Juvenile jay being attacked by magpies - what should I do?

I looked out of the window in response to a lot of bird noise from the street. A juvenile jay was being attacked by a horde of magpies on the driveway opposite. No sign of any adult jays.

I have moved the jay, which has lost some feathers but does not seem badly injured, into a less exposed spot. I have no idea whether this was the right thing to do but strongly suspect that the magpies would have killed it otherwise.

The jay seems rather vulnerable to cats, even assuming that the magpies don't find it again. Is there anything that I should do or is it a case of letting nature take its course?