JPMorgan Chase (Germany) Market Value
| CMC Stock | EUR 235.05 1.05 0.44% |
| Symbol | JPMorgan |
JPMorgan Chase '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 Chase's stock 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 Chase.
| 06/20/2023 |
| 01/10/2025 |
If you would invest 0.00 in JPMorgan Chase on June 20, 2023 and sell it all today you would earn a total of 0.00 from holding JPMorgan Chase Co or generate 0.0% return on investment in JPMorgan Chase over 570 days. JPMorgan Chase is related to or competes with Warner Music, Perdoceo Education, Summit Hotel, UNIVMUSIC GRPADR/050, and MHP Hotel. JPMorgan Chase Co. operates as a financial services company worldwide More
JPMorgan Chase 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 Chase's stock 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 Chase Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.1278 | |||
| Maximum Drawdown | 17.57 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 2.48 |
JPMorgan Chase Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Chase's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPMorgan Chase's standard deviation. In reality, there are many statistical measures that can use JPMorgan Chase historical prices to predict the future JPMorgan Chase's volatility.| Risk Adjusted Performance | 0.1186 | |||
| Jensen Alpha | 0.2798 | |||
| Total Risk Alpha | 0.2358 | |||
| Sortino Ratio | 0.2366 | |||
| Treynor Ratio | 3.84 |
JPMorgan Chase Backtested Returns
JPMorgan Chase appears to be very steady, given 3 months investment horizon. JPMorgan Chase holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14% return per unit of volatility over the last 3 months. We have found thirty technical indicators for JPMorgan Chase, which you can use to evaluate the volatility of the firm. Please utilize JPMorgan Chase's risk adjusted performance of 0.1186, and Market Risk Adjusted Performance of 3.85 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, JPMorgan Chase holds a performance score of 11. The company retains a Market Volatility (i.e., Beta) of 0.0732, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JPMorgan Chase's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan Chase is expected to be smaller as well. Please check JPMorgan Chase's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether JPMorgan Chase's current trending patterns will revert.
Auto-correlation | 0.90 |
Excellent predictability
JPMorgan Chase Co has excellent predictability. Overlapping area represents the amount of predictability between JPMorgan Chase time series from 20th of June 2023 to 31st of March 2024 and 31st of March 2024 to 10th 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 JPMorgan Chase price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current JPMorgan Chase price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 394.88 |
JPMorgan Chase lagged returns against current returns
Autocorrelation, which is JPMorgan Chase stock'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 Chase's stock expected returns. We can calculate the autocorrelation of JPMorgan Chase returns to help us make a trade decision. For example, suppose you find that JPMorgan Chase has exhibited high autocorrelation historically, and you observe that the stock 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 Chase 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 Chase stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPMorgan Chase stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPMorgan Chase stock over time.
Current vs Lagged Prices |
| Timeline |
JPMorgan Chase Lagged Returns
When evaluating JPMorgan Chase's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPMorgan Chase stock have on its future price. JPMorgan Chase 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 Chase autocorrelation shows the relationship between JPMorgan Chase stock current value and its past values and can show if there is a momentum factor associated with investing in JPMorgan Chase Co.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in JPMorgan Stock
When determining whether JPMorgan Chase is a strong investment it is important to analyze JPMorgan Chase's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact JPMorgan Chase's future performance. For an informed investment choice regarding JPMorgan Stock, refer to the following important reports:Check out JPMorgan Chase Correlation, JPMorgan Chase Volatility and JPMorgan Chase Alpha and Beta module to complement your research on JPMorgan Chase. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
JPMorgan Chase technical stock 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, stock market cycles, or different charting patterns.