J2 GLOBAL INC Market Value
| 48123VAF9 | 87.62 7.09 7.49% |
| Symbol | 48123VAF9 |
48123VAF9 '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 48123VAF9's bond 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 48123VAF9.
| 07/19/2025 |
| 10/17/2025 |
If you would invest 0.00 in 48123VAF9 on July 19, 2025 and sell it all today you would earn a total of 0.00 from holding J2 GLOBAL INC or generate 0.0% return on investment in 48123VAF9 over 90 days. 48123VAF9 is related to or competes with 00108WAF7, Idemitsu Kosan, NSTAR Electric, Federal National, Siltronic, American Electric, and Ocugen. More
48123VAF9 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 48123VAF9's bond 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 J2 GLOBAL INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 11.15 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 1.2 |
48123VAF9 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 48123VAF9's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 48123VAF9's standard deviation. In reality, there are many statistical measures that can use 48123VAF9 historical prices to predict the future 48123VAF9's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 0.2253 |
J2 GLOBAL INC Backtested Returns
J2 GLOBAL INC retains Efficiency (Sharpe Ratio) of -0.0856, which signifies that the bond had a -0.0856 % return per unit of price deviation over the last 3 months. 48123VAF9 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 48123VAF9's Information Ratio of (0.08), market risk adjusted performance of 0.2353, and Coefficient Of Variation of (2,174) to double-check the risk estimate we provide. The entity owns a Beta (Systematic Risk) of -0.38, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning 48123VAF9 are expected to decrease at a much lower rate. During the bear market, 48123VAF9 is likely to outperform the market.
Auto-correlation | -0.32 |
Poor reverse predictability
J2 GLOBAL INC has poor reverse predictability. Overlapping area represents the amount of predictability between 48123VAF9 time series from 19th of July 2025 to 2nd of September 2025 and 2nd of September 2025 to 17th of October 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 J2 GLOBAL INC price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current 48123VAF9 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 2.02 |
J2 GLOBAL INC lagged returns against current returns
Autocorrelation, which is 48123VAF9 bond'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 48123VAF9's bond expected returns. We can calculate the autocorrelation of 48123VAF9 returns to help us make a trade decision. For example, suppose you find that 48123VAF9 has exhibited high autocorrelation historically, and you observe that the bond 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 |
48123VAF9 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 48123VAF9 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 48123VAF9 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 48123VAF9 bond over time.
Current vs Lagged Prices |
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48123VAF9 Lagged Returns
When evaluating 48123VAF9's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 48123VAF9 bond have on its future price. 48123VAF9 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, 48123VAF9 autocorrelation shows the relationship between 48123VAF9 bond current value and its past values and can show if there is a momentum factor associated with investing in J2 GLOBAL INC.
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 48123VAF9 Bond
48123VAF9 financial ratios help investors to determine whether 48123VAF9 Bond 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 48123VAF9 with respect to the benefits of owning 48123VAF9 security.