JPM BetaBuilders (UK) Market Value
| JG15 Etf | 93.50 0.11 0.12% |
| Symbol | JPM |
JPM BetaBuilders '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 JPM BetaBuilders' 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 JPM BetaBuilders.
| 07/02/2023 |
| 01/22/2025 |
If you would invest 0.00 in JPM BetaBuilders on July 2, 2023 and sell it all today you would earn a total of 0.00 from holding JPM BetaBuilders UK or generate 0.0% return on investment in JPM BetaBuilders over 570 days. JPM BetaBuilders is related to or competes with JPM BetaBuilders, JPM AC, JPM BetaBuilders, JPM China, JPM BetaBuilders, JPM Global. JPM BetaBuilders is entity of United Kingdom More
JPM BetaBuilders 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 JPM BetaBuilders' 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 JPM BetaBuilders UK upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1387 | |||
| Information Ratio | 0.1154 | |||
| Maximum Drawdown | 41.0 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.1829 |
JPM BetaBuilders Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPM BetaBuilders' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPM BetaBuilders' standard deviation. In reality, there are many statistical measures that can use JPM BetaBuilders historical prices to predict the future JPM BetaBuilders' volatility.| Risk Adjusted Performance | 0.1118 | |||
| Jensen Alpha | 0.5701 | |||
| Total Risk Alpha | 0.4506 | |||
| Sortino Ratio | 4.2 | |||
| Treynor Ratio | 0.4134 |
JPM BetaBuilders Backtested Returns
JPM BetaBuilders appears to be very steady, given 3 months investment horizon. JPM BetaBuilders 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. By analyzing JPM BetaBuilders' technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please utilize JPM BetaBuilders' market risk adjusted performance of 0.4234, and Risk Adjusted Performance of 0.1118 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 1.47, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, JPM BetaBuilders will likely underperform.
Auto-correlation | 0.31 |
Below average predictability
JPM BetaBuilders UK has below average predictability. Overlapping area represents the amount of predictability between JPM BetaBuilders time series from 2nd of July 2023 to 12th of April 2024 and 12th of April 2024 to 22nd 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 JPM BetaBuilders price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current JPM BetaBuilders price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 19.48 |
JPM BetaBuilders lagged returns against current returns
Autocorrelation, which is JPM BetaBuilders 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 JPM BetaBuilders' etf expected returns. We can calculate the autocorrelation of JPM BetaBuilders returns to help us make a trade decision. For example, suppose you find that JPM BetaBuilders 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 |
JPM BetaBuilders 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 JPM BetaBuilders etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPM BetaBuilders etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPM BetaBuilders etf over time.
Current vs Lagged Prices |
| Timeline |
JPM BetaBuilders Lagged Returns
When evaluating JPM BetaBuilders' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPM BetaBuilders etf have on its future price. JPM BetaBuilders 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, JPM BetaBuilders autocorrelation shows the relationship between JPM BetaBuilders etf current value and its past values and can show if there is a momentum factor associated with investing in JPM BetaBuilders UK.
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 JPM Etf
JPM BetaBuilders financial ratios help investors to determine whether JPM Etf 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 JPM with respect to the benefits of owning JPM BetaBuilders security.