Jpmorgan E Bond Fund Market Value
| JCBPX Fund | USD 10.27 0.06 0.59% |
| Symbol | Jpmorgan |
Jpmorgan Core '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 Core's mutual fund 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 Core.
| 03/09/2023 |
| 02/26/2025 |
If you would invest 0.00 in Jpmorgan Core on March 9, 2023 and sell it all today you would earn a total of 0.00 from holding Jpmorgan E Bond or generate 0.0% return on investment in Jpmorgan Core over 720 days. Jpmorgan Core is related to or competes with Ab Small, T Rowe, Boston Partners, Ashmore Emerging, Imgp Sbh, Inverse Mid-cap, and T Rowe. The fund is designed to maximize total return by investing in a portfolio of investment grade intermediate- and long-ter... More
Jpmorgan Core 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 Core's mutual fund 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 E Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2832 | |||
| Information Ratio | 0.0493 | |||
| Maximum Drawdown | 1.49 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.5964 |
Jpmorgan Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Core's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Core historical prices to predict the future Jpmorgan Core's volatility.| Risk Adjusted Performance | 0.0579 | |||
| Jensen Alpha | 0.02 | |||
| Total Risk Alpha | 0.0182 | |||
| Sortino Ratio | 0.0541 | |||
| Treynor Ratio | 0.3214 |
Jpmorgan E Bond Backtested Returns
At this stage we consider Jpmorgan Mutual Fund to be very steady. Jpmorgan E Bond holds Efficiency (Sharpe) Ratio of 0.0349, which attests that the entity had a 0.0349 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Jpmorgan E Bond, which you can use to evaluate the volatility of the entity. Please check out Jpmorgan Core's Downside Deviation of 0.2832, market risk adjusted performance of 0.3314, and Risk Adjusted Performance of 0.0579 to validate if the risk estimate we provide is consistent with the expected return of 0.0106%. The fund retains a Market Volatility (i.e., Beta) of 0.0631, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jpmorgan Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jpmorgan Core is expected to be smaller as well.
Auto-correlation | -0.49 |
Modest reverse predictability
Jpmorgan E Bond has modest reverse predictability. Overlapping area represents the amount of predictability between Jpmorgan Core time series from 9th of March 2023 to 3rd of March 2024 and 3rd of March 2024 to 26th of February 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 E Bond price movement. The serial correlation of -0.49 indicates that about 49.0% of current Jpmorgan Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Jpmorgan E Bond lagged returns against current returns
Autocorrelation, which is Jpmorgan Core mutual fund'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 Core's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Core returns to help us make a trade decision. For example, suppose you find that Jpmorgan Core has exhibited high autocorrelation historically, and you observe that the mutual fund 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 Core 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 Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Core mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jpmorgan Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jpmorgan Core Lagged Returns
When evaluating Jpmorgan Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Core mutual fund have on its future price. Jpmorgan Core 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 Core autocorrelation shows the relationship between Jpmorgan Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan E Bond.
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.Other Information on Investing in Jpmorgan Mutual Fund
Jpmorgan Core financial ratios help investors to determine whether Jpmorgan Mutual Fund 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 Core security.
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