Jpmorgan Betabuilders Mid Etf Market Value

BBMC Etf  USD 97.27  1.08  1.12%   
JPMorgan BetaBuilders' market value is the price at which a share of JPMorgan BetaBuilders trades on a public exchange. It measures the collective expectations of JPMorgan BetaBuilders Mid investors about its performance. JPMorgan BetaBuilders is trading at 97.27 as of the 22nd of December 2024, a 1.12 percent increase since the beginning of the trading day. The etf's open price was 96.19.
With this module, you can estimate the performance of a buy and hold strategy of JPMorgan BetaBuilders Mid and determine expected loss or profit from investing in JPMorgan BetaBuilders over a given investment horizon. Check out JPMorgan BetaBuilders Correlation, JPMorgan BetaBuilders Volatility and JPMorgan BetaBuilders Alpha and Beta module to complement your research on JPMorgan BetaBuilders.
Symbol

The market value of JPMorgan BetaBuilders Mid is measured differently than its book value, which is the value of JPMorgan that is recorded on the company's balance sheet. Investors also form their own opinion of JPMorgan BetaBuilders' value that differs from its market value or its book value, called intrinsic value, which is JPMorgan BetaBuilders' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because JPMorgan BetaBuilders' market value can be influenced by many factors that don't directly affect JPMorgan BetaBuilders' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between JPMorgan BetaBuilders' value and its price as these two are different measures arrived at by different means. Investors typically determine if JPMorgan BetaBuilders is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPMorgan 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.

JPMorgan 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 JPMorgan 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 JPMorgan BetaBuilders.
0.00
11/22/2024
No Change 0.00  0.0 
In 31 days
12/22/2024
0.00
If you would invest  0.00  in JPMorgan BetaBuilders on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding JPMorgan BetaBuilders Mid or generate 0.0% return on investment in JPMorgan BetaBuilders over 30 days. JPMorgan BetaBuilders is related to or competes with JPMorgan BetaBuilders, JPMorgan BetaBuilders, JPMorgan BetaBuilders, BNY Mellon, and BNY Mellon. The fund will invest at least 80 percent of its assets in securities included in the underlying index More

JPMorgan 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 JPMorgan 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 JPMorgan BetaBuilders Mid upside and downside potential and time the market with a certain degree of confidence.

JPMorgan BetaBuilders Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan BetaBuilders' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPMorgan BetaBuilders' standard deviation. In reality, there are many statistical measures that can use JPMorgan BetaBuilders historical prices to predict the future JPMorgan BetaBuilders' volatility.
Hype
Prediction
LowEstimatedHigh
96.1997.2498.29
Details
Intrinsic
Valuation
LowRealHigh
96.6897.7398.78
Details
Naive
Forecast
LowNextHigh
93.3994.4495.49
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
95.38100.85106.32
Details

JPMorgan BetaBuilders Mid Backtested Returns

At this point, JPMorgan BetaBuilders is very steady. JPMorgan BetaBuilders Mid holds Efficiency (Sharpe) Ratio of 0.055, which attests that the entity had a 0.055% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for JPMorgan BetaBuilders Mid, which you can use to evaluate the volatility of the entity. Please check out JPMorgan BetaBuilders' risk adjusted performance of 0.0436, and Market Risk Adjusted Performance of 0.0473 to validate if the risk estimate we provide is consistent with the expected return of 0.0577%. The etf retains a Market Volatility (i.e., Beta) of 1.19, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, JPMorgan BetaBuilders will likely underperform.

Auto-correlation

    
  0.49  

Average predictability

JPMorgan BetaBuilders Mid has average predictability. Overlapping area represents the amount of predictability between JPMorgan BetaBuilders time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of JPMorgan BetaBuilders Mid price movement. The serial correlation of 0.49 indicates that about 49.0% of current JPMorgan BetaBuilders price fluctuation can be explain by its past prices.
Correlation Coefficient0.49
Spearman Rank Test0.45
Residual Average0.0
Price Variance6.3

JPMorgan BetaBuilders Mid lagged returns against current returns

Autocorrelation, which is JPMorgan 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 JPMorgan BetaBuilders' etf expected returns. We can calculate the autocorrelation of JPMorgan BetaBuilders returns to help us make a trade decision. For example, suppose you find that JPMorgan 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  

JPMorgan 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 JPMorgan BetaBuilders etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPMorgan BetaBuilders etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPMorgan BetaBuilders etf over time.
   Current vs Lagged Prices   
       Timeline  

JPMorgan BetaBuilders Lagged Returns

When evaluating JPMorgan BetaBuilders' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPMorgan BetaBuilders etf have on its future price. JPMorgan 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, JPMorgan BetaBuilders autocorrelation shows the relationship between JPMorgan BetaBuilders etf current value and its past values and can show if there is a momentum factor associated with investing in JPMorgan BetaBuilders Mid.
   Regressed Prices   
       Timeline  

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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.
When determining whether JPMorgan BetaBuilders Mid offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of JPMorgan BetaBuilders' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Jpmorgan Betabuilders Mid Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Jpmorgan Betabuilders Mid Etf:
Check out JPMorgan BetaBuilders Correlation, JPMorgan BetaBuilders Volatility and JPMorgan BetaBuilders Alpha and Beta module to complement your research on JPMorgan BetaBuilders.
You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
JPMorgan BetaBuilders technical etf 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, etf market cycles, or different charting patterns.
A focus of JPMorgan BetaBuilders technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of JPMorgan BetaBuilders trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...