Jacobs Solutions Stock Alpha and Beta Analysis
| J Stock | USD 148.64 0.82 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Jacobs Solutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in Jacobs Solutions over a specified time horizon. Remember, high Jacobs Solutions' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Jacobs Solutions' market risk premium analysis include:
Beta 1.17 | Alpha (0.05) | Risk 1.35 | Sharpe Ratio 0.061 | Expected Return 0.0826 |
Jacobs Solutions Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Jacobs |
Jacobs Solutions Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Jacobs Solutions market risk premium is the additional return an investor will receive from holding Jacobs Solutions long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Jacobs Solutions. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Jacobs Solutions' performance over market.| α | -0.05 | β | 1.17 |
Jacobs Solutions expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Jacobs Solutions' Buy-and-hold return. Our buy-and-hold chart shows how Jacobs Solutions performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Jacobs Solutions Market Price Analysis
Market price analysis indicators help investors to evaluate how Jacobs Solutions stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Jacobs Solutions shares will generate the highest return on investment. By understating and applying Jacobs Solutions stock market price indicators, traders can identify Jacobs Solutions position entry and exit signals to maximize returns.
Jacobs Solutions Return and Market Media
The median price of Jacobs Solutions for the period between Mon, Jun 24, 2024 and Sun, Sep 22, 2024 is 144.54 with a coefficient of variation of 2.81. The daily time series for the period is distributed with a sample standard deviation of 4.06, arithmetic mean of 144.25, and mean deviation of 3.41. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Jacobs Solutions dividend paid on 23rd of August 2024 | 08/23/2024 |
1 | Senga hopes to return to Mets this season and is open to relief role | 09/03/2024 |
2 | Ocean Tomo, a part of J.S. Held, Releases White Paper on 5G Wireless Testing | 09/12/2024 |
3 | Jim Harbaughs long connection with quarterbacks a hit with Chargers Justin Herbert | 09/13/2024 |
4 | The Chiefs remain the Chiefs, Vikings and Bucs pull upsets and more from Week 2 of the NFL season | 09/16/2024 |
5 | Rampant Home Insurance Increases Strain Customer Satisfactionand Drive Policy Shopping, J.D. Power Finds | 09/17/2024 |
6 | The Bitter and the Sweet | 09/18/2024 |
7 | Got complaints about CLT airport See how it ranked in new passenger satisfaction survey | 09/19/2024 |
About Jacobs Solutions Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Jacobs or other stocks. Alpha measures the amount that position in Jacobs Solutions has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.007431 | 0.008306 | 0.008368 | Price To Sales Ratio | 1.06 | 0.94 | 0.98 |
Jacobs Solutions Upcoming Company Events
As portrayed in its financial statements, the presentation of Jacobs Solutions' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Jacobs Solutions' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Jacobs Solutions' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Jacobs Solutions. Please utilize our Beneish M Score to check the likelihood of Jacobs Solutions' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 19th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
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Additional Information and Resources on Investing in Jacobs Stock
When determining whether Jacobs Solutions is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Jacobs Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Jacobs Solutions Stock. Highlighted below are key reports to facilitate an investment decision about Jacobs Solutions Stock:Check out Jacobs Solutions Backtesting, Jacobs Solutions Valuation, Jacobs Solutions Correlation, Jacobs Solutions Hype Analysis, Jacobs Solutions Volatility, Jacobs Solutions History and analyze Jacobs Solutions Performance. For more information on how to buy Jacobs Stock please use our How to buy in Jacobs Stock guide.You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Jacobs Solutions technical stock 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, stock market cycles, or different charting patterns.