JPMorgan Value Etf Forecast - Naive Prediction
| JVAL Etf | USD 51.19 0.24 0.47% |
The Naive Prediction forecasted value of JPMorgan Value Factor on the next trading day is expected to be 51.63 with a mean absolute deviation of 0.42 and the sum of the absolute errors of 25.95. JPMorgan Etf Forecast is based on your current time horizon.
As of now, The relative strength momentum indicator of JPMorgan Value's share price is at 59. This indicates that the etf is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling JPMorgan Value, making its price go up or down. Momentum 59
Buy Extended
Oversold | Overbought |
Using JPMorgan Value hype-based prediction, you can estimate the value of JPMorgan Value Factor from the perspective of JPMorgan Value response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards JPMorgan Value using JPMorgan Value's stock options and short interest. It helps to benchmark the overall future attitude of investors towards JPMorgan using crowd psychology based on the activity and movement of JPMorgan Value's stock price.
JPMorgan Value Implied Volatility | 0.26 |
JPMorgan Value's implied volatility exposes the market's sentiment of JPMorgan Value Factor stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if JPMorgan Value's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that JPMorgan Value stock will not fluctuate a lot when JPMorgan Value's options are near their expiration.
The Naive Prediction forecasted value of JPMorgan Value Factor on the next trading day is expected to be 51.63 with a mean absolute deviation of 0.42 and the sum of the absolute errors of 25.95. JPMorgan Value after-hype prediction price | USD 0.0 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as etf price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
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Prediction based on Rule 16 of the current JPMorgan contract
Based on the Rule 16, the options market is currently suggesting that JPMorgan Value Factor will have an average daily up or down price movement of about 0.0163% per day over the life of the 2026-03-20 option contract. With JPMorgan Value trading at USD 51.19, that is roughly USD 0.008318 . If you think that the market is fully incorporating JPMorgan Value's daily price movement you should consider acquiring JPMorgan Value Factor options at the current volatility level of 0.26%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-03-20 JPMorgan Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast JPMorgan Value's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in JPMorgan Value's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for JPMorgan Value stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current JPMorgan Value's open interest, investors have to compare it to JPMorgan Value's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of JPMorgan Value is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in JPMorgan. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
JPMorgan Value Additional Predictive Modules
Most predictive techniques to examine JPMorgan price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for JPMorgan using various technical indicators. When you analyze JPMorgan charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
JPMorgan Value Naive Prediction Price Forecast For the 24th of January
Given 90 days horizon, the Naive Prediction forecasted value of JPMorgan Value Factor on the next trading day is expected to be 51.63 with a mean absolute deviation of 0.42, mean absolute percentage error of 0.29, and the sum of the absolute errors of 25.95.Please note that although there have been many attempts to predict JPMorgan Etf prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that JPMorgan Value's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
JPMorgan Value Etf Forecast Pattern
| Backtest JPMorgan Value | JPMorgan Value Price Prediction | Buy or Sell Advice |
JPMorgan Value Forecasted Value
In the context of forecasting JPMorgan Value's Etf value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. JPMorgan Value's downside and upside margins for the forecasting period are 50.76 and 52.50, respectively. We have considered JPMorgan Value's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of JPMorgan Value etf data series using in forecasting. Note that when a statistical model is used to represent JPMorgan Value etf, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 118.7117 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.4186 |
| MAPE | Mean absolute percentage error | 0.0086 |
| SAE | Sum of the absolute errors | 25.9535 |
Predictive Modules for JPMorgan Value
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as JPMorgan Value Factor. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.JPMorgan Value After-Hype Price Prediction Density Analysis
As far as predicting the price of JPMorgan Value at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in JPMorgan Value or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Etf prices, such as prices of JPMorgan Value, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
JPMorgan Value Estimiated After-Hype Price Volatility
In the context of predicting JPMorgan Value's etf value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on JPMorgan Value's historical news coverage. JPMorgan Value's after-hype downside and upside margins for the prediction period are 0.00 and 0.87, respectively. We have considered JPMorgan Value's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
JPMorgan Value is not too volatile at this time. Analysis and calculation of next after-hype price of JPMorgan Value Factor is based on 3 months time horizon.
