JPM Emerging (Germany) Market Value
| JPJS Fund | EUR 37.15 0.67 1.77% |
| Symbol | JPM |
Please note, there is a significant difference between JPM Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPM Emerging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPM Emerging'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.
JPM Emerging '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 Emerging's 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 JPM Emerging.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in JPM Emerging on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding JPM Emerging Markets or generate 0.0% return on investment in JPM Emerging over 60 days. JPM Emerging is related to or competes with Groupama Entreprises, Renaissance Europe, Superior Plus, Origin Agritech, Identiv, INTUITIVE SURGICAL, and Volkswagen. More
JPM Emerging 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 Emerging's 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 JPM Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8261 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 4.72 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.85 |
JPM Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPM Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JPM Emerging's standard deviation. In reality, there are many statistical measures that can use JPM Emerging historical prices to predict the future JPM Emerging's volatility.| Risk Adjusted Performance | 0.0196 | |||
| Jensen Alpha | 0.0124 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.13) |
JPM Emerging Markets Backtested Returns
JPM Emerging Markets holds Efficiency (Sharpe) Ratio of -0.0725, which attests that the entity had a -0.0725% return per unit of volatility over the last 3 months. JPM Emerging Markets exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out JPM Emerging's risk adjusted performance of 0.0196, and Market Risk Adjusted Performance of (0.12) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of -0.089, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JPM Emerging are expected to decrease at a much lower rate. During the bear market, JPM Emerging is likely to outperform the market.
Auto-correlation | 0.30 |
Below average predictability
JPM Emerging Markets has below average predictability. Overlapping area represents the amount of predictability between JPM Emerging time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th 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 Emerging Markets price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current JPM Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
JPM Emerging Markets lagged returns against current returns
Autocorrelation, which is JPM Emerging 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 JPM Emerging's fund expected returns. We can calculate the autocorrelation of JPM Emerging returns to help us make a trade decision. For example, suppose you find that JPM Emerging has exhibited high autocorrelation historically, and you observe that the 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 |
JPM Emerging 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 Emerging fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JPM Emerging fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JPM Emerging fund over time.
Current vs Lagged Prices |
| Timeline |
JPM Emerging Lagged Returns
When evaluating JPM Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JPM Emerging fund have on its future price. JPM Emerging 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 Emerging autocorrelation shows the relationship between JPM Emerging fund current value and its past values and can show if there is a momentum factor associated with investing in JPM Emerging Markets.
Regressed Prices |
| Timeline |
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Other Information on Investing in JPM Fund
JPM Emerging financial ratios help investors to determine whether JPM 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 JPM with respect to the benefits of owning JPM Emerging security.
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