Jpmorgan Smartretirement Blend Fund Market Value
| JPSRX Fund | USD 29.16 0.30 1.02% |
| Symbol | Jpmorgan |
Jpmorgan Smartretirement* '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 Smartretirement*'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 Smartretirement*.
| 12/30/2024 |
| 03/30/2025 |
If you would invest 0.00 in Jpmorgan Smartretirement* on December 30, 2024 and sell it all today you would earn a total of 0.00 from holding Jpmorgan Smartretirement Blend or generate 0.0% return on investment in Jpmorgan Smartretirement* over 90 days. Jpmorgan Smartretirement* is related to or competes with Voya Government, Financials Ultrasector, and Transamerica Financial. The fund is generally intended for investors who plan to retire around the year 2035 and then withdraw their investment ... More
Jpmorgan Smartretirement* 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 Smartretirement*'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 Smartretirement Blend upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.066 | |||
| Maximum Drawdown | 2.96 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 0.9827 |
Jpmorgan Smartretirement* Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jpmorgan Smartretirement*'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jpmorgan Smartretirement*'s standard deviation. In reality, there are many statistical measures that can use Jpmorgan Smartretirement* historical prices to predict the future Jpmorgan Smartretirement*'s volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0218 | |||
| Total Risk Alpha | 0.0273 | |||
| Treynor Ratio | (0.02) |
Jpmorgan Smartretirement* Backtested Returns
At this stage we consider Jpmorgan Mutual Fund to be very steady. Jpmorgan Smartretirement* holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Jpmorgan Smartretirement*, which you can use to evaluate the volatility of the entity. Please check out Jpmorgan Smartretirement*'s Risk Adjusted Performance of (0.01), market risk adjusted performance of (0.01), and Standard Deviation of 0.6303 to validate if the risk estimate we provide is consistent with the expected return of 9.0E-4%. The fund retains a Market Volatility (i.e., Beta) of 0.63, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Jpmorgan Smartretirement*'s returns are expected to increase less than the market. However, during the bear market, the loss of holding Jpmorgan Smartretirement* is expected to be smaller as well.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Jpmorgan Smartretirement Blend has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Jpmorgan Smartretirement* time series from 30th of December 2024 to 13th of February 2025 and 13th of February 2025 to 30th of March 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 Jpmorgan Smartretirement* price movement. The serial correlation of -0.73 indicates that around 73.0% of current Jpmorgan Smartretirement* price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Jpmorgan Smartretirement* lagged returns against current returns
Autocorrelation, which is Jpmorgan Smartretirement* 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 Smartretirement*'s mutual fund expected returns. We can calculate the autocorrelation of Jpmorgan Smartretirement* returns to help us make a trade decision. For example, suppose you find that Jpmorgan Smartretirement* 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 Smartretirement* 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 Smartretirement* mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jpmorgan Smartretirement* 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 Smartretirement* mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Jpmorgan Smartretirement* Lagged Returns
When evaluating Jpmorgan Smartretirement*'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jpmorgan Smartretirement* mutual fund have on its future price. Jpmorgan Smartretirement* 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 Smartretirement* autocorrelation shows the relationship between Jpmorgan Smartretirement* mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Jpmorgan Smartretirement Blend.
Regressed Prices |
| Timeline |
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Other Information on Investing in Jpmorgan Mutual Fund
Jpmorgan Smartretirement* 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 Smartretirement* security.
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