Jpmorgan Disciplined Equity Fund Market Value

JDEAX Fund  USD 43.20  0.47  1.10%   
Jpmorgan Disciplined's market value is the price at which a share of Jpmorgan Disciplined trades on a public exchange. It measures the collective expectations of Jpmorgan Disciplined Equity investors about its performance. Jpmorgan Disciplined is trading at 43.20 as of the 22nd of December 2024; that is 1.10% up since the beginning of the trading day. The fund's open price was 42.73.
With this module, you can estimate the performance of a buy and hold strategy of Jpmorgan Disciplined Equity and determine expected loss or profit from investing in Jpmorgan Disciplined over a given investment horizon. Check out Jpmorgan Disciplined Correlation, Jpmorgan Disciplined Volatility and Jpmorgan Disciplined Alpha and Beta module to complement your research on Jpmorgan Disciplined.
Symbol

Please note, there is a significant difference between Jpmorgan Disciplined's value and its price as these two are different measures arrived at by different means. Investors typically determine if Jpmorgan Disciplined is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Jpmorgan Disciplined'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 Disciplined '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 Disciplined'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 Disciplined.
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 Disciplined on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Disciplined Equity or generate 0.0% return on investment in Jpmorgan Disciplined over 30 days. Jpmorgan Disciplined is related to or competes with Jpmorgan Intrepid, Jpmorgan Equity, Jpmorgan Large, Jpmorgan Mid, and Jpmorgan Intrepid. Under normal circumstances, the fund invests at least 80 percent of its assets in equity securities of U.S More

Jpmorgan Disciplined 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 Disciplined'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 Disciplined Equity upside and downside potential and time the market with a certain degree of confidence.

Jpmorgan Disciplined Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Disciplined's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Disciplined's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Disciplined historical prices to predict the future Jpmorgan Disciplined's volatility.
Hype
Prediction
LowEstimatedHigh
42.2043.2044.20
Details
Intrinsic
Valuation
LowRealHigh
42.6043.6044.60
Details
Naive
Forecast
LowNextHigh
40.4141.4042.40
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
42.4145.3848.35
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Jpmorgan Disciplined. Your research has to be compared to or analyzed against Jpmorgan Disciplined's peers to derive any actionable benefits. When done correctly, Jpmorgan Disciplined's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Jpmorgan Disciplined.

Jpmorgan Disciplined Backtested Returns

Jpmorgan Disciplined holds Efficiency (Sharpe) Ratio of -0.0254, which attests that the entity had a -0.0254% return per unit of risk over the last 3 months. Jpmorgan Disciplined exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jpmorgan Disciplined's Standard Deviation of 0.9913, market risk adjusted performance of (0.03), and Risk Adjusted Performance of (0.02) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.85, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jpmorgan Disciplined's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jpmorgan Disciplined is expected to be smaller as well.

Auto-correlation

    
  -0.84  

Excellent reverse predictability

Jpmorgan Disciplined Equity has excellent reverse predictability. Overlapping area represents the amount of predictability between Jpmorgan Disciplined 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 Disciplined price movement. The serial correlation of -0.84 indicates that around 84.0% of current Jpmorgan Disciplined price fluctuation can be explain by its past prices.
Correlation Coefficient-0.84
Spearman Rank Test-0.74
Residual Average0.0
Price Variance2.04

Jpmorgan Disciplined lagged returns against current returns

Autocorrelation, which is Jpmorgan Disciplined 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 Disciplined's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Disciplined returns to help us make a trade decision. For example, suppose you find that Jpmorgan Disciplined 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 Disciplined 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 Disciplined mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Disciplined 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 Disciplined mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Jpmorgan Disciplined Lagged Returns

When evaluating Jpmorgan Disciplined's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Disciplined mutual fund have on its future price. Jpmorgan Disciplined 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 Disciplined autocorrelation shows the relationship between Jpmorgan Disciplined mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Disciplined Equity.
   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 Disciplined 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 Disciplined security.
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