Compare Jpmorgan to Jpmorgan, Jpmorgan, Jpmorgan, Jpmorgan, Jpmorgan, Jpmorgan

Comparing Jpmorgan to Jpmorgan, Jpmorgan, Jpmorgan, Jpmorgan, Jpmorgan, Jpmorgan can provide valuable insights into potential diversification opportunities when combining these positions into a portfolio. By using this module, you can analyze the advantages of specified entities, assessing both technical and fundamental indicators across various peers. Please use the input box below to enter the symbols for specific investments you'd like to analyze. Check out your portfolio center.

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Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between positions in your portfolio represents the degree of relationship between the price movements of corresponding instruments. A correlation of about +1.0 implies that the prices move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated.

	SRJIX	SRJQX	SRJPX	SRJSX	SRJYX	SRJZX	SRJCX
SRJIX		1.0	1.0	1.0	1.0	1.0	0.88	SRJIX
SRJQX	1.0		1.0	1.0	1.0	1.0	0.88	SRJQX
SRJPX	1.0	1.0		1.0	1.0	1.0	0.88	SRJPX
SRJSX	1.0	1.0	1.0		1.0	1.0	0.88	SRJSX
SRJYX	1.0	1.0	1.0	1.0		1.0	0.88	SRJYX
SRJZX	1.0	1.0	1.0	1.0	1.0		0.87	SRJZX
SRJCX	0.88	0.88	0.88	0.88	0.88	0.87		SRJCX
	SRJIX	SRJQX	SRJPX	SRJSX	SRJYX	SRJZX	SRJCX

Click cells to compare fundamentals

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Risk-Adjusted Indicators

There is a big difference between a company's stock performing well and the company itself doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SRJIX	0.40	(0.03)	(0.17)	0.05	0.48	(0.43)	0.90	(0.80)	2.51
SRJQX	0.40	(0.04)	(0.17)	0.05	0.48	(0.43)	0.90	(0.80)	2.42
SRJPX	0.40	(0.04)	(0.17)	0.05	0.48	(0.43)	0.87	(0.81)	2.51
SRJSX	0.40	(0.04)	(0.18)	0.05	0.47	(0.43)	0.86	(0.80)	2.47
SRJYX	0.40	(0.04)	(0.17)	0.06	0.48	(0.43)	0.86	(0.80)	2.51
SRJZX	0.40	(0.04)	(0.18)	0.05	0.47	(0.42)	0.87	(0.77)	2.46
SRJCX	0.41	0.01	(0.20)	(0.58)	0.50	(0.45)	0.88	(0.82)	2.48

Unable to evaluate fundamental data of [SRJIX, SRJQX, SRJPX, SRJSX, SRJYX, SRJZX, SRJCX] at this time. Please try again later

