Chemicals 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 JB Chemicals' stock expected returns. We can calculate the autocorrelation of JB Chemicals returns to help us make a trade decision. For example, suppose you find that JB Chemicals 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 |
JB Chemicals 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 JB Chemicals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JB Chemicals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JB Chemicals stock over time.
Current vs Lagged Prices |
| Timeline |
JB Chemicals Lagged Returns
When evaluating JB Chemicals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JB Chemicals stock have on its future price. JB Chemicals 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, JB Chemicals autocorrelation shows the relationship between JB Chemicals stock current value and its past values and can show if there is a momentum factor associated with investing in JB Chemicals Pharmaceuticals.
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 JBCHEPHARM Stock
JB Chemicals financial ratios help investors to determine whether JBCHEPHARM 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 JBCHEPHARM with respect to the benefits of owning JB Chemicals security.