Jpmorgan Momentum Factor Etf Performance
| JMOM Etf | USD 61.41 0.14 0.23% |
The etf retains a Market Volatility (i.e., Beta) of 0.83, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, JPMorgan Momentum's returns are expected to increase less than the market. However, during the bear market, the loss of holding JPMorgan Momentum is expected to be smaller as well.
Risk-Adjusted Performance
19 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in JPMorgan Momentum Factor are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of very weak basic indicators, JPMorgan Momentum displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
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JPMorgan Momentum Relative Risk vs. Return Landscape
If you would invest 5,425 in JPMorgan Momentum Factor on September 4, 2024 and sell it today you would earn a total of 716.00 from holding JPMorgan Momentum Factor or generate 13.2% return on investment over 90 days. JPMorgan Momentum Factor is currently generating 0.2003% in daily expected returns and assumes 0.8223% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than JPMorgan, and 97% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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JPMorgan Momentum Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPMorgan Momentum's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as JPMorgan Momentum Factor, and traders can use it to determine the average amount a JPMorgan Momentum'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 = 0.2436
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Estimated Market Risk
| 0.82 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 19 81% of assets perform better |
Based on monthly moving average JPMorgan Momentum is performing at about 19% 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 JPMorgan Momentum by adding it to a well-diversified portfolio.
JPMorgan Momentum Fundamentals Growth
JPMorgan Etf prices reflect investors' perceptions of the future prospects and financial health of JPMorgan Momentum, and JPMorgan Momentum fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on JPMorgan Etf performance.
| Total Asset | 202.26 M | |||
About JPMorgan Momentum Performance
By examining JPMorgan Momentum's fundamental ratios, stakeholders can obtain critical insights into JPMorgan Momentum'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 JPMorgan Momentum 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.
The fund will invest at least 80 percent of its assets in securities included in the underlying index. JPM US is traded on NYSEARCA Exchange in the United States.| The fund retains 99.59% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in JPMorgan Momentum Factor. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
The market value of JPMorgan Momentum Factor is measured differently than its book value, which is the value of JPMorgan that is recorded on the company's balance sheet. Investors also form their own opinion of JPMorgan Momentum's value that differs from its market value or its book value, called intrinsic value, which is JPMorgan Momentum's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because JPMorgan Momentum's market value can be influenced by many factors that don't directly affect JPMorgan Momentum's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between JPMorgan Momentum's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPMorgan Momentum is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPMorgan Momentum'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.