All Fundamental Data

Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	SRJIX	SRJQX	SRJPX	SRJSX	SRJYX	SRJZX	SRJCX
	0.24 21.11 Jpmorgan	0.24 21.08 Jpmorgan	0.29 20.72 Jpmorgan	0.29 21.07 Jpmorgan	0.28 21.13 Jpmorgan	0.24 20.69 Jpmorgan	0.24 20.42 Jpmorgan
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Insignificant	Insignificant	Insignificant	Insignificant	Insignificant	Insignificant	Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Strong Hold	Strong Hold	Strong Hold	Strong Hold	Strong Hold	Strong Hold	Sell
Net Asset	6.65 B	6.65 B	6.65 B	3.89 B	6.65 B	6.65 B	3.89 B
Price To Book	2.00 X	N/A	N/A	2.00 X	N/A	2.00 X	1.97 X
Five Year Return	8.05 %	7.89 %	7.63 %	7.89 %	8.16 %	7.42 %	7.16 %
One Year Return	20.23 %	20.11 %	19.75 %	20.02 %	20.33 %	19.30 %	19.08 %
Last Dividend Paid	0.06	0.04	0.04	0.05	0.07	0.02	0.01
Price To Earning	17.20 X	N/A	N/A	17.20 X	N/A	17.20 X	16.97 X
Price To Sales	1.49 X	N/A	N/A	1.49 X	N/A	1.49 X	1.47 X
Cash Position Weight	6.44 %	6.44 %	6.44 %	6.44 %	6.44 %	6.44 %	6.44 %
Equity Positions Weight	71.64 %	71.64 %	71.64 %	71.64 %	71.64 %	71.64 %	71.64 %
Three Year Return	3.05 %	2.89 %	2.63 %	2.88 %	3.15 %	2.53 %	2.29 %
Annual Yield	0.02 %	0.02 %	0.02 %	0.02 %	0.02 %	0.02 %	0.01 %
Year To Date Return	12.80 %	12.64 %	12.40 %	12.59 %	12.86 %	12.55 %	12.32 %
Bond Positions Weight	2.07 %	2.07 %	2.07 %	2.07 %	2.07 %	2.07 %	2.07 %
Ten Year Return	8.67 %	8.61 %	8.33 %	8.52 %	8.71 %	8.07 %	7.70 %
Day Typical Price	21.11	21.08	20.72	21.07	21.13	20.69	20.42
Daily Balance Of Power	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	(9,223,372,036,855)
Period Momentum Indicator	0.05	0.05	0.06	0.06	0.06	0.05	(0.05)
Rate Of Daily Change	1.0	1.0	1.0	1.0	1.0	1.0	1.0
Day Median Price	21.11	21.08	20.72	21.07	21.13	20.69	20.42
Price Action Indicator	0.025	0.025	0.03	0.03	0.03	0.025	(0.03)
Relative Strength Index	25.61	25.4	24.43	24.25	24.91	24.38	24.81
Coefficient Of Variation	1339.36	1364.55	1366.37	1329.31	1322.32	1410.61	2476.81
Mean Deviation	0.4003	0.4001	0.4004	0.4011	0.4037	0.3978	0.412
Jensen Alpha	(0.03)	(0.04)	(0.04)	(0.04)	(0.04)	(0.04)	0.014
Total Risk Alpha	(0.05)	(0.05)	(0.05)	(0.05)	(0.05)	(0.06)	(0.07)
Sortino Ratio	(0.17)	(0.17)	(0.17)	(0.18)	(0.17)	(0.18)	(0.20)
Downside Variance	0.2866	0.2851	0.2869	0.2729	0.3036	0.2815	0.2974
Standard Deviation	0.5244	0.525	0.5243	0.5212	0.5271	0.5206	0.5344
Kurtosis	0.4008	0.3667	0.4411	0.3028	0.3785	0.4047	0.2433
Potential Upside	0.8992	0.9048	0.8717	0.8608	0.8584	0.8725	0.8815
Treynor Ratio	0.0549	0.0537	0.0536	0.0547	0.0553	0.0509	(0.58)
Maximum Drawdown	2.51	2.42	2.51	2.47	2.51	2.46	2.48
Variance	0.275	0.2756	0.2749	0.2716	0.2779	0.271	0.2856
Market Risk Adjusted Performance	0.0649	0.0637	0.0636	0.0647	0.0653	0.0609	(0.57)
Risk Adjusted Performance	0.0526	0.0516	0.0515	0.053	0.0535	0.0496	0.0266
Skewness	(0.16)	(0.11)	(0.15)	(0.14)	(0.20)	(0.11)	(0.09)
Semi Deviation	0.4772	0.4764	0.4783	0.4729	0.4827	0.4746	0.4982
Information Ratio	(0.17)	(0.18)	(0.18)	(0.18)	(0.17)	(0.18)	(0.20)
Value At Risk	(0.80)	(0.80)	(0.81)	(0.80)	(0.80)	(0.77)	(0.82)
Expected Short fall	(0.43)	(0.43)	(0.43)	(0.43)	(0.43)	(0.42)	(0.45)
Downside Deviation	0.5354	0.5339	0.5356	0.5224	0.551	0.5306	0.5454
Semi Variance	0.2277	0.227	0.2288	0.2236	0.233	0.2252	0.2482

Market Neutrality

One of the main advantages of trading using market-neutral strategies is that every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses.

Please note, the success of pairs trading depends heavily on the modeling and forecasting of the spread time series. However, in general, pair trading minimizes risk from directional movements in the market unless the strategy's equities are perfectly correlated. For example, if an entire industry or sector drops because of unexpected headlines, the first equity's short position will appreciate offsetting losses from the drop in the long position's value.

Five steps to successful analysis of competition

Competitive analysis is the process of researching and evaluating the competitive landscape of a business entity. It provides an understanding of the company's strengths, weaknesses, opportunities, and threats (SWOT) in relation to its competition. The competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors across the sector or industry, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact the competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Trending Themes

If you are a self-driven investor, you will appreciate our idea-generating investing themes. Our themes help you align your investments inspirations with your core values and are essential building blocks of your portfolios. A typical investing theme is an unweighted collection of up to 20 funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of equities with common characteristics such as industry and growth potential, volatility, or market segment.

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Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the CEOs Directory module to screen CEOs from public companies around the world.

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