JULIUS BERGER (Nigeria) Market Value
| JBERGER Stock | 147.60 13.40 9.99% |
| Symbol | JULIUS |
JULIUS BERGER '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 JULIUS BERGER'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 JULIUS BERGER.
| 05/20/2025 |
| 08/18/2025 |
If you would invest 0.00 in JULIUS BERGER on May 20, 2025 and sell it all today you would earn a total of 0.00 from holding JULIUS BERGER NIGERIA or generate 0.0% return on investment in JULIUS BERGER over 90 days.
JULIUS BERGER 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 JULIUS BERGER'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 JULIUS BERGER NIGERIA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0224 | |||
| Maximum Drawdown | 17.14 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 6.51 |
JULIUS BERGER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JULIUS BERGER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JULIUS BERGER's standard deviation. In reality, there are many statistical measures that can use JULIUS BERGER historical prices to predict the future JULIUS BERGER's volatility.| Risk Adjusted Performance | 0.0467 | |||
| Jensen Alpha | 0.1707 | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (1.30) |
JULIUS BERGER NIGERIA Backtested Returns
Currently, JULIUS BERGER NIGERIA is very steady. JULIUS BERGER NIGERIA holds Efficiency (Sharpe) Ratio of 0.0548, which attests that the entity had a 0.0548 % return per unit of volatility over the last 3 months. We have found twenty-two technical indicators for JULIUS BERGER NIGERIA, which you can use to evaluate the volatility of the firm. Please check out JULIUS BERGER's risk adjusted performance of 0.0467, and Market Risk Adjusted Performance of (1.29) to validate if the risk estimate we provide is consistent with the expected return of 0.17%. JULIUS BERGER has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JULIUS BERGER are expected to decrease at a much lower rate. During the bear market, JULIUS BERGER is likely to outperform the market. JULIUS BERGER NIGERIA currently retains a risk of 3.1%. Please check out JULIUS BERGER maximum drawdown, as well as the relationship between the daily balance of power and price action indicator , to decide if JULIUS BERGER will be following its current trending patterns.
Auto-correlation | -0.9 |
Excellent reverse predictability
JULIUS BERGER NIGERIA has excellent reverse predictability. Overlapping area represents the amount of predictability between JULIUS BERGER time series from 20th of May 2025 to 4th of July 2025 and 4th of July 2025 to 18th 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 JULIUS BERGER NIGERIA price movement. The serial correlation of -0.9 indicates that approximately 90.0% of current JULIUS BERGER price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.9 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 140.42 |
JULIUS BERGER NIGERIA lagged returns against current returns
Autocorrelation, which is JULIUS BERGER 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 JULIUS BERGER's stock expected returns. We can calculate the autocorrelation of JULIUS BERGER returns to help us make a trade decision. For example, suppose you find that JULIUS BERGER 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 |
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JULIUS BERGER 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 JULIUS BERGER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JULIUS BERGER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JULIUS BERGER stock over time.
Current vs Lagged Prices |
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JULIUS BERGER Lagged Returns
When evaluating JULIUS BERGER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JULIUS BERGER stock have on its future price. JULIUS BERGER 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, JULIUS BERGER autocorrelation shows the relationship between JULIUS BERGER stock current value and its past values and can show if there is a momentum factor associated with investing in JULIUS BERGER NIGERIA.
Regressed Prices |
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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.Additional Tools for JULIUS Stock Analysis
When running JULIUS BERGER's price analysis, check to measure JULIUS BERGER'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 JULIUS BERGER is operating at the current time. Most of JULIUS BERGER's value examination focuses on studying past and present price action to predict the probability of JULIUS BERGER's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JULIUS BERGER's price. Additionally, you may evaluate how the addition of JULIUS BERGER to your portfolios can decrease your overall portfolio volatility.