JPMorgan Global (Australia) Performance
| JREG Etf | 77.12 1.01 1.33% |
The etf retains a Market Volatility (i.e., Beta) of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JPMorgan Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan Global is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in JPMorgan Global Research are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, JPMorgan Global may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
1 | Rising Stars Elliot Self of Evelyn Partners - ETF Stream | 11/14/2024 |
JPMorgan |
JPMorgan Global Relative Risk vs. Return Landscape
If you would invest 6,951 in JPMorgan Global Research on September 4, 2024 and sell it today you would earn a total of 660.00 from holding JPMorgan Global Research or generate 9.5% return on investment over 90 days. JPMorgan Global Research is generating 0.1418% of daily returns and assumes 0.6624% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than JPMorgan, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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JPMorgan Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMorgan Global Research, and traders can use it to determine the average amount a JPMorgan Global's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2141
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Estimated Market Risk
| 0.66 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average JPMorgan Global is performing at about 16% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JPMorgan Global by adding it to a well-diversified portfolio.
About JPMorgan Global Performance
Assessing JPMorgan Global's fundamental ratios provides investors with valuable insights into JPMorgan Global's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the JPMorgan Global is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
JPMorgan Global is entity of Australia. It is traded as Etf on AU exchange.| Latest headline from news.google.com: Rising Stars Elliot Self of Evelyn Partners - ETF Stream |
Other Information on Investing in JPMorgan Etf
JPMorgan Global financial ratios help investors to determine whether JPMorgan Etf 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 JPMorgan with respect to the benefits of owning JPMorgan Global security.