JPM Green (UK) Performance
| JGRN Etf | 109.79 0.10 0.09% |
The etf retains a Market Volatility (i.e., Beta) of 0.0865, which attests to not very significant fluctuations relative to the market. As returns on the market increase, JPM Green's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPM Green 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 JPM Green Social are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, JPM Green is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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JPM Green Relative Risk vs. Return Landscape
If you would invest 10,756 in JPM Green Social on December 15, 2024 and sell it today you would earn a total of 223.00 from holding JPM Green Social or generate 2.07% return on investment over 90 days. JPM Green Social is generating 0.0339% of daily returns and assumes 0.3948% volatility on return distribution over the 90 days horizon. Simply put, 3% of etfs are less volatile than JPM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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JPM Green Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPM Green's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPM Green Social, and traders can use it to determine the average amount a JPM Green'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 = 0.0858
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Estimated Market Risk
| 0.39 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average JPM Green is performing at about 6% 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 JPM Green by adding it to a well-diversified portfolio.
About JPM Green Performance
Assessing JPM Green's fundamental ratios provides investors with valuable insights into JPM Green's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the JPM Green is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
JPM Green is entity of United Kingdom. It is traded as Etf on LSE exchange.