Jpmorgan Inflation Managed Etf Market Value
| JCPI Etf | USD 46.77 0.10 0.21% |
| Symbol | JPMorgan |
The market value of JPMorgan Inflation 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 Inflation's value that differs from its market value or its book value, called intrinsic value, which is JPMorgan Inflation's 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 Inflation's market value can be influenced by many factors that don't directly affect JPMorgan Inflation's 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 Inflation's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPMorgan Inflation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPMorgan Inflation's 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 Inflation '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 Inflation's 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 Inflation.
| 07/23/2024 |
| 12/20/2024 |
If you would invest 0.00 in JPMorgan Inflation on July 23, 2024 and sell it all today you would earn a total of 0.00 from holding JPMorgan Inflation Managed or generate 0.0% return on investment in JPMorgan Inflation over 150 days. JPMorgan Inflation is related to or competes with Schwab Intermediate, Schwab Aggregate, Schwab International, Schwab Emerging, and Schwab Short. Under normal circumstances, the fund will invest at least 80 percent of its Assets in bonds More
JPMorgan Inflation 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 Inflation's 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 Inflation Managed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 1.17 | |||
| Value At Risk | (0.42) | |||
| Potential Upside | 0.3383 |
JPMorgan Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPMorgan Inflation's standard deviation. In reality, there are many statistical measures that can use JPMorgan Inflation historical prices to predict the future JPMorgan Inflation's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.46) |
JPMorgan Inflation Backtested Returns
JPMorgan Inflation holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13% return per unit of volatility over the last 3 months. JPMorgan Inflation exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JPMorgan Inflation's risk adjusted performance of (0.11), and Market Risk Adjusted Performance of (0.45) to validate the risk estimate we provide. The etf retains a Market Volatility (i.e., Beta) of 0.0816, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JPMorgan Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan Inflation is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
JPMorgan Inflation Managed has very weak reverse predictability. Overlapping area represents the amount of predictability between JPMorgan Inflation time series from 23rd of July 2024 to 6th of October 2024 and 6th of October 2024 to 20th 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 Inflation price movement. The serial correlation of -0.06 indicates that barely 6.0% of current JPMorgan Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
JPMorgan Inflation lagged returns against current returns
Autocorrelation, which is JPMorgan Inflation 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 Inflation's etf expected returns. We can calculate the autocorrelation of JPMorgan Inflation returns to help us make a trade decision. For example, suppose you find that JPMorgan Inflation 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 Inflation 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 Inflation etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPMorgan Inflation etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPMorgan Inflation etf over time.
Current vs Lagged Prices |
| Timeline |
JPMorgan Inflation Lagged Returns
When evaluating JPMorgan Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPMorgan Inflation etf have on its future price. JPMorgan Inflation 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 Inflation autocorrelation shows the relationship between JPMorgan Inflation etf current value and its past values and can show if there is a momentum factor associated with investing in JPMorgan Inflation Managed.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether JPMorgan Inflation offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of JPMorgan Inflation's 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 Inflation Managed Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Jpmorgan Inflation Managed Etf:Check out JPMorgan Inflation Correlation, JPMorgan Inflation Volatility and JPMorgan Inflation Alpha and Beta module to complement your research on JPMorgan Inflation. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
JPMorgan Inflation 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.