Jpmorgan Research Equity Fund Market Value
| JEPAX Fund | USD 14.50 0.10 0.68% |
| Symbol | Jpmorgan |
Jpmorgan Research '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 Research'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 Research.
| 07/01/2024 |
| 12/28/2024 |
If you would invest 0.00 in Jpmorgan Research on July 1, 2024 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Research Equity or generate 0.0% return on investment in Jpmorgan Research over 180 days. Jpmorgan Research is related to or competes with Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, Jpmorgan Smartretirement, and Jpmorgan Smartretirement. The investment objective of the fund is to seek current income while maintaining prospects for capital appreciation More
Jpmorgan Research 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 Research'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 Research Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5239 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.47 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.7591 |
Jpmorgan Research Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Research's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Research's standard deviation. In reality, there are many statistical measures that can use Jpmorgan Research historical prices to predict the future Jpmorgan Research's volatility.| Risk Adjusted Performance | 0.0075 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.03) |
Jpmorgan Research Equity Backtested Returns
Jpmorgan Research Equity holds Efficiency (Sharpe) Ratio of -0.0308, which attests that the entity had a -0.0308% return per unit of risk over the last 3 months. Jpmorgan Research Equity exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Jpmorgan Research's Risk Adjusted Performance of 0.0075, market risk adjusted performance of (0.02), and Downside Deviation of 0.5239 to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.0559, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jpmorgan Research's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jpmorgan Research is expected to be smaller as well.
Auto-correlation | 0.09 |
Virtually no predictability
Jpmorgan Research Equity has virtually no predictability. Overlapping area represents the amount of predictability between Jpmorgan Research time series from 1st of July 2024 to 29th of September 2024 and 29th of September 2024 to 28th 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 Research Equity price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Jpmorgan Research price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Jpmorgan Research Equity lagged returns against current returns
Autocorrelation, which is Jpmorgan Research 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 Research's mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Research returns to help us make a trade decision. For example, suppose you find that Jpmorgan Research 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 Research 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 Research mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Research 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 Research mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jpmorgan Research Lagged Returns
When evaluating Jpmorgan Research's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Research mutual fund have on its future price. Jpmorgan Research 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 Research autocorrelation shows the relationship between Jpmorgan Research mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Research 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 Research 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 Research security.
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes |