JPM BetaBuilders' market value is the price at which a share of JPM BetaBuilders trades on a public exchange. It measures the collective expectations of JPM BetaBuilders Treasury investors about its performance. JPM BetaBuilders is selling for under 113.46 as of the 4th of January 2025; that is 0.04 percent increase since the beginning of the trading day. The etf's lowest day price was 113.44. With this module, you can estimate the performance of a buy and hold strategy of JPM BetaBuilders Treasury and determine expected loss or profit from investing in JPM BetaBuilders over a given investment horizon. Check out JPM BetaBuilders Correlation, JPM BetaBuilders Volatility and JPM BetaBuilders Alpha and Beta module to complement your research on JPM BetaBuilders.
Please note, there is a significant difference between JPM BetaBuilders' value and its price as these two are different measures arrived at by different means. Investors typically determine if JPM BetaBuilders is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPM BetaBuilders' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
JPM BetaBuilders '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 JPM BetaBuilders' etf 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 JPM BetaBuilders.
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02/14/2023
No Change 0.00
0.0
In 1 year 10 months and 21 days
01/04/2025
0.00
If you would invest 0.00 in JPM BetaBuilders on February 14, 2023 and sell it all today you would earn a total of 0.00 from holding JPM BetaBuilders Treasury or generate 0.0% return on investment in JPM BetaBuilders over 690 days. JPM BetaBuilders is related to or competes with JPM BetaBuilders, JPM AC, JPM BetaBuilders, JPM China, JPM BetaBuilders, and JPM Global. More
JPM BetaBuilders 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 JPM BetaBuilders' etf 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 JPM BetaBuilders Treasury upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPM BetaBuilders' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPM BetaBuilders' standard deviation. In reality, there are many statistical measures that can use JPM BetaBuilders historical prices to predict the future JPM BetaBuilders' volatility.
Currently, JPM BetaBuilders Treasury is very steady. JPM BetaBuilders Treasury holds Efficiency (Sharpe) Ratio of 0.61, which attests that the entity had a 0.61% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for JPM BetaBuilders Treasury, which you can use to evaluate the volatility of the entity. Please check out JPM BetaBuilders' risk adjusted performance of 0.222, and Market Risk Adjusted Performance of (1.12) to validate if the risk estimate we provide is consistent with the expected return of 0.0176%. The etf retains a Market Volatility (i.e., Beta) of -0.0067, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JPM BetaBuilders are expected to decrease at a much lower rate. During the bear market, JPM BetaBuilders is likely to outperform the market.
Auto-correlation
1.00
Perfect predictability
JPM BetaBuilders Treasury has perfect predictability. Overlapping area represents the amount of predictability between JPM BetaBuilders time series from 14th of February 2023 to 25th of January 2024 and 25th of January 2024 to 4th of January 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 JPM BetaBuilders Treasury price movement. The serial correlation of 1.0 indicates that 100.0% of current JPM BetaBuilders price fluctuation can be explain by its past prices.
Correlation Coefficient
1.0
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
2.44
JPM BetaBuilders Treasury lagged returns against current returns
Autocorrelation, which is JPM BetaBuilders etf'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 JPM BetaBuilders' etf expected returns. We can calculate the autocorrelation of JPM BetaBuilders returns to help us make a trade decision. For example, suppose you find that JPM BetaBuilders has exhibited high autocorrelation historically, and you observe that the etf 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
JPM BetaBuilders 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 JPM BetaBuilders etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPM BetaBuilders etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPM BetaBuilders etf over time.
Current vs Lagged Prices
Timeline
JPM BetaBuilders Lagged Returns
When evaluating JPM BetaBuilders' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPM BetaBuilders etf have on its future price. JPM BetaBuilders 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, JPM BetaBuilders autocorrelation shows the relationship between JPM BetaBuilders etf current value and its past values and can show if there is a momentum factor associated with investing in JPM BetaBuilders Treasury.
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.
JPM BetaBuilders financial ratios help investors to determine whether JPM 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 JPM with respect to the benefits of owning JPM BetaBuilders security.