JPMorgan Value Etf Price Prediction Analysis
Have you ever been surprised when a price of a ETF such as JPMorgan Value is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading JPMorgan Value backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Etf price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with JPMorgan Value, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.09 | 0.87 | 2.31 | 0.16 | 16 Events / Month | 5 Events / Month | In about 16 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
51.19 | 0.00 | 0.00 |
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JPMorgan Value Hype Timeline
JPMorgan Value Factor is currently traded for 51.19. The entity has historical hype elasticity of 2.31, and average elasticity to hype of competition of 0.16. JPMorgan is forecasted not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is about 3.39%. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is currently at 0.09%. %. The volatility of related hype on JPMorgan Value is about 49.94%, with the expected price after the next announcement by competition of 51.35. Given the investment horizon of 90 days the next forecasted press release will be in about 16 days. Check out Historical Fundamental Analysis of JPMorgan Value to cross-verify your projections.JPMorgan Value Related Hype Analysis
Having access to credible news sources related to JPMorgan Value's direct competition is more important than ever and may enhance your ability to predict JPMorgan Value's future price movements. Getting to know how JPMorgan Value's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how JPMorgan Value may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| JPSE | JPMorgan Diversified Return | (0.44) | 9 per month | 0.70 | 0.05 | 1.58 | (1.36) | 3.63 | |
| ONEV | SPDR Russell 1000 | 1.02 | 3 per month | 0.51 | (0.01) | 1.40 | (1.07) | 3.42 | |
| EBI | Longview Advantage ETF | 18.06 | 14 per month | 0.60 | 0.04 | 1.40 | (1.35) | 3.43 | |
| CXSE | WisdomTree China ex State Owned | (0.16) | 1 per month | 1.06 | (0.07) | 1.75 | (1.75) | 5.35 | |
| IMFL | Invesco International Developed | 0.02 | 2 per month | 0.64 | 0.08 | 1.19 | (1.29) | 2.79 | |
| WCMI | First Trust Exchange Traded | 0.09 | 4 per month | 0.75 | 0.04 | 1.56 | (1.42) | 3.79 | |
| JKL | iShares Morningstar Small Cap | 0.00 | 0 per month | 0.69 | 0.07 | 2.14 | (1.41) | 4.40 | |
| BBSC | JPMorgan BetaBuilders Small | (0.45) | 3 per month | 1.07 | 0.02 | 1.98 | (1.93) | 4.80 | |
| LVHD | Legg Mason Low | 0.05 | 8 per month | 0.52 | (0.12) | 1.02 | (0.95) | 2.43 | |
| FDMO | Fidelity Momentum Factor | (0.77) | 3 per month | 1.12 | (0.02) | 1.56 | (1.92) | 5.20 |
Other Forecasting Options for JPMorgan Value
For every potential investor in JPMorgan, whether a beginner or expert, JPMorgan Value's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. JPMorgan Etf price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in JPMorgan. Basic forecasting techniques help filter out the noise by identifying JPMorgan Value's price trends.JPMorgan Value Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where 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. Below are some of the equities that can be combined with JPMorgan Value etf to make a market-neutral strategy. Peer analysis of JPMorgan Value could also be used in its relative valuation, which is a method of valuing JPMorgan Value by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
JPMorgan Value Market Strength Events
Market strength indicators help investors to evaluate how JPMorgan Value etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading JPMorgan Value shares will generate the highest return on investment. By undertsting and applying JPMorgan Value etf market strength indicators, traders can identify JPMorgan Value Factor entry and exit signals to maximize returns.
JPMorgan Value Risk Indicators
The analysis of JPMorgan Value's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in JPMorgan Value's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting jpmorgan etf prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.6977 | |||
| Semi Deviation | 0.7224 | |||
| Standard Deviation | 0.8647 | |||
| Variance | 0.7476 | |||
| Downside Variance | 0.7528 | |||
| Semi Variance | 0.5219 | |||
| Expected Short fall | (0.77) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for JPMorgan Value
The number of cover stories for JPMorgan Value depends on current market conditions and JPMorgan Value's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that JPMorgan Value is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about JPMorgan Value's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Check out Historical Fundamental Analysis of JPMorgan Value to cross-verify your projections. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
The market value of JPMorgan Value 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 Value's value that differs from its market value or its book value, called intrinsic value, which is JPMorgan Value'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 Value's market value can be influenced by many factors that don't directly affect JPMorgan Value'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 Value's value and its price as these two are different measures arrived at by different means. Investors typically determine if JPMorgan Value is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, JPMorgan Value'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.