Jp Morgan Exchange Traded Etf Performance
| BBEM Etf | 53.84 0.33 0.61% |
The etf owns a Beta (Systematic Risk) of 0.42, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JP Morgan's returns are expected to increase less than the market. However, during the bear market, the loss of holding JP Morgan is expected to be smaller as well.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in JP Morgan Exchange Traded are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of very healthy technical and fundamental indicators, JP Morgan is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
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BBEM |
JP Morgan Relative Risk vs. Return Landscape
If you would invest 5,181 in JP Morgan Exchange Traded on December 25, 2024 and sell it today you would earn a total of 203.00 from holding JP Morgan Exchange Traded or generate 3.92% return on investment over 90 days. JP Morgan Exchange Traded is currently generating 0.0691% in daily expected returns and assumes 1.0114% risk (volatility on return distribution) over the 90 days horizon. In different words, 9% of etfs are less volatile than BBEM, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
JP Morgan Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JP Morgan's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JP Morgan Exchange Traded, and traders can use it to determine the average amount a JP Morgan's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0683
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| Cash | BBEM | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.01 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average JP Morgan is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of JP Morgan by adding it to a well-diversified portfolio.
About JP Morgan Performance
By examining JP Morgan's fundamental ratios, stakeholders can obtain critical insights into JP Morgan's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that JP Morgan is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
JP Morgan is entity of United States. It is traded as Etf on BATS exchange.